Search found 51 matches

by rajivm
Fri Mar 25, 2011 9:30 pm
Forum: Money Management
Topic: Money management suggestions for short term system
Replies: 10
Views: 9801

Jan_2004 equity = 5.0E4 Jan_2011 equity = 1.7E8 CAGR (%/yr) = 100 * (-1 + (1.7E8 / 5.0E4)^(1/7) ) = 220% / yr This is a very large CAGR%. Much much larger than the CAGR% of most professional money managers. Yes Sluggo, Back simulations - 207% with 18% max drawdown... But I feel the problem will ari...
by rajivm
Fri Mar 25, 2011 9:24 pm
Forum: Money Management
Topic: Money management suggestions for short term system
Replies: 10
Views: 9801

The best system of managing money for a short term system (in my experience only - which says it all - probably? - about my ability to design a short term system) is to take your money and heap in on an open fire place. That way you get exactly the same resuly over the long run - but without any of...
by rajivm
Fri Mar 25, 2011 1:34 pm
Forum: Money Management
Topic: Money management suggestions for short term system
Replies: 10
Views: 9801

The best system of managing money for a short term system (in my experience only - which says it all - probably? - about my ability to design a short term system) is to take your money and heap in on an open fire place. That way you get exactly the same resuly over the long run - but without any of...
by rajivm
Sat Feb 19, 2011 10:18 am
Forum: Testing and Simulation
Topic: Things you might do, even though they HURT performance
Replies: 14
Views: 11650

My Performance Hurting Tradeoff

I trade stock markets -
1. Never been able to garner enough guts to pick all signals if there are 4-5 signals in one day.
2. Also if stoploss is closeby the position Size will be large..So I often deliberately reduce the position Size and then I cry 2 days later for my foolishness
Raj
by rajivm
Sat Jan 08, 2011 6:47 am
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 47240

Re: What happens if your systems Add Units to successful Tra

Hello Everyone, A Good trendfollowing system will add units to successful trade so that you have a large position when you are right. I dont think i've seen any systems (run over the past 20 years) that benefit from adding units. Hi Levi, I use a system that adds upto 6 units in Long direction and ...
by rajivm
Thu Jan 06, 2011 1:18 am
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 47240

What happens if your systems Add Units to successful Trade

Hello Everyone,
A Good trendfollowing system will add units to successful trade so that you have a large position when you are right. If we do that in a System then maybe profit targets might not remain a good idea..Maybe
by rajivm
Fri Dec 04, 2009 10:48 am
Forum: Futures Markets
Topic: Got gold?
Replies: 11
Views: 9564

Re: Got gold?

danZman wrote:Just wondering who's NOT in gold right now.

This is a trend following board (mostly). Any reason not to hold?

D
I guess Last Man already boarded the train.......
Better run for cover now.
by rajivm
Thu May 25, 2006 2:20 am
Forum: Trend Indicators and Signals
Topic: Parabolic Rise - Can we code it
Replies: 0
Views: 4825

Parabolic Rise - Can we code it

Hello Friends, I am working on as to How to code a Parabolic one way rise in price like Silver showed a few days ago. I think the following are the characteristics of a Parabolic rise. Please fill in and may be we come up with a good algorithm to code it. If an instrument A is in a Parabolic Rise si...
by rajivm
Tue May 23, 2006 3:11 am
Forum: Futures Markets
Topic: Futures Market Data Pitfalls - Newbies Beware
Replies: 18
Views: 14584

The Sensex Charts - Nothing EarthShattering

BARLI wrote:AFG, you as a major trend follower were hit by today's SENSEX crash? anyone got a chart of what happened?from what I heard it's been 10.16% down move
Hi Barli,
It might just be the end of a 3 year long bull market in India.
by rajivm
Tue Dec 21, 2004 10:56 am
Forum: Stocks
Topic: LTTF and Volume, Volatility and RS.
Replies: 2
Views: 5847

I meant I am using Wealthlab for coding Long Term Trend Following Systems.
Thanks,
Rajiv
by rajivm
Tue Dec 21, 2004 10:54 am
Forum: Stocks
Topic: LTTF and Volume, Volatility and RS.
Replies: 2
Views: 5847

LTTF and Volume, Volatility and RS.

Dear Friends, I have been trading stocks short term quite succesfully for some time. I use 5 variables in my short term analysis - 1. Closing Price 2. Volume 3. Volatility 5. Market Direction 6. Relative Strength I am using Wealthlab and I see that it is fairly easy to design 35%+ annualized return ...