Search found 752 matches
- Mon Nov 15, 2004 5:40 pm
- Forum: Testing Software
- Topic: VeriTrader 2.0 or Trading Recipes or OTHER???
- Replies: 4
- Views: 7554
You can not optimise in TR: you can not ask the programme to try every std dev between 0 and 2 and let it run or every bet size between .1 and 2% by way of example. So, no: no parameter stepping feature and last time I asked the question, no stepping feature was to be included in Win TR either. That...
- Sat Nov 13, 2004 11:14 am
- Forum: Testing Software
- Topic: VeriTrader 2.0 or Trading Recipes or OTHER???
- Replies: 4
- Views: 7554
TR is supposed to have a windows version coming out soon - there will be a professional version for some horrendous sum like $25/- and a retail version for presumably more like $2/- DOS TR really is a slog; it is horrendously slow and the outputs and reports don't begin to match Veritrader. Let me p...
- Wed Sep 15, 2004 7:37 am
- Forum: Trend Indicators and Signals
- Topic: Which futures markets trend the most?
- Replies: 18
- Views: 33462
SysTrader I am afraid the TR list is only available to those who own the Trading Recipes testing software. Mark Johnson and others tested big portfolios, including some notoriously trendless markets, on very long term trend following systems and were pleasantly surprised by the results. One could ju...
- Tue Sep 14, 2004 10:57 am
- Forum: Trend Indicators and Signals
- Topic: Which futures markets trend the most?
- Replies: 18
- Views: 33462
Which Futures Markets Trend Most
A related subject hinted at above is that many of even the "worst" markets can be made profitable by trading a much longer term trend following system. There was discussion on the TR List a few weeks ago and some interesting posts made by Mark Johnson and others who tried out a simple two ...
- Fri Sep 10, 2004 1:42 pm
- Forum: Trend Indicators and Signals
- Topic: How Did Richard Dennis Originally Trade?
- Replies: 8
- Views: 14545
Scalping
Oops - sorry MikeL I should have added that the relevance of my comments on scalping is that Curts' reference above refers to Mr Dennis' early days as a scalper and floor trader.
- Fri Sep 10, 2004 1:40 pm
- Forum: Trend Indicators and Signals
- Topic: How Did Richard Dennis Originally Trade?
- Replies: 8
- Views: 14545
Scalping
"Scalping" is an interesting topic. The basic idea is to trade as a "local" on the floor or to use the screen since the very low transaction costs involved mean you can trade for a couple of ticks profit. And you try as often as you can to capture the bid offer spread. What is le...
- Fri Aug 20, 2004 2:00 pm
- Forum: Trader Psychology
- Topic: Meditation
- Replies: 32
- Views: 40521
Meditation
I have practised simple meditation and self hypnosis for some years now. In combination with rigorous daily exercise, no alcohol or cigarettes and a healthy diet, I certainly feel a lot better than I did 10 years ago before I started. Immeasurably better. But for me, all these elements have to be co...
- Mon Aug 16, 2004 12:54 pm
- Forum: Testing and Simulation
- Topic: Ideal Timing for Large Lump Sum Investment
- Replies: 8
- Views: 7963
Similar experience to Rocky and Damian - started trading through an excellent robobroker when a certain LTTF system was at a 20% drawdown - worst for 20 years on the portfolio chosen. Guess what? It went to about 38% and has not yet recovered. I can further support the fact that, while backtesting a...
- Thu Oct 16, 2003 6:22 am
- Forum: Trader Psychology
- Topic: Technical analysts exhibit no skill in predicting.....
- Replies: 7
- Views: 9378
Philip Coggan
I too read the article; when it originally came out. Mr Coggan is a thoughtful and interesting writer and I have enjoyed his articles over the years. Alpesh Patel can be interesting also - but can also often be wrong and / or misleading. Remember these people HAVE to find things to write about all t...
- Wed May 14, 2003 8:11 am
- Forum: Brokers
- Topic: System Brokers
- Replies: 7
- Views: 8362
System Trading Versus Trading CTA Funds
Schwager's book on Managed Futures talks of trading CTA funds. A topic I have recently been looking at. Or Indeed hedge funds in general. Notional funding of a basket of CTA funds or CTA funds of funds (such as Sperry) can produce excellent returns and an excellent risk reward ratio. And by the same...
- Mon May 05, 2003 5:14 am
- Forum: Testing and Simulation
- Topic: Applying Creative Diversification to one's benefit
- Replies: 3
- Views: 5413
Diversification through non-correlation.
I am not sure that I am posting this note on the most appropriate thread but here goes. On page 93 of Robert Pardo’s excellent book Design, Testing, and Optimisation of Trading Systems he has the following advice to give on correlation and choice of a basket to test and trade: “Selecting the Bas...
- Tue Apr 29, 2003 3:57 am
- Forum: Trader Psychology
- Topic: Interesting study on predicting prices
- Replies: 3
- Views: 6062
Yes, very interesting yp. Here is a little tale in support. For much of the 90's I played the IPO market. My mentor and at that stage financial backer was a wonderful American who taught us to take stock and simply flip it at the open. Perfectly legal of course. Worked wonderfully regardless of mark...