Search found 83 matches

by 7432
Thu Nov 20, 2008 2:41 pm
Forum: Testing and Simulation
Topic: portfolio cherry picking
Replies: 8
Views: 4044

golf, skiing and the gun show this weekend.
utah is the place to be.
by 7432
Wed Nov 19, 2008 6:48 pm
Forum: Testing and Simulation
Topic: portfolio cherry picking
Replies: 8
Views: 4044

thank you gentlemen.
helpful and thoughtful responses as usual.
by 7432
Wed Nov 19, 2008 1:37 pm
Forum: Testing and Simulation
Topic: portfolio cherry picking
Replies: 8
Views: 4044

portfolio cherry picking

is portfolio cherry picking curve fitting? I've always tried to trade as many markets as IB gives me access, but recently I've considered tossing a few that I've used for years. one example is Gilts which loses money in both my systems and both my time frames and doesn't seem to smooth out the equit...
by 7432
Sun Oct 05, 2008 11:14 pm
Forum: Money Management
Topic: Position Size, Volatility, and Trend
Replies: 4
Views: 4259

not about volatility, but a topic on splitting systems into long and short.

viewtopic.php?t=1668
by 7432
Tue Sep 23, 2008 12:41 pm
Forum: Data Providers and other non testing software
Topic: CSI problem on 20 Sept 2008 in CME Euro futures
Replies: 16
Views: 7527

just in case anybody's data hasn't been fixed yet- highlight CU, click edit file in portfolio, unclick generate forward. this should give just the december contract(since the sep roll), with the last 5-7 days of data missing. click the database menu, then refresh price history for just CU-#524. this...
by 7432
Sat Sep 20, 2008 5:33 pm
Forum: Data Providers and other non testing software
Topic: CSI problem on 20 Sept 2008 in CME Euro futures
Replies: 16
Views: 7527

same thing happened in the new zealand dollar on the 15th but it only shifted back to the 12th.
I sent an email to let them know it was wrong but I don't expect a response or for them to fix it.
maybe now that it has happened twice and in a more traded market tehy will look into it.
by 7432
Fri Sep 19, 2008 2:46 pm
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15153

pretty tough to file the news when the government is taking the first steps toward nationalizing the financial sector.
seems the same as chavez nationalizing the oil industry.
ahh, the road to serfdom is a smooth ride.
by 7432
Mon Aug 25, 2008 10:40 am
Forum: Data Providers and other non testing software
Topic: Database of fundamental stock data
Replies: 4
Views: 3148

both S&P and Value Line have all the data going back decades. but make sure you pick one and stick with them, they define book value differently and p/e ratios, yields and price can be different depending on how they handle one time payments, splits and one time charges. both have available screenin...
by 7432
Wed Aug 20, 2008 2:48 pm
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10939

the fast track to floor trading would be to find a local that is looking to back someone, they would teach you how to trade their way and then back you trading. I've been told that is happening less and less with the risk levels people have to take in order to make money. the local NY clearing house...
by 7432
Tue Aug 19, 2008 12:01 pm
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10939

I've never heard of anyone being paid to provide liquidity in futures and futures options, but some exchanges did give exchange fee kick backs to promote volume in the early '90's. trading futures options, even the illiquid markets, is profitable enough that there is always someone willing to step i...
by 7432
Mon Aug 18, 2008 1:20 pm
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10939

second group, I started trading in the s&p futures pit in november of '85. it was a great program. they had meetings twice a week in which experienced traders talked about their trades for our benefit and then mock tradings sessions almost every day. I saw similar things going on during 1999. the fl...
by 7432
Mon Aug 18, 2008 10:53 am
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10939

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 NYMEX...
by 7432
Fri Aug 15, 2008 4:41 pm
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10939

82-84 redrock?
are you old enough to remember Norm Singer and Marvin Wenger?
by 7432
Mon Jun 23, 2008 12:31 pm
Forum: Testing and Simulation
Topic: The short side and trend following
Replies: 41
Views: 20621

along with the above comments about adjusting the short side of trading, I would add breaking out groups or sectors and testing long/short/trade all. as great as long only trading in ags, energies and metals has been, I wouldn't want to miss out on the short side of european bonds lately. if jim rog...
by 7432
Thu May 29, 2008 10:04 am
Forum: Testing and Simulation
Topic: Question for those who trade what they test...
Replies: 4
Views: 3349

I can't remember where, but I have read comments about returns being 50% of test results, DD bigger, but not 100% bigger. I assume its because they were testing in a closed environment, like little or no slippage, no taxes or expenses taken out, no adjustment for volume, continous trading, that kind...
by 7432
Mon May 26, 2008 5:07 pm
Forum: Trend Indicators and Signals
Topic: Pattern Recognition/Computer Artificial Intelligence
Replies: 6
Views: 6967

or maybe these guys already have your pattern, or something close, in their system.

http://www.autochartist.com/index.htm
by 7432
Thu May 15, 2008 7:36 pm
Forum: Futures Markets
Topic: WARNING: Senate Democrats look to end U.S. trading
Replies: 6
Views: 4468

my note to levin let him know that based on his brilliant informed opinion of the commodity markets I have shorted nymex crude and ipe brent crude and I expect a quick $35 profit. I also shorted ICE stock and expect to make a killing. and that I would send him the appropriate kickbacks when the mone...
by 7432
Thu May 15, 2008 10:08 am
Forum: Testing and Simulation
Topic: Form papertrading to trading, is the risk OK?
Replies: 3
Views: 2498

consider also the length of the drawdown you think you can handle. at your .6% risk level a quick one month hit of 27% might not be too hard to handle. but what about a 27% drawdown that lasts 7 months? just day after day, week after week of losing trades. very tough to deal with. make sure your sim...
by 7432
Wed May 14, 2008 5:23 pm
Forum: Futures Markets
Topic: WARNING: Senate Democrats look to end U.S. trading
Replies: 6
Views: 4468

Levin is just being paid off by the CME Group to send a shot across the bow of ICE.
Join the CME Group or lose US hedge fund business.
you have to read the last line in the voice of darth vader.
by 7432
Thu Apr 24, 2008 9:04 am
Forum: Futures Markets
Topic: Nice trend in Rice
Replies: 14
Views: 8225

sounds nice to be getting out at these levels. I haven't been able to find a profit target type exit that tests to my satisfaction so I've had to suck it up and assume I'll be giving back a large chunk before my stop price comes close. and of course then I will be trying to find a bid, haha. even af...