Traders' Roundtable

thanks seraphim, there was NYSE index back then, I started digging it cos Bob Prechter did a study with that ammount of data


thanks for the links!

Or to say it a bit differently, its best to go against the crowd and with the trend - the points in time where human behavior and the elements of fear and greed scew people's perception of what type of market they are in a broader sense. I guess you mean by that getting in(Long) during the pull bac...

does anyone know where can I get Dow's data back to 1700's? I'd need daily data. thanks in advance!

I loved Monroe Trout's money management technique he explained in New Market Wizards ( I believe stock traders can also use that, since futures are leveraged its vital for future traders using it), so its simple: 1.Never lose more than 4% of your equity in one day 2.Never lose more than 10% in a mon...

Profit factor looks ok, I still wouldn't dare to risk 25% of my bred

people who sell their stuff are usually not traders or trade badly, I do not recommend you buying anything over 200$. Ralph Vince is considered to be a super star in money management, and you can buy his books on amazon for 40-50$ and cheaper than that on Ebay. good luck!

dont think it'll be down 14 points today, again, no trading on dreams!

I bet that most of you backtest and watch the market a lot, this stuff during the day ads up and gets into out unconscious mind . I've had a few dreams like including today. Latest ones were actually correct ones: 6/25/06 on sunday I had a dream december Bean Oil going down, it went down on 6/26/06....

Doug, how did you succeed to start your own hedge funds without previous trading experience? From Chris67 I learned that it's not an easy thing to do even after you had a very successful track record:
viewtopic.php?t=2621

Has anyone traded weather futures on CME?

http://www.cme.com/trading/prd/env/cmeweather14270.html

now its clear how they work in a back office, but do they really trade against the customers? I am biased its like in the days of Livermore that those bucket shops trades against their customers. Forex is at least 90%.

I was wondering if brokers firms do take the opposite trades of their customers. In the beginning of June I had an unfilled limit order ( a market traded above for 3 minutes) but it wasn't confirmed on my platform. I called my broker and through the back office he found out that I am actually entitl...

trendyguy, Edward doesn't care about slippage since he's long term trend follower, so if he gets into OJ position at 120 and he's average holding period is 200 days it doesn't matter for him if OJ settled that at 119.0 and he's actual fill is at 119.5

Does it go for all of the markets? When I see Hogs go down 10 ticks or up in one second does it mean that some guys simply put large market orders or the bid/ask spread is wide , or both?

Forum Mgmnt, I was wondering how big a size it takes to move a certain market for 1 tick. Lets say if Hogs daily volume is 20000 then how big a size of an order should be to move this market 1 tick , and is there some kinda proportion that determines that with other markets? Of course , I understand...

Today August Bellies hit 95.10

Dual exp.mov avg took 7 min on 20 years data of Crude Oil to optimize with {#OptVar1 14;3;28;1} {#OptVar2 30;29;60;1} . Something that works: Crossovers of 15 and 38 exp mov averages Results: http://img153.imageshack.us/img153/345/w13wg.gif http://img153.imageshack.us/img153/8693/w4mn.gif Triple mov...

backtest it

Barli, For fun i set up a test with the three MA runs you provided. I used a portfolio called meats over 10 years. LH LC PB DA. On my laptop the test took about two hours. I deleted the results. Was just curious about the speed. Did you run optimization test or backtesting? I am curious about resul...

Oh, I should add that optimizing on one measure (e.g. profit like you did above) does not give you any indication that the parameters are optimal for others like Maximum Drawdown, Maximum Drawdown Length, etc. so you need to run other optimizations for these and come up with something that gives yo...