Search found 254 matches
- Tue Jan 06, 2004 11:37 pm
- Forum: Testing and Simulation
- Topic: Improve Risk:Reward by using different time frames?
- Replies: 20
- Views: 31673
- Sun Dec 28, 2003 5:47 am
- Forum: Trend Indicators and Signals
- Topic: EXIT signals ...
- Replies: 29
- Views: 40052
You're being overly sensitive Erwin. You seem to have confused humour with insult. Some of your posts read a little funny to me but I assumed that it was the translation rather than the intent. I think you owe Kianti the same assumption. Its interesting that your posts don't read as if they were fro...
- Fri Dec 26, 2003 3:29 am
- Forum: Money Management
- Topic: Total Capital Requirements
- Replies: 5
- Views: 7536
Chris, I will just address one exageration which reflects a misconception that I think others have as well. That is that the larger spread on a spread bet makes it unattractive for some/all/any strategy (depending on whos statement it is). The facts are: - given a strategy you need to ask can you ma...
- Thu Dec 25, 2003 8:34 pm
- Forum: Trend Indicators and Signals
- Topic: EXIT signals ...
- Replies: 29
- Views: 40052
Post Xmas Fun. Merry Xmas everyone ... or whatever celebration you were involved in at this time of the year. I see c.f. objected to 3. I would like to have a go at 2 and 5 for some fun. 2. indicators don't have predicting value To me this contradicts 4. For example a moving average is a trend follo...
- Thu Dec 25, 2003 8:11 pm
- Forum: Money Management
- Topic: negative correlation
- Replies: 6
- Views: 8003
First -- Merry Xmas to everyone and I hope that your markets trend in your desired timeframes this year. What follows is my opinion. Correlation and negative correlation mean the same thing from a system development perspective. C=1 means the two commodities are identical with some factor of proport...
- Sun Dec 21, 2003 11:17 pm
- Forum: Money Management
- Topic: Correlation
- Replies: 19
- Views: 16347
Heres another thought. To me correlation is likely to be on again off again and sometimes ridiculous. IMO the best I can do is pick a portfolio that are unlikely to be correlated (and historically dont seem to have been too correlated too often) and use that. An example would be: 2 currencies, JY an...
- Fri Dec 19, 2003 8:25 pm
- Forum: Forex
- Topic: Best Way to Trade FX
- Replies: 5
- Views: 10424
So you wouldnt deal with any broker then kpj. They all fit that description - although some times it takes a while to notice. I don't used deal4free. I use finspreads out of the UK for my spreadbetting. One of the things I didnt like about deal4free in Aus is that they dont support spreadbetting but...
- Thu Dec 18, 2003 5:36 am
- Forum: Money Management
- Topic: Products
- Replies: 2
- Views: 4181
- Sun Dec 14, 2003 10:50 pm
- Forum: Testing and Simulation
- Topic: S&P 500
- Replies: 14
- Views: 13031
- Sun Dec 14, 2003 12:13 am
- Forum: Money Management
- Topic: Ryan Jones' Money Management
- Replies: 33
- Views: 45931
Absolutely. I would be more than pleased to see that Ryan had joined the exceptions. The account of anyone who traded a full size portfolio with aberration, synergy or ryan's system in the recent past using his start up rules would be interesting reading I suspect. And my sympathy to anyone who did ...
- Sat Dec 13, 2003 5:43 pm
- Forum: Testing and Simulation
- Topic: S&P 500
- Replies: 14
- Views: 13031
I wouldnt be even slightly worried that it didnt work on bonds. Try it on ESTX50, DAX and YM instead. I trade both bonds and estx on 1m and 3m bars and will take a 3m divergence on estx (given some other criteria) but will normally wait for two divergences on bonds and tighten the criteria up becaus...
- Sat Dec 13, 2003 5:39 pm
- Forum: Trader Psychology
- Topic: NLP - anyone benefit?
- Replies: 9
- Views: 13258
- Fri Dec 12, 2003 7:35 pm
- Forum: Money Management
- Topic: Ryan Jones' Money Management
- Replies: 33
- Views: 45931
IMO and many others (there is much discussion 2 yrs back on omega group threads with good testing to justify the opinions) Ryan is just selling books. If you can trade you trade. If not ..... The best money management for normal players is to bet a fixed fraction of your equity on every trade. You c...
- Tue Dec 02, 2003 4:54 pm
- Forum: Trend Indicators and Signals
- Topic: EXIT signals ...
- Replies: 29
- Views: 40052
Nearly eminime. Because the stop smooths out the results stridsman says that the system is better. I am a bit too lazy to figure out why again at the moment as I have different focusses at the moment. But in very simple terms if you max loss without a sl was 5000 and your max with a sl was 2500 then...
- Tue Dec 02, 2003 4:47 pm
- Forum: Trend Indicators and Signals
- Topic: MESA & related
- Replies: 25
- Views: 35805
I popped your code into tradestation. When I had a look at daily data for yen (one of the nicest trenders out there) I didnt see the SNR drop near 6 in 3 years. So I tried USDX and was able to get it to drop. The times it dropped below 6 were good trading opportunites but you could go broke waiting ...
- Tue Dec 02, 2003 4:25 pm
- Forum: Futures Markets
- Topic: Contract Trading and Specifications
- Replies: 1
- Views: 3599
- Tue Dec 02, 2003 5:07 am
- Forum: Trend Indicators and Signals
- Topic: MESA & related
- Replies: 25
- Views: 35805
Attached are the sinewave and average. TS2000 elas. Also his Stoch and CG. Two were from the Omega group, one I wrote and the other I'm not sure about but all were public domain. Personally I dont think that trading is rocket science and dont use any of these indicators but you are welcome to see if...
- Fri Nov 28, 2003 3:57 am
- Forum: Trader Psychology
- Topic: How to handle missing a profitable opportunity
- Replies: 5
- Views: 6634
My personal approach would be to check my rules. If my rules meant that I should have been in then I would kick myself hard. I would do some exercises to replace any faulty beliefs that might have driven the mistake and to ensure that I deeply understood that I shouldn't fail that way again. If my r...
- Sun Nov 23, 2003 12:16 am
- Forum: Forex
- Topic: Discretionary or systematic trading?
- Replies: 9
- Views: 9806
I dont understand the relevance of fire here but I will try to make myself clearer. You posed a question: Back tested this turtle staff on stocks recently and from what I can see it performs worse then the simple moving average penetration system. How come? I stated: I would be surprised if any brea...
- Sat Nov 22, 2003 6:31 pm
- Forum: Forex
- Topic: Discretionary or systematic trading?
- Replies: 9
- Views: 9806
LOL. Interesting point Blueberrycake. I would be surprised if any breakout system was the right choice for stocks except maybe canslim which relies on a prior pattern to improve probabilities. Its a little less surprising than if it was true for indexes. Try testing aberration or any of the general ...