Search found 408 matches

by LeviF
Fri Feb 03, 2012 8:51 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 33526

[quote="DPH"]
1. I’ve tried Facebook marketing for my own business and it’s been pathetic IE: No new customer generation (despite using it “enormous granularityâ€
by LeviF
Thu Feb 02, 2012 10:51 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 33526

MarkS wrote:A common psychological mistake people make is to think that since X doesn't appeal or apply to them, it must not have much merit.
Image
by LeviF
Thu Feb 02, 2012 11:12 am
Forum: Brokers
Topic: Forex brokers
Replies: 5
Views: 3149

Oanda is good for retail users, the other two have better platforms for managers.
by LeviF
Thu Feb 02, 2012 10:51 am
Forum: Brokers
Topic: Forex brokers
Replies: 5
Views: 3149

I use and am happy with Oanda. May move to Interactive Brokers though at some point. Have also looked into CitiFx, they seemed ok too.
by LeviF
Thu Feb 02, 2012 10:30 am
Forum: Brokers
Topic: Forex brokers
Replies: 5
Views: 3149

I've never heard of any reputable outfit doing that, who are you using?
by LeviF
Wed Feb 01, 2012 11:45 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 7556

Doesnt sound right, but keep us posted on what you learn.

After I read your message, I was playing around on the IB interface, I put in a pending order for MATIF corn with no flags/warnings but I didnt send it off for execution...
by LeviF
Mon Jan 30, 2012 1:41 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21168

I have no idea know how the option traders, cattle traders, S&P traders, stock pickers, short term, counter trend, and arb guys did over that time period. LTTF is the only method I believe has a chance over the long run. Influenced by hindsight? Probably, but what is the alternative?
by LeviF
Mon Jan 30, 2012 10:20 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 21168

Here is an exercise I have for you. I will send you all the historical data of all the CTAs including those who blew out and are no longer in today’s survivorship bias results. I will remove their names so you have no way to peak into the future to know how they would have performed. THEN tell me...
by LeviF
Tue Jan 24, 2012 8:20 pm
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 5950

A philosophically similar conundrum is: A fund manager receives new investment dollars, two weeks after a trade has been entered. What should she do? (A) Immediately add to the position, using the same (#contracts_or_#shares per dollar of AUM) that she used two weeks ago at trade entry (B) Do nothi...
by LeviF
Tue Jan 24, 2012 8:19 am
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 5950

If you have optimized your entry point then getting in at a different price will likely degrade your system. If you get in at a more expensive price you missed some profit, if you get in at a cheaper price you are more likely to get stopped out.
by LeviF
Mon Jan 23, 2012 9:56 pm
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 5950

This can be tested, but I doubt you will be impressed with the performance for the reason you state:

"Every losing [and winning] trade will always retrace back to its stop eventually"

When the risk to stop is only a couple ticks, any size account can trade.
by LeviF
Thu Jan 05, 2012 8:59 am
Forum: Forex
Topic: Majors vs. Crosses vs. Exotics Portfolio Selection
Replies: 3
Views: 3782

Yes, I pretty much include everything in my portfolio I have access to. Although you name DKK which is pegged and I dont trade anything pegged (except I did leave CHF in there for now). I also trade all the exotics I have access to, but I do limit the crosses of exotics (ie I trade USDTRY & EURTRY, ...
by LeviF
Mon Dec 19, 2011 9:09 am
Forum: Money Management
Topic: CTA Research Results
Replies: 4
Views: 3838

What does CAGR vs. margin/equity look like?
by LeviF
Fri Dec 09, 2011 10:19 am
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 9558

I'd be interested to see what you have.
freeman wrote:(enters all positions to synch with TB) is this for portfolio update only?
I use it if I bring a new client on, or adjust leverage, or bring a new system online, etc.
by LeviF
Thu Dec 08, 2011 8:53 am
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 9558

I wrote a script that downloads the daily OHLC data for the instruments in my portfolio, a script that processes entry/exit orders spit out from TB, and a script that enters all positions to synch with TB.
by LeviF
Thu Dec 01, 2011 1:37 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 8559

Interest is off.

Someone with a better math brain than I please comment on my process.
by LeviF
Thu Dec 01, 2011 1:17 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 8559

The intent was to remove the USD from the equation. But i'm pretty sure that is not happening with this example.
by LeviF
Thu Dec 01, 2011 1:09 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 8559

Re: fiat currency, gold standard, etc. Can't this effect be studied by having an XAU/USD forex file and setting the Blox base currency to XAU? Here is a basic LTTF system run over the Blox standard US futures. First chart is USD base currency. Second chart is XAU base currency. I didnt think they w...
by LeviF
Thu Dec 01, 2011 12:38 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 8559

Re: fiat currency, gold standard, etc.

Can't this effect be studied by having an XAU/USD forex file and setting the Blox base currency to XAU?
by LeviF
Fri Nov 04, 2011 1:32 pm
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 11145

BuyHigh SellLow wrote:"If you don't do TF, what then? Ignore trends? Sell new highs and buy new lows? You have no choice."
My thoughts exactly.