Search found 94 matches

by Sir G
Sun Jul 13, 2003 12:21 pm
Forum: Trader Psychology
Topic: Why mechanical?
Replies: 11
Views: 7833

If your mechanical trading system is performing well (making you money), is there a feeling that there is not as much stimulation or creativity in trading that way - than actually making the money by signals you see and not the system? If so, does this cause you to find another way to make money in...
by Sir G
Sat Jul 05, 2003 2:03 pm
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 32083

Hi Karakoram- I'm glad you are starting your journey with a good foundation. When you find yourself perplexed, look at http://www.vbcity.com and its forum, http://www.vbcity.com/forums/ From soup to nuts they have it covered and some of the folks over there are very knowledgeable and very generous. ...
by Sir G
Sun Jun 29, 2003 10:59 pm
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 32083

Hi Karakoram- Throwing in my two cents worth…. I’ve programmed in VB for about 7 years or so now. I’m retooling my platform to take advantage of the powers of .net. I haven’t come across any limitations. Again, I’m not a real programmer so I have no real opinion of the pros & cons that wou...
by Sir G
Mon Jun 23, 2003 10:19 am
Forum: Trader Psychology
Topic: Dos and Donts of Drawdowns
Replies: 23
Views: 22784

William- I think you just received some very sound advice. I would add the perspective that you tend to view your trading in, will make the task of trading easier or harder to bare and that tends to be a good indication of your trading being a profitable or losing venture. Think of the mindset of a ...
by Sir G
Fri May 30, 2003 2:06 pm
Forum: Testing and Simulation
Topic: Psychologically Robust Systems
Replies: 12
Views: 10131

Great topic, c.f.- This is the kind of stuff I love. I’m coming from the short-term world so I’ll add in my 2 cents from that location. I agree with you 100% except for the purpose of those thoughts. I think those thoughts are perceptual filters that we use to give us confidence in what we do. I...
by Sir G
Sun May 25, 2003 2:04 pm
Forum: Testing and Simulation
Topic: Improve Risk:Reward by using different time frames?
Replies: 20
Views: 24549

In the world of 3 minute bars how many points would an entry have to lose before your friend is convinced the initial move requires an immediate exit? It is dynamic so it's based upon the market action. Initial Risks are based upon the market action in the 3 min world, so it isn’t much. This conc...
by Sir G
Tue May 06, 2003 11:32 pm
Forum: Money Management
Topic: %Risk vs %Vol or Both
Replies: 4
Views: 4292

%Risk vs %Vol or Both

What are the benefits to position sizing with %Risk & %Vol? Is one better for LT systems and one better for ST systems? In general is one better then the other, or should they be combined?

Gordon
by Sir G
Fri May 02, 2003 4:35 pm
Forum: Custom C++ or Java Platforms
Topic: WHY C++ ...
Replies: 17
Views: 20168

c.f.-

Can you give us some sort an idea of the speed difference between VB.net & C++?

Gordon
by Sir G
Fri May 02, 2003 11:28 am
Forum: Custom C++ or Java Platforms
Topic: offshore development.
Replies: 2
Views: 5351

Hi TraderCoach-

I have read about the code-havens, do you have a link or two that you can share?

Thank you. Gordon
by Sir G
Fri May 02, 2003 10:40 am
Forum: Trader Psychology
Topic: I Hate Myself
Replies: 19
Views: 19134

Hi Chuckm_ca for some uncanny reason I always managed to take the losing trades. That is an interesting point. How is it that ones mind can be so focused that it can select the losing trades? Does that mean that our mind's eye can also see the profitable trades coming? At the end of each day, ask yo...
by Sir G
Fri May 02, 2003 12:02 am
Forum: Testing and Simulation
Topic: Software to analyse a set of trades ...
Replies: 1
Views: 2398

Hi Robert- does anyone know a software package, which takes a file with trade information (e.g. bought 2000 shares at XYZ @ 13.98 ... sold 2000 shares of XYZ @ 21.7 and generates all the wonderful statistics? You might want to take a look at http://www.rinasystems.com/RC4MultiTier.asp If you get inv...
by Sir G
Thu May 01, 2003 10:50 pm
Forum: Testing and Simulation
Topic: Risk Adjusted Returns
Replies: 7
Views: 13030

Risk Adjusted Returns

Here are two links that begin to tell the story of Risk adjusted returns.

c.f.'s g.c. Ratio Paper
docs/g.c.Ratio.pdf

MAR Discussion
viewtopic.php?t=36

Let's run with this very important topic.

Gordon
by Sir G
Thu May 01, 2003 8:18 pm
Forum: Testing and Simulation
Topic: By What Measure? - How do You Know if a System is Good?
Replies: 83
Views: 75089

g.c. Ratio

c.f.-

Thanks for sharing your work on the g.c. Ratio. I also had thought that there must be a better way to compare apples to apples.

It was very good food for thought.

Gordon
by Sir G
Thu May 01, 2003 1:37 pm
Forum: Trader Psychology
Topic: I Hate Myself
Replies: 19
Views: 19134

Hi Toby- I hate myself bcos I just can't exactly followed my plan I back-tested my method, theoretically it make money but when to the real trading...my got damn f**king results!!! Doesn't know why I sometimes will take the opposite signals....Got mad about myself!!! Do you know that sometimes in li...
by Sir G
Wed Apr 30, 2003 10:55 am
Forum: Testing and Simulation
Topic: Steps in evaluating/testing a system
Replies: 13
Views: 7725

Hi eck- What does "neighboring" mean in this sense? Let’s imagine the Turtle Rules Entry1, which historically was set at a 20 day breakout. Let’s say you test it as a variable of 10 to 30 incrementing 1. You will have 21 tests 10,11,12 and so on up to 30. You want to see the neighbors and the neighb...
by Sir G
Wed Apr 30, 2003 10:47 am
Forum: Testing and Simulation
Topic: Steps in evaluating/testing a system
Replies: 13
Views: 7725

Hi BBC- I am rather sceptical on this point. While a good exit may be a fine entry, as evidenced by various stop and reverse systems, there is no compelling reason for it to be so. You may exit a long position not just because you think the price will collapse, but because the trend is no longer the...
by Sir G
Tue Apr 29, 2003 10:03 pm
Forum: Testing and Simulation
Topic: Steps in evaluating/testing a system
Replies: 13
Views: 7725

Hi Jimmy- I’ll take a stab at it also… isn’t it great to engage with c.f. & read his posts? This is almost like having season tickets to the Chicago Bulls when MJ played, or watching Karl Malone & John Stockon play together. We are privileged. How do I avoid over-optimizing and/or curve fitting a sy...
by Sir G
Tue Apr 29, 2003 1:59 pm
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 52152

Hi forex_kid A) Test your system with 2% risk per market 6% portfolio B) Trade three markets, pencils, erasers, and scissors C) Get three new buy signals and open a 2% position in each I never heard those rules before. The rules that I like are there are no rights and wrongs just varying degrees of ...
by Sir G
Tue Apr 29, 2003 12:22 pm
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 52152

BondTrader certainly taps into the point of self discovery, but let me offer a few things. Kiwi: Risk & opportunity live in the same world and we need to look at them both together as they impact each other. It’s like with position sizing, sometimes you will see the DD increase, let’s say by 15% but...
by Sir G
Tue Apr 29, 2003 12:34 am
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 52152

A few of the things that I have never understood about correlation as applied to portfolio selection are: On any given day the markets can only go up, go down or stay flat. A trading system needs to go long, go short or stay flat. Money is made when your longs go up and your shorts do down. Hence, w...