Search found 367 matches
- Wed Sep 24, 2003 11:55 am
- Forum: Testing and Simulation
- Topic: ATR Value
- Replies: 56
- Views: 51910
- Sun Sep 21, 2003 12:53 pm
- Forum: Testing and Simulation
- Topic: ATR Value
- Replies: 56
- Views: 51910
Let’s try your example, to see if what you say is true. Percent Account for N = 1% Entry Breakout = 55 Exit Breakout = 20 Stop in N = 2.0 100,000 portfolio. 1% risk, or $1000. A) $25tradable. $2.48atr N = 2.0 B) $82tradable. $4.80atr N = 8.0 stock A. $25 stock. @ 2.48atr = $5 stop. 200 shares to ri...
- Fri Sep 19, 2003 12:41 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100683
MODERATOR'S NOTE: The amusing computer tranlations were split into a separate topic:
viewtopic.php?t=539
viewtopic.php?t=539
- Fri Sep 12, 2003 12:39 pm
- Forum: Testing and Simulation
- Topic: Parameter Assignments and Optimization
- Replies: 13
- Views: 10933
What I would do is take your example one step further. After sorting on net profits, I would then pick the top 20 stocks and optimize each separately over a period having both bullish, bearish, and sideways properties, such as the period 1/2/98 to 12/31/01. After getting the optimum parameter value...
- Wed Sep 10, 2003 4:03 pm
- Forum: Testing and Simulation
- Topic: Parameter Assignments and Optimization
- Replies: 13
- Views: 10933
al2000, First, welcome fo the Trader's Roundtable. You bring up a very interesting question that has been discussed here before but not specifically as it relates to stocks. The reason I think this subject is so interesting and seems to be confusing to many of us is because there are really several ...
- Thu Sep 04, 2003 10:31 am
- Forum: Stocks
- Topic: Using IBD Stock Ratings as a filter
- Replies: 4
- Views: 12318
The best filters for a trend-following approach to stocks are either arbitrary ones, i.e. pick a group of 50 stocks you want to follow that is reasonably well diversified, or simple ones based on strength. A simple but reasonably effective strength filter is to determine the number of ATR that a giv...
- Tue Aug 05, 2003 12:10 pm
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 58053
- Tue Jul 22, 2003 1:14 am
- Forum: Trend Indicators and Signals
- Topic: How do you determine the "trend" aside of a 20-day
- Replies: 25
- Views: 26102
babyturtle, a couple of things: First, while I've noticed tradingcoach's propensity to market his wares elsewhere (i.e. on other forums) and especially via his email newsletter, he's been pretty respectful of our standards here on this forum. His post in this particular thread for which you rather s...
- Thu Jul 17, 2003 4:19 pm
- Forum: Trader Psychology
- Topic: Please Understand Me: Character and Temperament Types
- Replies: 21
- Views: 26359
Here are some sites:
http://www.humanmetrics.com/cgi-win/JTypes2.asp
http://www.oswego.edu/~shindler/plsi/taketest.htm
I haven't taken these specifically. It usually takes 10 to 15 minutes or so.
- Forum Mgmnt
http://www.humanmetrics.com/cgi-win/JTypes2.asp
http://www.oswego.edu/~shindler/plsi/taketest.htm
I haven't taken these specifically. It usually takes 10 to 15 minutes or so.
- Forum Mgmnt
- Thu Jul 17, 2003 3:09 pm
- Forum: Trader Psychology
- Topic: Please Understand Me: Character and Temperament Types
- Replies: 21
- Views: 26359
- Mon Jul 14, 2003 2:06 pm
- Forum: Market Psychology
- Topic: A cyborg Trader? (Half Man, Half Machine)
- Replies: 18
- Views: 30211
shakyamuni, I don't make the same distinctions you do with regard to Money Management and the other aspects of trading. As Forrest mentioned, there are many ways that the human brains' functioning does not suit traders well. There are many articles and books in behavioral finance that outline some o...
- Mon Jul 14, 2003 7:05 am
- Forum: Testing and Simulation
- Topic: When to change system rules
- Replies: 9
- Views: 10323
Damian, First, I never changed systems when trading as a Turtle since we didn't have the ability to test like we do today. What I proposed is what I actually do, and suggest. However, I was using a year only to illustrate one possible timeframe which could provide data which would indicate that diff...
- Fri Jul 11, 2003 10:05 am
- Forum: Testing and Simulation
- Topic: When to change system rules
- Replies: 9
- Views: 10323
I find this subject very interesting. I like to run my tests over at least 20 years of data. I only trade systems that perform well when tested over the entire period. Therefore I change parameters or systems when I find a set that performs better over the period than those I am currently using. Wha...
- Thu Jul 03, 2003 12:58 pm
- Forum: Custom C++ or Java Platforms
- Topic: Starting Point for C++ Program
- Replies: 22
- Views: 31120
trendprogression, You are new enough to C++, based on your questions, that you will run into a lot of these sorts of problems until you start to recognize them and understand how your code relates to the errors. This takes a while. Everyone goes through this. There are many places that are better eq...
- Thu Jul 03, 2003 12:28 pm
- Forum: Custom C++ or Java Platforms
- Topic: Starting Point for C++ Program
- Replies: 22
- Views: 31120
Are you including the headers as I listed? The error you are getting is one that indicates it can't find the definition for ios::nocreate. The header file iostream.h should include the file ios.h which defines the ios class which has the following enum: class _CRTIMP ios { ... some code.... enum ope...
- Wed Jul 02, 2003 5:03 pm
- Forum: Custom C++ or Java Platforms
- Topic: Starting Point for C++ Program
- Replies: 22
- Views: 31120
- Wed Jul 02, 2003 12:43 pm
- Forum: Custom C++ or Java Platforms
- Topic: Starting Point for C++ Program
- Replies: 22
- Views: 31120
- Wed Jul 02, 2003 10:47 am
- Forum: Testing and Simulation
- Topic: Anyone here use historical data from www.tradexglobal.com?
- Replies: 3
- Views: 4437
- Tue Jul 01, 2003 11:16 pm
- Forum: Trader Psychology
- Topic: Please Understand Me: Character and Temperament Types
- Replies: 21
- Views: 26359
- Tue Jul 01, 2003 11:06 pm
- Forum: Testing and Simulation
- Topic: Too Good to be True?
- Replies: 17
- Views: 17979
Jakub, Besides looking for post-dictive errors which are very possible in WealthLab, I suggest the following: Test using more years of data. Preferably 20 years of data using many different markets. Your commissions are actually pretty high. You can pretty easily get $0.01 per share each way for a $...