Search found 60 matches

by TradingCoach
Wed Jun 18, 2003 2:40 pm
Forum: Money Management
Topic: Algorithms for trading the equity curve
Replies: 31
Views: 36128

Q

Just out of curiousity why is there a blank file in the zip? :shock:
by TradingCoach
Mon Jun 16, 2003 9:25 pm
Forum: Money Management
Topic: Algorithms for trading the equity curve
Replies: 31
Views: 36128

blueberrycake wrote: I would strongly recommend a serial correlation test (3 mins in Excel) to be sure, since we all know that randomness will often appear non-random.

-bbc
How do you do that?
by TradingCoach
Mon Jun 16, 2003 4:36 pm
Forum: Money Management
Topic: Algorithms for trading the equity curve
Replies: 31
Views: 36128

variations on risk

Sussed! Its all in the Water my dear Watson. Trading the EC is absolutely fundamental to traders, because their sole function, is to extract as much profit from the market, as the nature of the market will allow. EndEx Variations of risk/unit exposure can be part of “equity curve” trading…..(1/2% o...
by TradingCoach
Tue Jun 03, 2003 11:22 am
Forum: Futures Markets
Topic: Spreads
Replies: 22
Views: 29640

what do you mean by scalping?

these spreads. Are you considering trading from the floor? or just very short term trading these spreads off the floor. I traded short term techniques for a long time and it is hard to get the edge in short of always buying on the bid and sell at the offer plus go for the short term swings. The S/T ...
by TradingCoach
Mon Jun 02, 2003 11:27 am
Forum: Trend Indicators and Signals
Topic: Contra Trend Following Techniques
Replies: 3
Views: 6756

"the turtle soup" is such a system

from Larry Conners and Linda Raschke wrote "STREET SMARTS", a book filled with trading ideas. I have the TS 2000i code for the "turtle soup" code - if need it PM me.
by TradingCoach
Fri May 30, 2003 4:13 pm
Forum: Stocks
Topic: Untested System
Replies: 3
Views: 7519

a practical question

Do these model portfolios have some associated ETF (closed end fund) ? or you need to be a subscriber to VL (I know you can just go to the library). Shorting stocks is hard (no matter how much of a dogs they are) so I would do 30:70 (40:60 ??) split of short equity versus long equity...essentially i...
by TradingCoach
Tue May 20, 2003 11:48 am
Forum: Testing and Simulation
Topic: Excluding Bubble data from backtesting
Replies: 8
Views: 8058

trade futures spreads or mini contracts

For a 10k trader, there are some alternatives albeit none too pretty.
by TradingCoach
Wed May 14, 2003 12:18 pm
Forum: Custom C++ or Java Platforms
Topic: .NET platform for stand alone applications..
Replies: 5
Views: 10117

.NET platform for stand alone applications..

I was reading with increased interest the performance stats of VB.NET versus VB 6 ... I however foster deep ignorance of the Microsoft world and the dev. environment. My understanding about the .NET platform is that it is 99 percent net centric i.e. geared towards the internet application realm. Is ...
by TradingCoach
Wed May 14, 2003 11:50 am
Forum: Custom C++ or Java Platforms
Topic: C++ Platform Design - Speed vs. Complexity
Replies: 16
Views: 24467

I only would use a db for reporting and statistical output

like crystal reports. I agree that for run time your rdbs would only slow you down however when you want to make sense of the results a db and some slick reporting tools would come in handy.. Also if you run multiple tests and want to save results from one to another I like the old fashioned data (l...
by TradingCoach
Wed May 14, 2003 10:56 am
Forum: Custom C++ or Java Platforms
Topic: C++ Platform Design - Speed vs. Complexity
Replies: 16
Views: 24467

c++ versus vb

Forum Mgmnt, I will first admit that I am not a windows programmer so asking questions here is not a problem for me. Without prying into secrets of veritrader I like to ask you what backend database or file management does veritrade use? I imagine it has some hash/flat file mechanism to manage posit...
by TradingCoach
Tue May 06, 2003 11:55 am
Forum: Testing and Simulation
Topic: ;-)
Replies: 16
Views: 13641

