Search found 37 matches

by redbullpeter
Mon Jul 21, 2003 9:02 am
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 44440

Found this website on this weekends issue of the FT.

http://www.psychonomics.com/invbeh/prof ... ofile.html

Another poll?

red
by redbullpeter
Fri Jul 18, 2003 3:48 pm
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 44440

It's possible that INTJs are attracted to mechanical trading systems more than other types. But it is early days. Let's see what the poll says mid week from now. What I find interesting is that it were the introverts who were first to respond to the poll. Maybe there are significantly more introvert...
by redbullpeter
Fri Jul 18, 2003 12:51 pm
Forum: Money Management
Topic: Algorithms for trading the equity curve
Replies: 31
Views: 28240

Hi all, Just had an idea and since I don't have the means yet to test it, I was wondering if somebody might like to try it out. Volatility adjusted position sizing is pretty standard nowadays. What about volatility adjusted equity allocation? The idea being as the volatility of your equity curve goe...
by redbullpeter
Fri Jul 18, 2003 9:53 am
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 44440

Funny how after 6.5 hours, five introverts and zero extroverts have responded to the polls...

For general interest on the occurrences of each type in the general population and other subsets, take a look at: The Matrix

red
by redbullpeter
Fri Jul 18, 2003 8:57 am
Forum: Testing and Simulation
Topic: What do hedge funds look for in a system?
Replies: 0
Views: 2835

What do hedge funds look for in a system?

As a result of some comments made by c.f. in http://www.tradingblox.com/forum/viewtopic.php?t=370&highlight= I was wondering..... What do hedge funds look for in a system? What sort of characteristics are desirable or undesirable? For those who have managed to get their systems picked over by a fund...
by redbullpeter
Thu Jul 17, 2003 5:02 pm
Forum: Money Management
Topic: Equity allocation for multi system trading
Replies: 9
Views: 7083

Wow, thanks for that. Something to chew on!

red
by redbullpeter
Thu Jul 17, 2003 5:12 am
Forum: Money Management
Topic: Equity allocation for multi system trading
Replies: 9
Views: 7083

Equity allocation for multi system trading

Hi all, I'm doing a bit of research in to multi-system testing. Just wondering how people allocate equity across systems? Do you aportion the equity for each system? Do you not bother and just allocate equity on a trade by trade basis? What proportion? What ratios? What percentages?...... Thanks in ...
by redbullpeter
Mon Jul 07, 2003 10:45 am
Forum: Testing and Simulation
Topic: Pre-flight check list
Replies: 4
Views: 3787

Thanks for your comments. The issue isn't a matter of paralysis. In fact it isn't really an issue at all. I've just started developing systems and through all my reading I have as yet to find a truly comprehensive view of the considerations that need to be made when developing a professional and rob...
by redbullpeter
Mon Jul 07, 2003 6:17 am
Forum: Testing and Simulation
Topic: Pre-flight check list
Replies: 4
Views: 3787

Pre-flight check list

I'm taking my first steps in to system design. I've read so much now that I fall asleep to dreams of marching charts and floating phosphor green code! :shock: I'm full of ideas now but the one nagging thought is how do I know if I've considered everything important? I've come up with the check list ...
by redbullpeter
Thu Jul 03, 2003 5:55 am
Forum: Custom C++ or Java Platforms
Topic: Starting Point for C++ Program
Replies: 22
Views: 21608

Some instructions on linking the libraries are here:

How to start using TA-LIB

The GNU C Programming Tutorial: Putting a program together

ta-lib specific problems would best be directed to:

ta-lib yahoo mailing list or support@ta-lib.org

red
by redbullpeter
Wed Jul 02, 2003 2:11 pm
Forum: Custom C++ or Java Platforms
Topic: Starting Point for C++ Program
Replies: 22
Views: 21608

Take a look at:

www.ta-lib.org

It's an open source C++ project for technical analysis. Included are various modules for importing and handling data.

red
by redbullpeter
Wed Jul 02, 2003 9:17 am
Forum: Money Management
Topic: Algorithms for trading the equity curve
Replies: 31
Views: 28240

There is an article in the magazine Active Trader - Feb 2003 called "Drawdown Management".

It looks at different methods to use the equity curve to decide when to trade and not to trade.

A good read.

red
by redbullpeter
Tue Jun 17, 2003 6:42 am
Forum: Money Management
Topic: Algorithms for trading the equity curve
Replies: 31
Views: 28240

Apologies in advance for my ignorance. What does serial correlation tell you? Is it a good or bad thing? How good is good and how bad is bad? Take all your trades and put them into a column in Excel. For my understanding, would this mean I would have two columns of just the trade prices? Thanks red
by redbullpeter
Sun May 18, 2003 1:29 pm
Forum: Futures Markets
Topic: Rolling to new contracts
Replies: 7
Views: 7585

I came across this article and thought of you guys.

Back-Adjusting Futures Contracts - http://www.traders2traders.com/papers/b ... tracts.htm

red
by redbullpeter
Fri May 16, 2003 11:15 am
Forum: Testing and Simulation
Topic: Testing systems on different time bars.
Replies: 2
Views: 2987

Yes, the number of bars were the same. Would this just be a case of curve fitting? Admitedly the time period I tested it over was only 6 months. But this brought a little thought to my mind. How does the risk/profit profile change when you scale in or out at different time bars? The ATR on daily bar...
by redbullpeter
Wed Apr 30, 2003 4:44 pm
Forum: Testing and Simulation
Topic: Testing systems on different time bars.
Replies: 2
Views: 2987

Testing systems on different time bars.

Hi, I was playing with EMA crossover on some currency pairs. On one pair the system did awful using hourly bars but on a 4 hour bar the system performed brilliantly with a win:loss ratio of 7:3! I used the same time frame but just varied the time bar from hourly to 4 hours. Is this an optical illusi...
by redbullpeter
Tue Apr 29, 2003 6:14 pm
Forum: Forex
Topic: Electronic Spot Forex Markets
Replies: 14
Views: 13947

Hi, I use two dealers FXCM (www.fxcm) and deal4free (www.deal4free.com). FXCM is a traditional FX broker and they have a mini trader account, great for starting out small. Also I am extremely impressed with their charting software which comes in a free and a subscription version for more bells and w...