Search found 19 matches

by Mark_et_Lizard
Sun Aug 22, 2004 7:28 pm
Forum: Trader Psychology
Topic: Meditation
Replies: 32
Views: 30628

is this it? do you recomend the 99 or 2000? 1. Antinori Solaia 1999 "Dark in color, with intense aromas of blackberries and fresh herbs, such as basil, with a hint of eucalyptus. Full-bodied, with extremely well-polished tannins and a long, long finish. A tight and racy young wine that needs time to...
by Mark_et_Lizard
Sun Aug 22, 2004 3:12 pm
Forum: Trader Psychology
Topic: Meditation
Replies: 32
Views: 30628

like Li Po and George Thoroughgood i drink alone Drinking Alone I take my wine jug out among the flowers to drink alone, without friends. I raise my cup to entice the moon. That, and my shadow, makes us three. But the moon doesn't drink, and my shadow silently follows. I will travel with moon and sh...
by Mark_et_Lizard
Wed Apr 21, 2004 11:09 pm
Forum: Brokers
Topic: Freetrade.com by Ameritrade
Replies: 1
Views: 3005

I use 'em. Fantastic. Zero commission on first 25 trades. Zip, 0, nada. $3 a trade after that. Great for super small accounts. If you're just starting out, you can test your idea trading just one share and actually be profitable with out commisions killing it. If you find something that works just t...
by Mark_et_Lizard
Tue Mar 09, 2004 8:01 am
Forum: Stocks
Topic: Why don't these guys trade stocks?
Replies: 11
Views: 12496

Hi thread, I traded stocks all through the 90s, I got about 80% of the way to being fully automated. I think if Veritrader eventually gets automated execution it could easily be done with it. I cut this from a chat I sent someone a while back so forgive the bad grammer and typos Here are some of the...
by Mark_et_Lizard
Sun Feb 22, 2004 12:43 pm
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 24835

Never, never, never use index data as the data on which trades are entered in testing. it is completely unrealistic. Trading would be a sweet beautiful dream if actual futures contracts were as neat and orderly as indexes would lead one to believe. All the volatility, all the guts, all the meat of t...
by Mark_et_Lizard
Sat Feb 21, 2004 3:02 pm
Forum: Trader Psychology
Topic: Has any one taken Van K. Peak Performance Home Study Program
Replies: 15
Views: 16249

Save your money, I have all of tharps home courses and attended a few seminars. All that psychological stuff is worthless to a system trader. What you need is a good system. When you have a system that makes money almost every month trading is a pleasure, even fun. When your system is mediocre and p...
by Mark_et_Lizard
Fri Jan 30, 2004 10:32 am
Forum: Testing and Simulation
Topic: Validity of system
Replies: 19
Views: 11757

Jwebster

How many trades does your system have over the 34 year test period? If it's more than a few thousand, say 5 to 6 thousand I wouldn't worry about it not working as well on other markets, although a complete failure on a similar index should be of concern.
by Mark_et_Lizard
Sun Jan 18, 2004 7:20 am
Forum: Testing Software
Topic: Trading System Languages Likes and Dislikes
Replies: 31
Views: 23972

I voted for TS because that's the only language I know. I'm sure I'll have trouble (dope that I am) no matter what language is chosen so my biggest concern would be the availability of support, forum help and paid help. TS used to charge $150 minimum to code even if it was just a few lines. They've ...
by Mark_et_Lizard
Tue Nov 11, 2003 2:00 pm
Forum: Futures Markets
Topic: E-Minis Pros and Cons
Replies: 5
Views: 5150

sometimes, heres a sample of my actual slippage, each number is for a round trip (buy/sell) trade.

-0.25
-0.25
0
-0.25
-0.5
0.5
0
-0.25
0.5
-0.5
0
0.25
0
-0.75
0
-0.25
0
-0.25
0
-0.5
0
0
0
0
by Mark_et_Lizard
Sat Nov 08, 2003 5:46 pm
Forum: Futures Markets
Topic: E-Minis Pros and Cons
Replies: 5
Views: 5150

The spread is 2.5 times greater than the big contract. Even with zero slippage you lose a minimum of a 1/2 point per trade plus commissions which are four to five times greater.
by Mark_et_Lizard
Sun Oct 26, 2003 3:16 pm
Forum: Testing Software
Topic: Imagining the Dream Testing Software?
Replies: 18
Views: 16561

An optimization engine with a genetic algorithm that lets one enter the results they want , 60% winners 100% return 20% draw down 200 trades per year ect. and the software finds the parameters that come closest to achieving this.
by Mark_et_Lizard
Fri Sep 12, 2003 4:42 pm
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 24835

“Slowly I turn, step by step, inch by inchâ€
by Mark_et_Lizard
Fri Aug 22, 2003 2:41 pm
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 24835

I bought the entire S&P history a couple of years ago from C.I.S., the data was good, I didn't find any obvious errors. It served my purpose well. Don't know about their updates or live data though.
by Mark_et_Lizard
Wed Aug 13, 2003 8:58 am
Forum: Testing and Simulation
Topic: Fixed Fraction vs. other creative money management methods
Replies: 6
Views: 12907

I've noticed the same thing, no matter how much I turn up the heat with a profitable short term system MAr always goes up. Thanks for the explanation.
by Mark_et_Lizard
Sat Jul 26, 2003 8:57 pm
Forum: Trader Psychology
Topic: Please Understand Me: Character and Temperament Types
Replies: 21
Views: 20161

http://www.jerrystocking.com

this guy became enlightened through just such practices, going opposite your normal personality patterns. It also worked wonders for George Costanza in Seinfeld.
by Mark_et_Lizard
Sun May 11, 2003 3:30 pm
Forum: Testing and Simulation
Topic: Have the Optimal Parameters Changed?
Replies: 5
Views: 4415

Any thoughts on using different parameters for different markets? I know this screams of curve fitting but it may be more profitable to acknowledge that for various reasons each market has its own personality, like people, and its characteristics or habits become predictable and reliable over time. ...
by Mark_et_Lizard
Fri May 02, 2003 9:51 pm
Forum: Trader Psychology
Topic: I Hate Myself
Replies: 19
Views: 19317

Toby If you’re interested in the mechanics of order entry then become a broker and get paid for every trade. If you want to be a trader but second guess the signals at time of entry then have some one else trade it. It costs about 10 dollars more than doing it yourself, add this to your cost and d...
by Mark_et_Lizard
Mon Apr 28, 2003 9:08 pm
Forum: Brokers
Topic: System Brokers
Replies: 7
Views: 5904

I have both Angus and Castle plus a few others. I also have one who is just terrible, who I keep trading a mini one lot for one of my systems. I use his execution as a benchmark for really terrible fills. Angus is good, pricy yes. Better rates with shorter term systems that trade more but still they...
by Mark_et_Lizard
Sun Apr 20, 2003 4:12 pm
Forum: Testing and Simulation
Topic: Have the Optimal Parameters Changed?
Replies: 5
Views: 4415

Have the Optimal Parameters Changed?

MODERATOR'S NOTE: Topic moved from Original Turtle System forum. Forum Mgmnt, How have the parameters changed over the years and how might one adjust them? I use walk forward optimization in a day-trading S&P system. It trades enough, about 150-175 times per year, so that optimizing each month on th...