Search found 63 matches

by stamo
Sun Mar 12, 2017 10:02 am
Forum: Testing and Simulation
Topic: Adding Optimal f to win% . avg gain / avg loss
Replies: 2
Views: 305

Re: Adding Optimal f to win% . avg gain / avg loss

very briefly, accumulate the elements of optimal f, calculate it, and then add the stat in the after test script, like this: VARIABLES: index, totalWinTrades, totalLoseTrades TYPE: integer totalWinTrades = 0 totalLoseTrades = 0 FOR index = 1 TO test.tradeCount STEP 1 IF test.tradeProfit[ index ] > 0...
by stamo
Thu Mar 09, 2017 10:53 am
Forum: Testing and Simulation
Topic: Strength Ranking Stock System
Replies: 2
Views: 354

Re: Strength Ranking Stock System

and thanks, marriot, for pointing out the new system...
by stamo
Sun Dec 20, 2015 10:21 am
Forum: Money Management
Topic: Avoiding/reducing taxes
Replies: 8
Views: 8568

Re: Avoiding/reducing taxes

US citizens might consider relocating to Puerto Rico which has its own tax code... Forbes writes: "Act 22 grants new Puerto Rico residents (including, after a recent amendment, returning Puerto Ricans who left before 2006) a 0% rate on locally sourced interest and dividends as well as all capital ga...
by stamo
Sat Nov 21, 2015 8:45 am
Forum: Testing Software
Topic: Software performance questions
Replies: 3
Views: 7693

Re: Software performance questions

Tim -- could you plz explain some more about "all line up": "3. Yes you can load up different time frames either as separate data files or using the built in intraday to daily conversion. So you could check if the time was between 10:00 and 11:00 and then check the daily RSI and the 15 minute RSI **...
by stamo
Sun Jul 19, 2015 11:37 am
Forum: Trader Psychology
Topic: Trader Psychology
Replies: 7
Views: 7112

Re: Trader Psychology

great ideas, thank you, sluggo...
by stamo
Sun May 17, 2015 9:07 am
Forum: Testing and Simulation
Topic: Trading Stocks
Replies: 3
Views: 2016

Re: Trading Stocks

Some clients will only hold stocks & bonds, esp. in retirement accounts.
by stamo
Wed Apr 22, 2015 9:07 am
Forum: Trader Psychology
Topic: What do depressed trader usually do on stock market?
Replies: 1
Views: 3310

Re: What do depressed trader usually do on stock market?

IMHO a depressed trader would: (1) hang on to losers in a bear market until his psyche screams "sell". this would mark a bottom. He would continue to short as the market recovers. (2) stay on the sidelines during bull markets until his psyche screams "buy". this would mark a top. He would continue t...
by stamo
Thu Mar 26, 2015 9:36 am
Forum: Money Management
Topic: How to set the minimum % requirement in holding stock within portfolio?
Replies: 1
Views: 1433

Re: How to set the minimum % requirement in holding stock within portfolio?

Something like:

Code: Select all

	IF ( (quantity*order.fillPrice/test.totalEquity) < minPctPortParam) THEN order.Reject( "Order < Than minPctPort" )
should work
by stamo
Thu Aug 21, 2014 8:44 am
Forum: Data Providers and other non testing software
Topic: Quandl
Replies: 0
Views: 10788

Quandl

Interesting to see how the big boys react to this... LINK "Quandl’s approach to paid premium data will be unprecedented. We will not play by the rules the incumbent data oligarchy has established. Their decades-old model has not served consumers well: it keeps data prices artificially high, it cri...
by stamo
Fri May 16, 2014 4:47 pm
Forum: Trend Indicators and Signals
Topic: What does Volume represent in general?
Replies: 2
Views: 1913

Volume is shares/contracts.

Volume * avg. price = $
by stamo
Thu Mar 20, 2014 9:19 am
Forum: Trader Psychology
Topic: Seykota new book "Govopoly"
Replies: 9
Views: 15504

It's amusing to see "The Trading Tribe" available on Amazon used for $225 to $1900+ while Ed sells it new for $125.
by stamo
Wed Mar 19, 2014 9:22 am
Forum: Data Providers and other non testing software
Topic: CSI stock data - 10,000 max & unadjusted close
Replies: 3
Views: 2861

As Jake wrote, I believe you can export (i.e., use) up to 10K stocks.

I have the Gold package and here's part of what my CSI screen looks like -- I'm currently only exporting (using) 171 equities out of 10,000 (see red oval).
by stamo
Sat Dec 14, 2013 9:20 am
Forum: Trader Psychology
Topic: Seykota's FAQ
Replies: 38
Views: 17940

Ed's new book "Govopoly" has been released

Ed's new book "Govopoly" has been released...

You can buy it here.
by stamo
Sun Sep 08, 2013 12:21 pm
Forum: Futures Markets
Topic: Quesitons about Yield vs Fed Fund Rate?
Replies: 1
Views: 2148

Some think that Twos lead Fed Funds. So they watch the Twos, which "price" throughout the day, to anticipate what's going to come out of the next Fed meeting. You could look at the ratio or the spread or just plot both like this graph. BTW, FRED is free and the available data sets are "wide & deep"....
by stamo
Sun Jun 16, 2013 12:55 pm
Forum: Testing and Simulation
Topic: Seasonality
Replies: 4
Views: 2927

"OCTOBER: This is one of the peculiarly dangerous months to speculate in stocks in. The other are July, January, September, April, November, May, March, June, December, August, and February."
- Pudd'nhead Wilson's Calendar


by American Author Mark Twain (Samuel Clemens)
by stamo
Sat Jun 01, 2013 11:50 am
Forum: Market Psychology
Topic: Where to find Investors Intelligence Sentiment Index?
Replies: 5
Views: 5352

You might expand your search to "sentiment" in general.

Ned Davis has studied this for years and he advises "Go with the flow until it gets to an extreme and begins to reverse - that is the time to go contrary."

and “The market will usually do what it needs to do to prove a crowd extreme wrong.â€
by stamo
Sat Apr 20, 2013 9:41 am
Forum: Data Providers and other non testing software
Topic: Quandl.com the way forward for data provision?
Replies: 1
Views: 2551

if this is "too successful" and begins to cut into the revenues of the big data providers i bet some of them will fight back by claiming some of the data is theirs and must be taken down or licensed.

in the meantime, i'll poke around this interesting site -- thank you.
by stamo
Wed Apr 03, 2013 9:14 am
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18240

IMHO, Bill Gross's latest Investment Outlook is relevant -- [quote]All of us, even the old guys like Buffett, Soros, Fuss, yeah – me too, have cut our teeth during perhaps a most advantageous period of time, the most attractive epoch, that an investor could experience. Since the early 1970s when t...
by stamo
Sat Mar 16, 2013 1:58 pm
Forum: Trader Psychology
Topic: Seykota's FAQ
Replies: 38
Views: 17940

by stamo
Mon Feb 25, 2013 3:58 pm
Forum: Testing and Simulation
Topic: Test - Can't post...something wrong with server?
Replies: 1
Views: 1246

test reply -- edited -- replies OK for me.