Search found 28 matches

by Jwebster
Mon Dec 01, 2003 12:49 pm
Forum: Trend Indicators and Signals
Topic: MESA & related
Replies: 25
Views: 28966

MESA & related

Anyone here messed around with the adaptive moving average and phase generated sine wave indicators described by John Elhers? I trying to compute the phase angle but when I plot the output the phase chart appears to be back-to-front (ie cycle slope is down and to the right, rather than up and to the...
by Jwebster
Tue Nov 11, 2003 8:50 am
Forum: Testing and Simulation
Topic: Win/loss ratios
Replies: 3
Views: 3441

Thanks for the input!
by Jwebster
Tue Nov 11, 2003 4:45 am
Forum: Testing and Simulation
Topic: Win/loss ratios
Replies: 3
Views: 3441

Win/loss ratios

Anyone got an opinion on what kind of win/loss ratio you should be aiming for as a measure of a 'good' system. ie. should wins outweigh (in terms of $) losses by 2 to 1, 3 to 1, etc. Does anyone have a standard threshold below which you junk your current settings and try again?
by Jwebster
Wed Oct 22, 2003 9:19 am
Forum: Testing and Simulation
Topic: Minimum number of markets traded
Replies: 3
Views: 3654

Minimum number of markets traded

Does anyone have a view on the minimum number of markets a system should be able to trade profitably before you can call it a valid system? One I am playing around with returns great results on a portfolio comprised of swiss franc, yen, Nikkei225 index and 10 yr note. If I add other markets such as ...
by Jwebster
Tue Oct 14, 2003 8:11 am
Forum: Trader Psychology
Topic: Technical analysts exhibit no skill in predicting.....
Replies: 7
Views: 6687

FT article

I agree with Kiwi. The article is potentially useful for showing you there are a lot of windbags out there, but to my mind systems traders shouldn't be concerned about predicting the future accurately, only how they will react to what the market throws at them. The article didn't focus on that aspec...
by Jwebster
Fri Sep 05, 2003 4:36 am
Forum: Futures Markets
Topic: Finding CTA data
Replies: 1
Views: 3206

Finding CTA data

Does anyone know where you can find data on CTA's that let's you know what they trade? Specifically I'm trying to find a specialist in timber (if such a thing exists).
by Jwebster
Tue Aug 19, 2003 10:09 am
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 24618

Bloomberg data

Anyone had any problems using historical data from Bloomberg on indices and commodities/financials?? is this generally viewed as a good source??
by Jwebster
Mon Aug 04, 2003 8:38 am
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 44234

Profile

I find it very interesting that we have such a high % of INTJ's (of which I am apparently one). Reading the profile description of INTJ this would seem to suggest that INTJ's would be attracted to the mechanical approach to trading and trading in itself (as a way to pit your wits/research skills aga...