Search found 152 matches

by Moto moto
Wed Sep 22, 2010 12:55 pm
Forum: Money Management
Topic: different % Risk for longs and shorts
Replies: 11
Views: 9143

possibly make sense in equities, but does it make sense in bonds, currencies or commodities? test it.....:) regards FX I have seen a few traders say they only like to short currencies, to me this is a nonsense unless you happen to base everything in your home currency eg; USD and then only trade oth...
by Moto moto
Sun Aug 22, 2010 4:00 pm
Forum: Market Psychology
Topic: Profitability of System Types at Present
Replies: 11
Views: 13928

RedRock - of course the government is helping you, it takes your money so you dont have to worry about it, where to invest, where to make it safe, they are much better at making choices...... or at least they appear to have no regrets in the choices they make. :) .... thats probably because governme...
by Moto moto
Fri Aug 20, 2010 4:49 am
Forum: Market Psychology
Topic: Profitability of System Types at Present
Replies: 11
Views: 13928

From a philosophical standpoint, are there really any discretionary traders? Or are they all just systematic traders who suffer from a lack of proper documentation? I pretty much agree with this assessment. While mechanical testing may prove a concept, and pure mechanical systemised trading is a go...
by Moto moto
Sat Aug 14, 2010 9:51 am
Forum: Testing and Simulation
Topic: My system is not a profitable in all markets
Replies: 4
Views: 3648

I would say include everything for diversification and smoothing of the total PL over a continually compounded long timeframe - not just one year say. Unless of course you have great foresight and know that some markets will never contribute. I for one would love to have a massively concentrated por...
by Moto moto
Fri Aug 13, 2010 5:31 am
Forum: Testing and Simulation
Topic: contango/backwardation
Replies: 16
Views: 15671

as you asked for thoughts and this is topical given other discussions/threads regards ETFs and why people use them. and as I am an old skeptic.... This quote was what I found interesting.... "SummerHaven’s Director of Marketing and Investor Relations Kurt Nelson said he hopes investors recogn...
by Moto moto
Thu Aug 12, 2010 10:22 am
Forum: Stocks
Topic: Mechanics of ETF's
Replies: 7
Views: 10446

Gunter you just reminded me of something I looked at a little while ago regards spread betting - or at least CFDs..... You have to be sure to understand what it is, as initially it seemed as there was an arbitrage opportunity - however, these spreads can sometimes also adjust depending on what they ...
by Moto moto
Thu Aug 12, 2010 6:47 am
Forum: Stocks
Topic: Mechanics of ETF's
Replies: 7
Views: 10446

There is also the issue of some groups are not allowed to trade futures and are restricted to trading something that is deemed to be more stock like..... As an individual, trading an ETF does make sense if you wish to take a view on something that is replicated by someone else, whereby you dont have...
by Moto moto
Sat Aug 07, 2010 6:32 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 11869

Could it be that the "whole world is so filthy, immoral hypocritical and disgusting" because we base things on individual pursuits of money? Always interesting discussion on sites devoted to speculation in the capital markets. I always hope to get a eureka moment to improve my trading idea...
by Moto moto
Thu Aug 05, 2010 7:01 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 11869

as a side note - I just read of QBasis offering an ETF for their managed futures fund.
by Moto moto
Wed Aug 04, 2010 4:19 pm
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 11869

its called sales and marketing.
or possibly its just laziness.
by Moto moto
Thu Jul 08, 2010 3:12 am
Forum: Testing and Simulation
Topic: OCO+GTC
Replies: 7
Views: 5311

I use both Interactive brokers and OEC both are good. OEC has better more interesting charts and is rapidly expanding its stocks, futures, options choices. (currently less than IB) IB seems to have more algorithmic order types (which I dont use) and better API access (again which I dont use) Both ha...
by Moto moto
Fri Jul 02, 2010 9:47 am
Forum: Testing and Simulation
Topic: Being clever about which contract to pick? (roll yield)
Replies: 10
Views: 10252

Additionally - by trying to go to less liquid months, slippage would definitely increase. yesterday for example - while day trading crude oil (I know shame on me for day trading) I traded the front month and also the next month. There can be significant gaps between the last sale and the next sale e...
by Moto moto
Sat Jun 19, 2010 4:38 am
Forum: Stocks
Topic: Any online service provide daily price range projection?
Replies: 1
Views: 4799

goggle - richard bois taylor trading technique.
Its not something I use but it might be what you are looking for.
by Moto moto
Thu Jun 10, 2010 5:16 am
Forum: Trend Indicators and Signals
Topic: Most popular time frames and entry signals
Replies: 1
Views: 4714

Hi Chris as you asked for my two cents (and this is all it worth) Top 3 time frames 1) the life of the trade, entries and exits are matched in the same time frame 2) see above top 5 entry signals 1) new high or new low 2) see above Sorry to be difficult (its that kind of day for me today), but a lot...
by Moto moto
Wed Jun 09, 2010 5:44 am
Forum: Testing Software
Topic: TD Sequential - DeMark Indicators
Replies: 7
Views: 12243

I had a brief stint on Bloomberg and found the DeMark info very interesting. I also think his work is fantastic in thought and detail and dont wish to take anything away from him and the work.... however...... I once asked if you could get the data on just one of the systems in order that I could ru...
by Moto moto
Fri May 21, 2010 6:14 am
Forum: Testing and Simulation
Topic: A couple of interesting articles
Replies: 1
Views: 2553

Good articles - Shows how important it is to understand exactly what it is you are investing in. A bit like investing in gold mining shares to represent a gold exposure. All well and good so long as any currency appreciation and equity and management risk does not cost you. If you approach ETFs firs...
by Moto moto
Fri May 14, 2010 12:53 am
Forum: Brokers
Topic: What if he go broken ?
Replies: 2
Views: 5276

Ultimately you can loose all your money with the clearer if they go broke. From the link ...... "If a default occurred in either of the clearing member’s customer segregated or customer secured accounts, CME Clearing has the right to apply toward the default all performance bond deposits and ...
by Moto moto
Tue May 11, 2010 6:55 pm
Forum: Testing and Simulation
Topic: Continuous Contracts valid for full collateralization?
Replies: 3
Views: 2603

(thanks sluggo - that thread made my head spin) To me that thread is more about understanding overall total exposure if everything went to zero in a worst case scenario.... not just risk of a position. This has always been an interesting subject as I came from equity option trading and you really ha...
by Moto moto
Sun May 09, 2010 6:12 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 21538

I would not count it as a black swan event..... fat fingers, algo trading issues will always occur..... They are not what I would call a life changing/policy changing event, that will cause both immediate and long term severe changes in ideas and perceptions. True black swans are rare. Otherwise it ...
by Moto moto
Fri Apr 30, 2010 10:15 am
Forum: Testing and Simulation
Topic: How did you go about picking rollover timing triggers?
Replies: 40
Views: 31248

Life is funny - I was just discussing this subject with someone the other day. Ultimately just taking the standard CSI roll on opens, or volume across a broad portfolio clearly should be sufficient to prove that the system will work. After that I do take the opinion that to get a far more accurate b...