Traders' Roundtable

Ok here's a spanner in teh works - Id like to say Im playing Devil's advocate but it really is what Im seeing Take a simple donchian B/O system i.e. a number of days break out >100 run it for 30 years on 100 markets look at teh results Is there really a problem ? seems to me the equity curve looks v...

chuck b - I think that is an excellent summation - brilliant

C

I do my monthly index too - let me know via a PM if you'd like to be put on the distribution list - its an index of about 30 TF's going back 30 years compared to various other indexes

Performance for Oct is looking horrendous - plenty of double digit losses out there for TF's

Oh Boy

p.s Anthony - even if you backtested over 30 years the most optimised system you can find and start with 10 milion usd you wont come anywhere close to the current level of Global Debt hehe

unfortunatley most people have no idea of the risks currently being traded in the markets with the proliferation of "bedroom" traders, HFT's and other fully automated approaches I recently visited a friends house - 10 years ago he was a Global Macro trader - now he has an automated FX syst...

thanks for sharing your system / analysis results obviously speak louder than words and you have good results so thats a good start Obviously you are breaking some "classically accepted" rules of optimisation with regards to leaving out markets that have not been profitable - but then your...

i traded it for years but then it seemed to dry up ?
maybe going way of pork bellies ? dont know - shame - isnt this market like 4oo years old ?>

apple = tulips

10,000 Same s$%^& happened to me a few years ago I was long what I thought was a chunk and it went up like hugely !! and i made 1/3 of what I thought I had - as sluggo correctly points out there is no better way to learn ! Welcome to teh Wolrd of trying to understand exchange websites where even...

I have an SP500 system that does that i.e. allocates entire risk to one trade if your just after that market ?
Let me know if I can help

IF YOU use a fixed frac money manager then "sort of" by default you cut position size when losing ? Its probably still the best way I think problem with D/D reduction thresh is that if an equity curve hovers around the threshold for say 3 months then you can find yourself in and out of add...

i use 4 brokers - wheres the problem ? surely you know what position you have on with what broker - you simply keep a record of it (have your bac office let you know) or split markets up into groups and trade certain groups with certain brokers etc With 4 brokers and 4 banks holding my cash I still ...

condor - if only it were as simple as that then im sure everyone would use it and it would holy grailish in its application - a bona fide way of avoiding deep drawdowns - so can you think why that isnt the case ?
i dont use

yes doesnt Man provide a UCITS 3 Trend fund - invest as little as £100
you need to research this out a little but they did offer thsi last year - you can buy shares in it
p.m me if you need more details
C

YES But that misses the pint somewhat .. markets are mean reverting until they arent and they are persistently trending till they aint ! bit like teh old correlation argument .. no level of maths can tell you when correlation is about to change I think the case in point with Clarke Capital is an int...

This post is a bit of a folloow on to AFJ's interesting 80 Day BBO Post It is quite incredible just what a fine line there is between a home run and a nasty draw down and it shows that over any given time period luck plays a heavy constituent in TF - A note that investors in TF should take head of I...

BUT THEN AGAIN - Maybe as more instruments come on line the draw downs should get smaller ? that is one theory and a theory that many large TF's trade on such as Bluetrend who trade a whopping 200+ instruments - the smoothing effect ? However correlation changes as we all know and that can have dram...

I lost in May !! Partly my own fault for reducing risk slightly before it all soared and then we use very L/T systems which have taken longer to get short everything - now its bouncing a bit obvioulsy Interesting that from some of the TF performances in May its fairly obvious to see they havent real...

John Thanks - I have no problem with peeps being argumentative - I like it and wish we saw more of it !!! Yes I guess im just saying if i can tune it down to one sentence - that anything thats been backtested in teh last 30 years doesnt apply right here today because if we get QE3 I think we will se...

John Doe Im not predicting teh direction of the market but if you cannot see what is going on and what is about to happen then Im sorry - I have no idea where markets are going but I have been able to realise that the markets are maniuplated and are not free to move as they have for the last 40 or s...