Search found 356 matches
- Mon Sep 29, 2008 2:58 pm
- Forum: Futures Markets
- Topic: too much bad news no 87 scenario yet
- Replies: 26
- Views: 23278
- Sun Sep 28, 2008 5:15 pm
- Forum: Testing and Simulation
- Topic: Would it make sence?
- Replies: 4
- Views: 3436
thanks RedRock..I am back to testing and numbers make some sence to me...gotta do some more A,B, C time windows back testing too as you suggested in order to prevent some certain period curve fitting. My system is 2 days hold on average, ran it on 20 years of EOD, but still wanna have it as robust a...
- Sun Sep 28, 2008 2:04 am
- Forum: Testing and Simulation
- Topic: Would it make sence?
- Replies: 4
- Views: 3436
thanks so much sluggo.. yeah its tested on 25 futures markets.. you're right it'd be just as you said the decision wether I trade this commodity long, short or long/short. I'd have to add then to the code for each commodity what side it should trade and then see the results and then change the time ...
- Sat Sep 27, 2008 3:25 pm
- Forum: Testing and Simulation
- Topic: Would it make sence?
- Replies: 4
- Views: 3436
Would it make sence?
To trade those instruments only from the side that had better performance during the backtest? For example: I backtest simple trend following system and on Eurodollar it made 200k on long side and only 30 k on short side since 1984 until today. On Cotton same system made money on short side 50k and ...
- Tue Sep 23, 2008 9:22 am
- Forum: Futures Markets
- Topic: too much bad news no 87 scenario yet
- Replies: 26
- Views: 23278
the news didn't really help the markets yesterday when they tumbled 4%..I am still bearish..here in Israel real estate index went up on the bailout news 32% during the day, its total MADNESS! Madness should be shorted..I am sceptical that the senate will aprove the offer of 700 billion bail out, Bus...
- Fri Sep 19, 2008 4:43 am
- Forum: Futures Markets
- Topic: too much bad news no 87 scenario yet
- Replies: 26
- Views: 23278
short selling is banned in UK
regulators do what they want to do and we just have to adjust...gosh, Royal Bank fo Scotland is up 40%, UBS about same percentage. Looks like no one will have a chance to short sell anymore. thats not fun!
- Thu Sep 18, 2008 7:29 am
- Forum: Futures Markets
- Topic: too much bad news no 87 scenario yet
- Replies: 26
- Views: 23278
too much bad news no 87 scenario yet
Lehman 159 year old bank went bankrupt, S&P500 went down only 4 %.. Lehman's debt is around 639 billions.. When LTCM went bankrupt S&P 500 went down 8% in one day(August 31 1998)....it seems like too much noise but no brutal action..Of course SEC came out with no naked shorts anymore but it ...
- Wed Aug 20, 2008 5:04 pm
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15305
my older brother just recently moved to SLC ...I loved entire state of Utah, even Fillmore! Gorgeous views on the valley where the new Draper temple is built... So I should check out SIG.. I've already checked NYMEX guys, MBF corp, you've heard of them? They clear every 4-th Crude Oil contract, but ...
- Tue Aug 19, 2008 3:30 pm
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15305
I was in NYMEX in April and then in Utah too on my US trip(I was living in Sandy on the boarder with Draper)... the only pit that was crowded and even had one female was Natural Gas options pit..Crude Oil was dead with like 3 guys trading there. So do you mean that making market for softs on electro...
- Tue Aug 19, 2008 3:27 am
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15305
yes, they started the clearing firm Singer/Wenger and then started teaching people to be market makers. they were launching 2-3 classes of 5 people per year into the pits from 85 to 88 or so then mellowed out to just a few people per year. similar to the article, option traders on the floor at NYME...
- Mon Aug 18, 2008 6:00 am
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15305
watch the volumes of these contracts even more closely than in the past, so less chance of a surprise... Anyone notice the down spike on Globex Hogs the other day? Pit didn't 'go there'... We do live in interesting times... RR, do you mean that the volumes will go up? I've noticed some time ago tha...
- Wed Jul 16, 2008 5:24 am
- Forum: Futures Markets
- Topic: Mexican Peso - Huge Move
- Replies: 9
- Views: 7810
guys, you should look at what happened in MP U2008 Globex Pit session from different angle...First of all, these kind of moves happen on a low volume, as you've previously noticed Paul(liquidity dried up). It happens all the time in a crappy stocks that no one trades(they fall 10% and then rise 10% ...
- Thu Jun 19, 2008 8:21 pm
- Forum: Market Psychology
- Topic: Will you survive?
- Replies: 17
- Views: 26581
- Thu Jun 19, 2008 4:26 am
- Forum: Stocks
- Topic: Vietnam bust
- Replies: 1
- Views: 5023
- Thu Jun 19, 2008 4:23 am
- Forum: Trend Indicators and Signals
- Topic: Volume on NO Price Movment
- Replies: 13
- Views: 15872
- Thu Jun 19, 2008 4:19 am
- Forum: Trend Indicators and Signals
- Topic: Volume on NO Price Movment
- Replies: 13
- Views: 15872
- Thu Jun 19, 2008 4:14 am
- Forum: Market Psychology
- Topic: Will you survive?
- Replies: 17
- Views: 26581
LeapFrog, I have similar system that hold on average 2.1 days(I didn't see in your backtest the holding period), the problem with this thing is that you cannot know the exact result because you don't know the fills. My systems trades market on the open and exits also on the market at the open. There...
- Sun May 25, 2008 2:04 pm
- Forum: Trend Indicators and Signals
- Topic: Pullbacks and LTTF methods
- Replies: 11
- Views: 13661
- Sun May 25, 2008 1:02 am
- Forum: Trend Indicators and Signals
- Topic: Pullbacks and LTTF methods
- Replies: 11
- Views: 13661
- Fri May 23, 2008 9:28 am
- Forum: Trader Psychology
- Topic: Trusting your system
- Replies: 24
- Views: 33691