techies and the market

I hope no one will take this in a wrong way. Your initial post is very interesting and thought provoking. I have some fin. Technical background and have traded for at least a decade as a discretionary trader before I went long term trend following in about 1999-2000. My observation is that technical...
by TradingCoach
Mon May 05, 2003 5:28 pm
Forum: Trend Indicators and Signals
Topic: I have tested the combo of ADX and 20-day BO
Replies: 2
Views: 5658

indicators are not reliable

I now use intraday S/R for entry and volume OI as a secondary filter to see what is what. The problem is that it is hard to switch between the ST and LT mindset and is is tempting to get out of positions i.e. daytrade and that's that. I would love to make this a mechanical system but it is hard to p...
by TradingCoach
Sat May 03, 2003 5:28 am
Forum: Trader Psychology
Topic: Short-Term vs Long-Term Trading
Replies: 16
Views: 20745

I like the longevity

I coach traders. Some of them are young ones who read all the daytrading books and for them I think a trend following method is better. They are the least likely to listen but they also have time to experiment should they blow the 50k on daytrading aunt mary left them there is time for change.... I ...
by TradingCoach
Sat May 03, 2003 3:44 am
Forum: Trader Psychology
Topic: Short-Term vs Long-Term Trading
Replies: 16
Views: 20745

Re: just to make one or two points....

I just like to make one or two additional points; Of course there are (were) valid reasons to trade short term. One great example the tail end of the bubble. Who in the right mind would buy a dot com stock at $300 for a $25 intraday profit and take the position home on Friday...point There are some ...
by TradingCoach
Fri May 02, 2003 11:12 pm
Forum: Trader Psychology
Topic: Short-Term vs Long-Term Trading
Replies: 16
Views: 20745

I always had a theory about this...

I know there are exceptions but they are there to confirm a general rule. Short term traders are trading short term for two main reasons; 1) lack of capital to trade long term 2) gambling is running in the blood too much My folly as a trader (among other minor things) was my propensity to gamble. I ...
by TradingCoach
Fri May 02, 2003 11:53 am
Forum: Custom C++ or Java Platforms
Topic: offshore development.
Replies: 2
Views: 7077

but of course....

I have used elance.com (still do) but they are expensive. Now I moved to rentacoder.com what I like about rentacoder is their escrow service - you pay nothing up front and if there is a problem you have their arbitration service. Prices are reasonable many eastern block and indian coders - also some...
by TradingCoach
Fri May 02, 2003 10:59 am
Forum: Custom C++ or Java Platforms
Topic: offshore development.
Replies: 2
Views: 7077

offshore development.

I don't "code" anymore. I have been a programmer and always attempted to be a trader in my career. I have ended up fixing and re-designing Robertson Stevens prop trading system (on Unix c++). I have done odd contract jobs to raise money when my trading got me into a slump. That of course s...
by TradingCoach
Thu Apr 24, 2003 7:33 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 105501

Rydex and Profunds are leveraged

and have short funds available. I am doing research on how to quantify and bring closer to the turtle rules the basic fund switching techniques, if trend following can be used at the stock market it may be with leveraged index funds and perhaps individual stocks - must be a great stock picker, so I ...
by TradingCoach
Thu Apr 24, 2003 7:21 am
Forum: Trend Indicators and Signals
Topic: I have tested the combo of ADX and 20-day BO
Replies: 2
Views: 5658

I have tested the combo of ADX and 20-day BO

I also created my own channel indicator, Buy-Sell Locator (BSL) that combines trend following and oscillation. BSL attempts to determine entry points into trends by measuring where current prices are in relation to the upper and lower boundaries of the trend. The indicator determines the trend chann...
by TradingCoach
Thu Apr 24, 2003 6:57 am
Forum: Testing and Simulation
Topic: Benchmark Test Data
Replies: 15
Views: 15484

I use TS 2000i GlobalServer (open system)

You can access and update 30 years worth of stock and commodity data
from the history bank it has C++ and VB API.
You can also get real time quotes into the GlobalServer via 4-5 vendors.
Just an idea....