Search found 54 matches
- Fri Aug 20, 2004 1:53 pm
- Forum: Futures Markets
- Topic: A Basic Question: Pit & Electronic
- Replies: 9
- Views: 7723
On CBOT, there are e-contracts on e-cbot for the pit traded ones, but for the ag futures they are thinly traded compared to the pit-traded versions. edited to add some more: Why even trade pit futures? Fills are poor, there are often delays in reporting fills, stops are routinely overshot, slippage ...
- Wed Aug 18, 2004 3:43 pm
- Forum: Testing and Simulation
- Topic: Statistical approach to trailing stops
- Replies: 7
- Views: 8321
I think your profit target method makes some sense. Some strategies that I am interested in: 1. tightening your profit targets as time goes by, so that as time progresses your targets get nearer than they were. 2. tightening profit targets in accordance with volatility, so that as volatility increas...
- Sun Aug 15, 2004 12:21 pm
- Forum: Money Management
- Topic: how your system handles price shocks, outliers, black swans?
- Replies: 1
- Views: 3623
how your system handles price shocks, outliers, black swans?
I was reading Perry Kaufman's Smarter Trading and thinking about his chapters on price shocks. A few weeks ago I was in Orange Juice when it dropped 5 cents. In about 5 minutes. It dropped 12 cents in two days. I was also in Live Cattle a month or so ago when I foolishly held onto a position over th...
- Mon Aug 09, 2004 4:26 pm
- Forum: Testing Software
- Topic: Charting historical intraday data?
- Replies: 2
- Views: 4568
- Mon Aug 09, 2004 10:13 am
- Forum: Brokers
- Topic: Lump Sum Investing
- Replies: 2
- Views: 4468
Of course, just because something has worked in the (recent) past doesn't mean it will work now. It could be that you are investing a lump sum in a fund that has a drawdown, and that the fund will have more of a drawdown after you invest. Put it this way: of all the funds that did so poorly that the...
- Fri Jul 30, 2004 1:00 pm
- Forum: Trend Indicators and Signals
- Topic: changing moving average intervals based upon volatility
- Replies: 2
- Views: 5416
changing moving average intervals based upon volatility
It seems that a system like the Turtle system could be improved by altering the MA intervals based upon volatility. For instance, couldn't an exit be improved so that for lots of volatilty, the exit would be quicker based upon a shorter MA interval crossover? And for less volatile times, couldn't th...
- Fri Jul 30, 2004 12:48 pm
- Forum: Trend Indicators and Signals
- Topic: failed setups, failed tests -- do you trade based on them?
- Replies: 0
- Views: 3809
failed setups, failed tests -- do you trade based on them?
My overall question is whether or not you have traded a system based upon failures of setups? It seems often that a setup that fails, or a test that fails, turns into a wonderful stop-and-reverse, and can be a real money-maker. Some background... I have been trying out various methods of trading. La...
- Wed Jul 21, 2004 1:13 pm
- Forum: Trend Indicators and Signals
- Topic: how important is intraday volume data?
- Replies: 5
- Views: 6568
- Wed Jul 14, 2004 11:04 am
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 83980
- Tue Jul 13, 2004 12:33 pm
- Forum: Trend Indicators and Signals
- Topic: has anyone studied Toby Crabel's ideas?
- Replies: 6
- Views: 9079
I wonder if anyone is trading systems based upon cyclicality of volatility and the rate of change of volatility? The rate of change of volatility can be used in a trend following system to change the exit signal, for instance. Perhaps a MA used for exit (say a 5 day) can be moved to 3 day in event o...
- Mon Jul 12, 2004 8:36 pm
- Forum: Money Management
- Topic: How do I reduce risk in this situation?
- Replies: 17
- Views: 17424
- Mon Jul 12, 2004 6:00 pm
- Forum: Money Management
- Topic: How do I reduce risk in this situation?
- Replies: 17
- Views: 17424
- Mon Jul 12, 2004 1:04 pm
- Forum: Market Psychology
- Topic: Big Picture: market risk and memory
- Replies: 2
- Views: 9611
It's a good thing there's not much study of history going on, otherwise we might have to take up another business How true. Reminiscences is truly a deserved classic. Every time I read it, different sections jump out at me. So speaking of memories... There is a chapter about the '07 panic that hit ...
- Mon Jul 12, 2004 8:21 am
- Forum: Money Management
- Topic: How do I reduce risk in this situation?
- Replies: 17
- Views: 17424
That meltdown risk is a risk of futures. If you do not want to face this risk, you can as you say trade options or some other market (Forex for instance). If I may ask, how is forex different from futures? Is there some kind of rule that protects the speculator? Forex is basically a cash market, so...
- Mon Jul 12, 2004 8:18 am
- Forum: Futures Markets
- Topic: Which commodity is good for beginner trader?
- Replies: 18
- Views: 14126
I'm not saying people won't buy options, I'm just saying there is a lot of slippage involved -- the spread between buy and sell prices are quite high with options. Transaction costs in the form of slippage can be high enough to overcome your edge unless you are trading longer term, in which case you...
- Sun Jul 11, 2004 9:01 pm
- Forum: Futures Markets
- Topic: Which commodity is good for beginner trader?
- Replies: 18
- Views: 14126
You can certainly trade options instead of futures. Options are however rather illiquid and thinly traded. This means you have quite a spread between buy and sell prices, so you take a bath in transaction costs (slippage), making them less than workable for short term trading at least IMHO. They wor...
- Sun Jul 11, 2004 12:22 pm
- Forum: Futures Markets
- Topic: Which commodity is good for beginner trader?
- Replies: 18
- Views: 14126
- Sat Jul 10, 2004 10:00 am
- Forum: Futures Markets
- Topic: Which commodity is good for beginner trader?
- Replies: 18
- Views: 14126
- Sat Jul 10, 2004 9:57 am
- Forum: Money Management
- Topic: How do I reduce risk in this situation?
- Replies: 17
- Views: 17424
I don't think your numbers are right. At this time September wheat is trading for about $3.40 per bushel. 5000 bushels to a contract. A penny move is worth $50. There is a limit of $0.30 per day that applies to everything except the spot month. If wheat opens Monday and gaps down to, say $3.20, you ...
- Fri Jul 09, 2004 2:22 pm
- Forum: Stocks
- Topic: what is the best web-based stock screener? Free or paid
- Replies: 11
- Views: 19128
what is the best web-based stock screener? Free or paid
I am looking to trade some systems that require certain conditions and I am looking for a good web-based stock screener. Example of what I want to do: Find stocks that are in a downtrend or uptrend, as defined by, say, ADX over 30 and/or -DMA or +DMI above a certain point, and that are also above or...