Search found 356 matches

by BARLI
Mon Sep 29, 2008 2:58 pm
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15108

getting closer to 87 scenario... -8% so far
by BARLI
Sun Sep 28, 2008 5:15 pm
Forum: Testing and Simulation
Topic: Would it make sence?
Replies: 4
Views: 2273

thanks RedRock..I am back to testing and numbers make some sence to me...gotta do some more A,B, C time windows back testing too as you suggested in order to prevent some certain period curve fitting. My system is 2 days hold on average, ran it on 20 years of EOD, but still wanna have it as robust a...
by BARLI
Sun Sep 28, 2008 2:04 am
Forum: Testing and Simulation
Topic: Would it make sence?
Replies: 4
Views: 2273

thanks so much sluggo.. yeah its tested on 25 futures markets.. you're right it'd be just as you said the decision wether I trade this commodity long, short or long/short. I'd have to add then to the code for each commodity what side it should trade and then see the results and then change the time ...
by BARLI
Sat Sep 27, 2008 3:25 pm
Forum: Testing and Simulation
Topic: Would it make sence?
Replies: 4
Views: 2273

Would it make sence?

To trade those instruments only from the side that had better performance during the backtest? For example: I backtest simple trend following system and on Eurodollar it made 200k on long side and only 30 k on short side since 1984 until today. On Cotton same system made money on short side 50k and ...
by BARLI
Tue Sep 23, 2008 9:22 am
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15108

the news didn't really help the markets yesterday when they tumbled 4%..I am still bearish..here in Israel real estate index went up on the bailout news 32% during the day, its total MADNESS! Madness should be shorted..I am sceptical that the senate will aprove the offer of 700 billion bail out, Bus...
by BARLI
Fri Sep 19, 2008 4:43 am
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15108

short selling is banned in UK

regulators do what they want to do and we just have to adjust...gosh, Royal Bank fo Scotland is up 40%, UBS about same percentage. Looks like no one will have a chance to short sell anymore. thats not fun!
by BARLI
Thu Sep 18, 2008 7:29 am
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15108

too much bad news no 87 scenario yet

Lehman 159 year old bank went bankrupt, S&P500 went down only 4 %.. Lehman's debt is around 639 billions.. When LTCM went bankrupt S&P 500 went down 8% in one day(August 31 1998)....it seems like too much noise but no brutal action..Of course SEC came out with no naked shorts anymore but it doesn't ...
by BARLI
Wed Aug 20, 2008 5:04 pm
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10905

my older brother just recently moved to SLC ...I loved entire state of Utah, even Fillmore! Gorgeous views on the valley where the new Draper temple is built... So I should check out SIG.. I've already checked NYMEX guys, MBF corp, you've heard of them? They clear every 4-th Crude Oil contract, but ...
by BARLI
Tue Aug 19, 2008 3:30 pm
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10905

I was in NYMEX in April and then in Utah too on my US trip(I was living in Sandy on the boarder with Draper)... the only pit that was crowded and even had one female was Natural Gas options pit..Crude Oil was dead with like 3 guys trading there. So do you mean that making market for softs on electro...
by BARLI
Tue Aug 19, 2008 3:27 am
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10905

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 NYME...
by BARLI
Mon Aug 18, 2008 6:00 am
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10905

watch the volumes of these contracts even more closely than in the past, so less chance of a surprise... Anyone notice the down spike on Globex Hogs the other day? Pit didn't 'go there'... We do live in interesting times... RR, do you mean that the volumes will go up? I've noticed some time ago tha...
by BARLI
Wed Jul 16, 2008 5:24 am
Forum: Futures Markets
Topic: Mexican Peso - Huge Move
Replies: 9
Views: 5149

guys, you should look at what happened in MP U2008 Globex Pit session from different angle...First of all, these kind of moves happen on a low volume, as you've previously noticed Paul(liquidity dried up). It happens all the time in a crappy stocks that no one trades(they fall 10% and then rise 10% ...
by BARLI
Thu Jun 19, 2008 8:21 pm
Forum: Market Psychology
Topic: Will you survive?
Replies: 17
Views: 17311

I didn't say I give up trading it short term...Here is a system that starts with 300k $ in 5/1/1984 until 8/1/2005 on all american liquid futures

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by BARLI
Thu Jun 19, 2008 4:26 am
Forum: Stocks
Topic: Vietnam bust
Replies: 1
Views: 4042

looks like it's bottoming, but accumulation hasn't started yet
by BARLI
Thu Jun 19, 2008 4:23 am
Forum: Trend Indicators and Signals
Topic: Volume on NO Price Movment
Replies: 13
Views: 12017

usually these kinda transactions appear during the end of the down move or up move, so I'd say they do have predictive qualities. Stocks trading is the dirtiest thing I've ever seen. Whether the "high" volume is from fragmented participants or blocks of staggering size the implication is a portion o...
by BARLI
Thu Jun 19, 2008 4:19 am
Forum: Trend Indicators and Signals
Topic: Volume on NO Price Movment
Replies: 13
Views: 12017

I do know for sure that it was pre-arranged trade. I see it every day in israeli stock market. Funds can buy/sell millions of shares on the base price and of course it won't affect the close . Simple as that It was a "cross" transaction or a pre-arranged trade. do you know for sure that it is one of...
by BARLI
Thu Jun 19, 2008 4:14 am
Forum: Market Psychology
Topic: Will you survive?
Replies: 17
Views: 17311

LeapFrog, I have similar system that hold on average 2.1 days(I didn't see in your backtest the holding period), the problem with this thing is that you cannot know the exact result because you don't know the fills. My systems trades market on the open and exits also on the market at the open. There...
by BARLI
Sun May 25, 2008 2:04 pm
Forum: Trend Indicators and Signals
Topic: Pullbacks and LTTF methods
Replies: 11
Views: 9935

I agree that everything in comsos is binnary("+" and "-"; love and hate etc) but I disagree that there's always two trends in the action, there' are buy and sell but just like in particles, the chrage of the other one is greater and "dominates" the second one choosing the trajectory One idea that ma...
by BARLI
Sun May 25, 2008 1:02 am
Forum: Trend Indicators and Signals
Topic: Pullbacks and LTTF methods
Replies: 11
Views: 9935

ladadriver, I agree that stock index futures is the best to trade on pullbacks.. have you done any research concerning markets moving in waves?
by BARLI
Fri May 23, 2008 9:28 am
Forum: Trader Psychology
Topic: Trusting your system
Replies: 24
Views: 23153

yeah sluggo, could give us some insight if you have one? Winton seems to have a very smooth performance
levijean wrote:Any ideas as to what the latter three are doing differently?