Search found 203 matches

by rhc
Thu Jun 07, 2012 12:43 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 22389

Re: Strong May Results for Mechanical/Trend Following System

I am curious to get some opinions as to what others feel works best in the current environment, and if more recent data deserves more weight within the confines of interpreting back-tested results. Amin, If we look at Jez’s table of Individual system performance we see that it’s the shorter ter...
by rhc
Mon Jun 04, 2012 12:48 am
Forum: Testing and Simulation
Topic: Orders forwarded via email
Replies: 1
Views: 1269

You might find your answer by looking in Section 8 of the Blox Builder's guide. It's available for free download here; http://www.tradingblox.com/tblox/?page_id=252 There are also blox modules and detailed information on this topic in the Blox Market Place section of this forum (but unfortunately th...
by rhc
Mon May 28, 2012 10:33 pm
Forum: Market Psychology
Topic: Is Trend Trading a "Bubble"
Replies: 8
Views: 6711

******
by rhc
Mon May 28, 2012 3:56 am
Forum: Market Psychology
Topic: Is Trend Trading a "Bubble"
Replies: 8
Views: 6711

The principle of 'ever-changing cycles' has been discussed previously on this forum. Here it is again; http://www.speculative-investor.com/new/article170505.html Excerpt; “The principle of ever-changing cycles doesn't just apply to individual stocks or groups of stocks, it applies to investment an...
by rhc
Wed May 23, 2012 9:14 am
Forum: Testing and Simulation
Topic: Exercise N° 1
Replies: 10
Views: 3258

Could it be that he was just a "lucky bastard" ? It certainly is possible. Nassim Taleb (controversially) reckons; There is one world in which I believe the habit of mistaking luck for skill is most prevalent – and most conspicuous – and that is the world of markets And For instance, we often h...
by rhc
Tue May 22, 2012 11:34 pm
Forum: Testing and Simulation
Topic: Exercise N° 1
Replies: 10
Views: 3258

Have you considered that Ed may have used a Pyramiding strategy with very high heat? During the inflationary 70's we had very large upside moves with not to much 'chop' so anyone that kept adding to positions as markets moved up and then kept adding to positions as markets moved up some more would h...
by rhc
Tue Apr 24, 2012 11:31 pm
Forum: Testing and Simulation
Topic: Stop order execution
Replies: 4
Views: 1812

Chuck, That doesn’t sound right to me. If I understand you correctly your stop triggers if someone’s Bid is lower than your stop price NOT if the Current Price is lower than your stop price. If so, then what prevents me from 'running the stops' by putting in a Bid to buy at some ridiculously low...
by rhc
Thu Apr 19, 2012 10:12 pm
Forum: Testing and Simulation
Topic: Triple moving average...
Replies: 43
Views: 10119

How about for futures....etc etc ...if you did have limited captial. Mike, these links may prove helpful to those that are considering trading futures on a limited budget. http://www.tradingblox.com/forum/viewtopic.php?t=2359&highlight= http://www.tradingblox.com/forum/viewtopic.php?t=8842&highligh...
by rhc
Mon Apr 16, 2012 7:30 pm
Forum: Testing and Simulation
Topic: Difference in data
Replies: 4
Views: 2176

by rhc
Mon Apr 02, 2012 9:19 am
Forum: Trader Psychology
Topic: Question to those of you who are full time system traders
Replies: 10
Views: 6605

Re: Question to those of you who are full time system trader

. . . . little guy like me is destined to have a rough ride too. Part of the System traders edge is his/her ability to take the pain that others are not willing to take. Somehow you will need to learn to embrace the pain, the doubts, the punishment and the "rough ride" that comes with this style of...
by rhc
Thu Mar 22, 2012 6:55 am
Forum: Futures Markets
Topic: Asian Markets - Brokerage P&Ls, Anyone?
Replies: 3
Views: 2328

Further to the above: I remember once making a mistake with an Orange Juice order. My daily data for the close quoted Orange juice at (say) 165.50 I placed an order to buy at 165.50 thinking that the BPV was $150 for the IB platform. If that was correct it should have resulted in a contract value of...
by rhc
Thu Mar 22, 2012 6:37 am
Forum: Futures Markets
Topic: Asian Markets - Brokerage P&Ls, Anyone?
Replies: 3
Views: 2328

Customers of Interactive Brokers enter buy & sell orders via the online platform known as the ‘Traders Workstation’
You type in your order then if you think all is ok you click on “Transmitâ€
by rhc
Fri Mar 16, 2012 8:50 pm
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 9907

Are most of us using sufficient data for testing? I'm starting to doubt it. and then further down If you don't have enough data for back testing, why not create it? Another alternative to creating new data/overcoming the problem of limited data is to use the very handy ‘Random portfolio Blox’ (...
by rhc
Fri Mar 16, 2012 12:06 am
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 9907

I greatly enjoyed The Zurich Axioms by Max Gunther. Here's a laugh. The outspoken, Mr. Victor Neiderhoffer reckons; The Zurich Axioms by Max Gunther is one of the worst books ever written . . . . . . A totally worthless book http://www.dailyspeculations.com/wordpress/?p=428 He didn't even say "one ...
by rhc
Sat Mar 10, 2012 10:21 am
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 9907

Further to user 'babelproofreader's' comments above, Tuschar Chande in his book "Beyond Technical analysis" discusses the creation of synthetic data (see image below) There is also a decent discussion (from the olden days) on this topic right here on this forum . . . for those that are interested. h...
by rhc
Thu Mar 01, 2012 9:13 pm
Forum: Stocks
Topic: GICS Global Sector Database Availability?
Replies: 3
Views: 4160

This may not be of much help to you, but this website gives you 2 out of the 3 items that you require (i.e. the listing of Global stocks[*] and the listing of the symbols). All downloadable. Unfortunately no GICS data here, so might be useless to you. Anyway, worth a try. http://www.eoddata.com/symb...
by rhc
Fri Feb 24, 2012 9:55 pm
Forum: Testing and Simulation
Topic: How to start trading with only $10,000?
Replies: 25
Views: 9517

Well, I wasn't talking about this kind of luck. This isn't actual "luck" imo I suppose you can define ANY word to mean whatever YOU want it to mean. (as can I) President Clinton, at his impeachment trial famously defined the word ‘is’ to suit what he wanted it to mean From wiki; Clinton said, "...
by rhc
Fri Feb 24, 2012 8:05 am
Forum: Testing and Simulation
Topic: How to start trading with only $10,000?
Replies: 25
Views: 9517

However, I'm still confused. He is saying that he started trading futures with $600 Yes he did start with $600 but you need to read this in the context of the post. From his post we find that he started in the early 70’s and at that time sufficient capital to trend trade futures was deemed to be ...
by rhc
Fri Feb 24, 2012 8:04 am
Forum: Testing and Simulation
Topic: How to start trading with only $10,000?
Replies: 25
Views: 9517

Once again;
someone is providing a valuable service by continuing to validate the old saying, “A fool & his money are easily parted"
viewtopic.php?t=9350