Search found 367 matches
- Fri Oct 13, 2006 4:33 pm
- Forum: Custom C++ or Java Platforms
- Topic: So It's Been A Few Months And . .
- Replies: 3
- Views: 8137
- Wed Oct 11, 2006 6:07 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 45966
- Tue Oct 10, 2006 10:34 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 45966
There was a posting on Elite Trader recently when someone asked about the worst single day of trading. I did a bit of research to determine the exact prices for my worst day. The worst day I had trading was a huge price shock I experienced just after the crash of 1987. Eurodollars closed on black Mo...
- Tue Oct 10, 2006 7:06 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 45966
I may be a bit sensitive, but I’m fairly certain there was a bit of passive aggressive criticism lodged that would not have occurred had I presented all these results in a Trading Blox format (or on a Mechanica forum). Anyway, I wish great trading success to you all! I was admittedly fairly stron...
- Tue Oct 10, 2006 9:40 am
- Forum: Stocks
- Topic: Distributions of stocks
- Replies: 6
- Views: 13828
- Sat Oct 07, 2006 8:18 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 45966
First, I want to thank Griffy for asking a question that really gets at the heart of the difficulty in developing, evaluating, and trading mechanical systems. Indeed, it is a very hard question to answer completely in anything less than a 100 or so pages of text. Fortunately, while a complete answer...
- Fri Oct 06, 2006 7:28 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 45966
- Sun Oct 01, 2006 4:38 pm
- Forum: Testing and Simulation
- Topic: How Has Your Thinking about Trading Changed?
- Replies: 9
- Views: 8205
How Has Your Thinking about Trading Changed?
I've been thinking about trading quite a bit lately as I put my thoughts down on paper and it occured to me that my thinking about trading has evolved quite a bit over the years, even over the last several years. The forum has helped me distill my my thoughts because sometimes in order to attempt to...
- Fri Sep 29, 2006 7:55 am
- Forum: Futures Markets
- Topic: Coffee table discussion -what contracts is everyone holding?
- Replies: 44
- Views: 40857
I agree with damian's interpretation. I don't see any valid reason why anyone who had previous occasion to short LB would have gotten out in the last month. At the beginning or the end of August, perhaps, but not during the last month. It's about as weak a close to the month as one could expect. Now...
- Thu Sep 28, 2006 9:20 am
- Forum: Money Management
- Topic: Initial stops and -R
- Replies: 1
- Views: 4163
There are many ideas which can be good ones that are not part of what we did 20 years ago. If you read in the recent weeks posts you will also get some hints as to changes that improve recent period results for the Turtle system. I strongly suggest testing and exploring other methods which are easie...
- Fri Sep 22, 2006 1:23 am
- Forum: Futures Markets
- Topic: VENTING - Copper
- Replies: 8
- Views: 6416
- Thu Sep 21, 2006 1:56 pm
- Forum: Futures Markets
- Topic: VENTING - Copper
- Replies: 8
- Views: 6416
- Wed Sep 20, 2006 1:55 pm
- Forum: Market Psychology
- Topic: Who'll move it first?
- Replies: 1
- Views: 7990
- Mon Sep 18, 2006 1:45 pm
- Forum: Testing Software
- Topic: Can Blox do multi strat portfolios?
- Replies: 2
- Views: 5285
Yes, you can do this. This was part of the design for the simulation engine when the fist version of the product was first created over five years ago so it is quite natural and easy to do. You can specify a portfolio for each strategy and you can test multiple strategies at the same time, you can a...
- Sat Jul 29, 2006 1:52 pm
- Forum: Trend Indicators and Signals
- Topic: Overlay macroeconomics and news
- Replies: 4
- Views: 6945
- Thu Jul 27, 2006 4:03 pm
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 47041
It is my opinion that to make standout return:risk you must be prepared to have a rough ride, and take paths that others would rather steer clear of(e.g. in your optimising do not go out of your way to prioritize smoothness). This is probably the first time I've seen anyone state this very importan...
- Fri Jul 21, 2006 7:22 pm
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 47041
- Fri Jul 21, 2006 9:21 am
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 47041
- Thu Jul 20, 2006 11:15 pm
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 47041
- Thu Jul 20, 2006 7:44 pm
- Forum: Testing and Simulation
- Topic: Portfolio Optimization
- Replies: 50
- Views: 47041
If one tested with enough data and used the same numbers across markets I think this can make sense. I find that the character of short moves and long moves is definitely different. There are good human psychology reasons for this. You don't get the equivalent of a bubble blowoff in a move down. Mov...