Hi Damian,
Are any of your trend indicators related to ADX? I hope someone can post to explain the differences between the two.
Edward
Search found 118 matches
- Mon May 12, 2003 1:12 am
- Forum: Trend Indicators and Signals
- Topic: Trend Strength
- Replies: 9
- Views: 19659
- Mon May 12, 2003 1:10 am
- Forum: Trend Indicators and Signals
- Topic: asymmetric bias in the markets?
- Replies: 7
- Views: 8252
Thanks for the clarification John. How about overall system profitability? If I use the same parameters and money management principles going long and short, my cumulative profit for that market seems to be higher when I am shorting than when I am going long. This seems to be the case for all equiti...
- Fri May 09, 2003 1:32 am
- Forum: Trend Indicators and Signals
- Topic: asymmetric bias in the markets?
- Replies: 7
- Views: 8252
- Thu May 08, 2003 12:36 am
- Forum: Trend Indicators and Signals
- Topic: asymmetric bias in the markets?
- Replies: 7
- Views: 8252
asymmetric bias in the markets?
I'm not sure if we covered the topic of biases in various markets, so I hope I'm not reposting. I've been wondering if there was tendency for systems to work better (using the same set of parameters) going long than short, and vice versa? In the futures markets, does the hedger bias have an impact o...
- Wed May 07, 2003 3:46 pm
- Forum: Money Management
- Topic: %Risk vs %Vol or Both
- Replies: 4
- Views: 5627
Posing a question also gives us further opportunity to expand on a topic than originally intended. Here is what works for my system (R=risk, V=volatility): 1. V is a condition I use for initial R 2. R has more influence for ST systems, while V has a greater impact on LT systems 3. %R has more impact...
- Mon May 05, 2003 3:51 am
- Forum: Testing and Simulation
- Topic: Meeting your OBJECTIVES.
- Replies: 1
- Views: 3173
Hi Marc, I don't know what other people have done, but I'll share what I did when I first started 1. Decide what kind of system you want (for me it was medium to long-term trend following) 2. Go back and look at all the successful trades that I've had that were medium to long-term and evaluate what ...
- Sat May 03, 2003 3:35 am
- Forum: Trader Psychology
- Topic: I Hate Myself
- Replies: 19
- Views: 24988
Hi Toby, There is also the possibility that a much larger issue might be at work here. Suppose you did follow your system, and it worked beautifully? Then what? You would go to trading full-time .. what if that means that you quit your regular job, go full-time trading, and then you go bust with now...
- Sat May 03, 2003 3:14 am
- Forum: Trader Psychology
- Topic: A moment of significant enlightenment
- Replies: 16
- Views: 20638
Hi Forum Mgmnt, I have always believed that doing something (like writing an autobiography) is neither good nor bad, egotistical and self-centered. The deed is not as important as the intent. If the intent is to share experiences because people can learn from them, then writing the book is a way of ...
- Sat May 03, 2003 2:38 am
- Forum: Trader Psychology
- Topic: Cute from afar, but far from cute.
- Replies: 3
- Views: 5616
In February of 2001, I caused a five-car accident (yes there were lawsuits pending that lasted a year), and I went to the hospital because I contracted a really bad illness. It took a while to recover phsyically form both situations, but I lost about 60% from March to November, 2001. It's amazing ho...
- Sat May 03, 2003 2:22 am
- Forum: Trader Psychology
- Topic: The puzzle, the profits, or both?
- Replies: 2
- Views: 4779
Hi Dave, I would have to say it's something else for me. I started doing charting at a really young age: my father taught me basic technical analysis when I was five years old, and I was watching the gold futures market. It's really weird when I think about it now, because I don't think any of the o...
- Wed Apr 30, 2003 3:27 am
- Forum: Testing and Simulation
- Topic: Steps in evaluating/testing a system
- Replies: 13
- Views: 11169
- Wed Apr 30, 2003 3:14 am
- Forum: Trader Psychology
- Topic: Old Habits/Patterns
- Replies: 4
- Views: 5989
- Wed Apr 30, 2003 2:49 am
- Forum: Trader Psychology
- Topic: Interesting study on predicting prices
- Replies: 3
- Views: 5954
The Objective Linear Model probably explains why so many systems/people fail. Many statistical analyses (especially from Wall Street) only take a chunk of historical data (from say 1995-1997), and show how accurate their predictors were, and how this same technique SHOULD be applied to investment ch...
- Sat Apr 26, 2003 5:57 am
- Forum: Futures Markets
- Topic: Rolling to new contracts
- Replies: 7
- Views: 9891
- Sat Apr 26, 2003 5:44 am
- Forum: Stocks
- Topic: Watching Industry Group Action for Trends
- Replies: 10
- Views: 12995
- Sat Apr 26, 2003 5:07 am
- Forum: Testing and Simulation
- Topic: Subjective element added to a systematic trading process
- Replies: 1
- Views: 2940
Hi RS, I would say that the performance of that subjective element is .. well, subjective. Let's say the subjective element is people talking in restaurants about how much money they were making on every stock that had a 4-letter symbol (this was my experience in February 2001 by the way.) So what i...
- Sat Apr 26, 2003 4:28 am
- Forum: Money Management
- Topic: How much Capital to start
- Replies: 25
- Views: 37542
size of the account / position size
Hi Jeff, I had an interesting conversation today about how to apply the turtle trading system to a smaller account. I told him that longer-term trend following systems require more room to let the trade go through than a short term system. So to solve your problem, use a smaller stop and a smaller t...
- Sat Apr 26, 2003 4:07 am
- Forum: Trader Psychology
- Topic: The Balance of IQ & EQ.
- Replies: 4
- Views: 6564
the extremes
I would agree with dctag. I had a conversation a long time ago with my brother about how we would hire employees if we had our own company. The extreme cases being: 1. nice, but not intelligent 2. really intelligent, but a big jerk It would be a huge hassle to work with the jerk, and my brother beli...