Search found 13 matches

by sagev
Wed Nov 17, 2004 5:05 am
Forum: Trend Indicators and Signals
Topic: Volume on NO Price Movment
Replies: 13
Views: 12549

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 ...
by sagev
Mon Nov 01, 2004 1:25 pm
Forum: Testing and Simulation
Topic: Help with trading systems for illiquid market
Replies: 5
Views: 4285

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...
by sagev
Mon Oct 18, 2004 3:34 pm
Forum: Testing and Simulation
Topic: add counter-trend part to a trend following system?
Replies: 4
Views: 4133

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 ...
by sagev
Sun Oct 17, 2004 6:15 pm
Forum: Trend Indicators and Signals
Topic: Bollinger Band Targets
Replies: 4
Views: 10706

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
by sagev
Sun Oct 17, 2004 11:13 am
Forum: Testing and Simulation
Topic: add counter-trend part to a trend following system?
Replies: 4
Views: 4133

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...
by sagev
Wed Sep 29, 2004 3:59 am
Forum: Money Management
Topic: VaR
Replies: 21
Views: 18655

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...
by sagev
Mon Sep 06, 2004 5:06 am
Forum: Forex
Topic: top forex traders ever in history
Replies: 6
Views: 8097

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...
by sagev
Fri Jul 30, 2004 1:55 pm
Forum: Trend Indicators and Signals
Topic: changing moving average intervals based upon volatility
Replies: 2
Views: 4459

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 ...
by sagev
Tue Jul 06, 2004 10:39 am
Forum: Testing and Simulation
Topic: Better ways to estimate slippage?
Replies: 2
Views: 4083

Gherkin,
After reading your post I run into meditation for a while 8). whereafter I should admit that perhaps I went astray in over-optimization with wrong thoughts.

Thanks to for your comment, that's really help.
by sagev
Mon Jul 05, 2004 7:25 am
Forum: Testing and Simulation
Topic: Better ways to estimate slippage?
Replies: 2
Views: 4083

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...
by sagev
Sat Jun 19, 2004 7:28 am
Forum: Stocks
Topic: Is there a place for fundamentals in trend trading?
Replies: 16
Views: 19681

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...
by sagev
Thu Jun 17, 2004 2:20 pm
Forum: Stocks
Topic: Is there a place for fundamentals in trend trading?
Replies: 16
Views: 19681

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 a strong industry, ...
by sagev
Tue Jun 08, 2004 6:26 pm
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 59304

Low on N, High on O, High on C

Although it is not decisive for trading success, the test and the article are a very interesting read.