Search found 13 matches
- Wed Nov 17, 2004 5:05 am
- Forum: Trend Indicators and Signals
- Topic: Volume on NO Price Movment
- Replies: 13
- Views: 15684
This might also be caused by the price limit. In the US, price limits are imposed on the trading of futures and options, while in some Asian stock markets such as China, Taiwan, Japan, South Korea and Thailand, price limits are imposed on the trading of stocks. The price limit rule in Chinese stock ...
- Mon Nov 01, 2004 1:25 pm
- Forum: Testing and Simulation
- Topic: Help with trading systems for illiquid market
- Replies: 5
- Views: 5978
Help with trading systems for illiquid market
Hello there, I have a question and can't find detailed reference on the web. I'd be pretty appreciated if anyone could give me a hand by answering the following questions: In your view, which type of systems are most suited for traders to trade in a illiquid market? Or, which aspect should be emphsi...
- Mon Oct 18, 2004 3:34 pm
- Forum: Testing and Simulation
- Topic: add counter-trend part to a trend following system?
- Replies: 4
- Views: 5583
Hi vegas, kiwi, and shakyamuni, thank you all for the information and suggestions mentioned in the posts, they are really helpful and inspiring. I guess that now I find the direction to start, and I'm going to spend some time to explore a little further on the subject. Will post my findings finally ...
- Sun Oct 17, 2004 6:15 pm
- Forum: Trend Indicators and Signals
- Topic: Bollinger Band Targets
- Replies: 4
- Views: 12075
don't know whether it will feed your need, but Futures Magazine offers an free spreadsheet to calculate BB, check http://www.futuresmag.com/downloads/files/bbands.zip
- Sun Oct 17, 2004 11:13 am
- Forum: Testing and Simulation
- Topic: add counter-trend part to a trend following system?
- Replies: 4
- Views: 5583
add counter-trend part to a trend following system?
Hi there, Several days ago I lose a little bit when the HGZ4 copper futures crashed. The market gapped down, and when my stop order was executed, the price had already fallen about 10 percent from overnight close. That compelled me to consider adding a counter-trend part to my current trend followin...
- Wed Sep 29, 2004 3:59 am
- Forum: Money Management
- Topic: VaR
- Replies: 21
- Views: 22994
IMHO, I think VaR is not applicable to the LTTF systems in which markets diversification plays an important role and the size of money allocated to every single market has to be allowed to be fluky. Thus even if a constant value of VaR is measurable, it will not significantly improve the performance...
- Mon Sep 06, 2004 5:06 am
- Forum: Forex
- Topic: top forex traders ever in history
- Replies: 6
- Views: 10472
Hi helicopterdick, Sorry if I misread what you mean. If my memory doesn't go wrong, Paul Tudor Jones is more likely to be regarded as a famous commodity trader than a currency trader. Thus I guess your intention is to search for forex traders who are as famous as PT jones. The first name came into m...
- Fri Jul 30, 2004 1:55 pm
- Forum: Trend Indicators and Signals
- Topic: changing moving average intervals based upon volatility
- Replies: 2
- Views: 5436
The Variable Moving Average (VMA) allows you to automatically adjusts the smoothing constant based on the volatility of the data series. The calculation detail could be find at Technical Analysis from A to Z : Moving Averages The Dynamic Momentum Index (DMI) which was described in the New Technical ...
- Tue Jul 06, 2004 10:39 am
- Forum: Testing and Simulation
- Topic: Better ways to estimate slippage?
- Replies: 2
- Views: 5027
- Mon Jul 05, 2004 7:25 am
- Forum: Testing and Simulation
- Topic: Better ways to estimate slippage?
- Replies: 2
- Views: 5027
Better ways to estimate slippage?
Hi all, I haven't finished ploughing through all the past threads yet, so excuse me if this question has been answered elsewhere. When backtesting a system, I usually assume a fixed number or fixed ratio slippage. However, the slippage occured in real trading are fluctuant. Sometimes in a drasticall...
- Sat Jun 19, 2004 7:28 am
- Forum: Stocks
- Topic: Is there a place for fundamentals in trend trading?
- Replies: 16
- Views: 26803
Hi WaveSeeker, Thanks for your reply. Seems that it's hard to find a satisfactory backtester to test fundamental and technical aspects of trading all together. However, I wonder how, and from what way, the investors evaluate their strategies without analyzing their past performance. So, there's anot...
- Thu Jun 17, 2004 2:20 pm
- Forum: Stocks
- Topic: Is there a place for fundamentals in trend trading?
- Replies: 16
- Views: 26803
Re: William O'Neill - IBD
William O'Neill ("How to make Money in Stocks" and "Investors Business Daily") is probably the best known teacher of blending fundamental with technical analysis. His CANSLIM method looks for stocks with rapidly rising earnings, high margins, high relative price appreciation and...
- Tue Jun 08, 2004 6:26 pm
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 85194