Search found 94 matches

by Sir G
Tue Sep 09, 2003 8:48 pm
Forum: Testing and Simulation
Topic: Dynamic portfolios
Replies: 3
Views: 5448

Hi Menelik-

My systems include dynamic portfolio logics as systematic rules. These logics aren’t introduced as a last enhancement to the system, but as the primary foundation of the systems.

Gordon
by Sir G
Tue Sep 09, 2003 10:53 am
Forum: Testing and Simulation
Topic: Weight assignment to indicators
Replies: 7
Views: 6902

Thanks Mark- That seems like a nifty idea.. I've put that idea on my to-do list. Thought problem: why an odd number? I'll take a stab at it... Because you need a tie breaker?? Two indicators short =-2 and two indicators long=+2 has you flat... but throw in a fifth and the scale will tilt most of the...
by Sir G
Sat Sep 06, 2003 9:31 pm
Forum: Market Psychology
Topic: Is this the way a Fundamentalist would trade?
Replies: 1
Views: 9314

Is this the way a Fundamentalist would trade?

It seems much more complex then a simple coin toss.

Gordon
by Sir G
Wed Sep 03, 2003 11:55 pm
Forum: Trader Psychology
Topic: Would you have invested?
Replies: 3
Views: 8304

Would you have invested?

Style and appearance seem to have always played a role in our view of things. And also in how we value things.

Gordon
by Sir G
Thu Aug 28, 2003 3:01 pm
Forum: Trader Psychology
Topic: Systems, merit and philosophy
Replies: 15
Views: 15388

Hi Vince- At what stage in a persons development would you consider they merit professional help? For example, in Pop (American) Idol, I see young wannabe's strutting their stuff in the hope of getting a chance to be taken on by the professionals, so that their raw talent can be polished smooth, and...
by Sir G
Thu Aug 28, 2003 12:53 pm
Forum: Testing and Simulation
Topic: which price series to use?
Replies: 2
Views: 3919

Hi Louis- Say I currently hold a position in a July futures contract and I'm using a 14-day ATR trailing stop. Then when it's time for me to rollover to the September contract, which price series should I use to calculate the trailing stop. You are correct to note that the July and Sept will be diff...
by Sir G
Sun Aug 24, 2003 2:42 pm
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 33375

Ahhhh yes…. Sabrinian.. the 100th member!! :wink: Hi Sabrinian- Sir G wrote: I use CQG intraday data, would I do it again? No... What would you do if you could do it all again? Very good question. I should also say when I did my original purchases from CQG, I had also tried Tickdata Inc and Genesi...
by Sir G
Mon Aug 11, 2003 3:57 pm
Forum: Testing and Simulation
Topic: Stat analysis of curve-fitting
Replies: 16
Views: 14626

I want to follow up on my previous post. As you can tell, I don't subscribe to the notion of loss of freedom in the typical sense of it. But in the typical sense of it, when looking at a system with the statistical models that are out there, would one want to treat a system that goes long and short ...
by Sir G
Sun Aug 10, 2003 1:34 pm
Forum: Testing and Simulation
Topic: Stat analysis of curve-fitting
Replies: 16
Views: 14626

I get headaches when math goes beyond the basic +-*/=, so what I’m going to say certainly isn’t grounded in math. Please rip it apart and tell me what you think. I like what bbc first wrote about the larger the sample the more parameters allowed and I like that Jimsta makes a comparison between ...
by Sir G
Tue Aug 05, 2003 3:33 pm
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 41280

Hi Karakoram-

I'm sorry to hear SQ isn't going to work out for you.

May I ask, what limitations you found?

Cheers. Gordon
by Sir G
Mon Aug 04, 2003 11:57 pm
Forum: Stocks
Topic: Interesting Result.
Replies: 2
Views: 6655

Hi Forrest- IMHO, the prediction thing is not a viable way of going about things. Now, if you said the poll was done by a guy/gal that has a portfolio selection method which is dynamic and he/she has consistently beaten the index by 600% during every 9months, then that would be something. I think th...
by Sir G
Sat Aug 02, 2003 5:33 pm
Forum: Custom C++ or Java Platforms
Topic: What Language to Learn ? (VB / VC / C# ... or ?
Replies: 26
Views: 41280

Hi Karakoram-

I hope you are enjoying your journey.

Take a look at the product SmartQuant at:
viewtopic.php?t=440&highlight=

It might make your life easier.

Cheers. Gordon
by Sir G
Wed Jul 23, 2003 3:26 am
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 57964

Hi Nathan-

Your signature line is a great one.

I have one word…. MACARANA.
Do you remember that hideous little dance a few years ago..? What was that all about?

How about….

Sergio Valente jeans… “Members onlyâ€
by Sir G
Tue Jul 22, 2003 12:58 pm
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 57964

The Little Duck Ass

I recently received this photo and it has encouraged me to write this post.

I have always thought of the environments that we live in produces a Duck Ass effect and when I had read about Myers-Briggs it became apparent that the “Duck Assâ€
by Sir G
Sat Jul 19, 2003 2:06 am
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 57964

c.f.- I'm sure the answer to this lies in your post from yesterday, but as you have been around some of the great traders our generation has produced... Without attaching names, what are the classifications you would guess those traders had? Is there a difference between Long Term to Short Term trad...
by Sir G
Thu Jul 17, 2003 12:12 pm
Forum: Trader Psychology
Topic: Please Understand Me: Character and Temperament Types
Replies: 21
Views: 26329

Hi Mark- Yes, feel free to replace the word rare with the phrase "slightly less common than average." Or to satisfy most all bases, "slightly less common than average as of the publishing of the study." I think this is a point where for all practical matters, my view on things cr...
by Sir G
Thu Jul 17, 2003 9:39 am
Forum: Trader Psychology
Topic: Please Understand Me: Character and Temperament Types
Replies: 21
Views: 26329

Forum Mgmnt, in your experiences, have you noticed if one classification of personality types excels more than others at trading? I’m sure this is just a gross generalization, but it seems certain traits like N and T would be conducive to successful trading. Hi Jimmy- I look forward to c.f.'s ans...
by Sir G
Wed Jul 16, 2003 9:44 pm
Forum: Trader Psychology
Topic: Positive Impressions
Replies: 1
Views: 4123

Positive Impressions

I was going to name this forum, simply, “Impressionsâ€
by Sir G
Mon Jul 14, 2003 8:38 pm
Forum: Trader Psychology
Topic: Why mechanical?
Replies: 11
Views: 10864

But why continue with my long term systems? Comfort I suspect. I hope you meant the comfort of exploiting opportunities! :wink: What say you Sir G? I think you have evolved your trading and the way you went about it is a very good model for others (including myself) to follow. As they say in New Yo...
by Sir G
Mon Jul 14, 2003 3:41 pm
Forum: Testing and Simulation
Topic: When to change system rules
Replies: 9
Views: 10312

Are there general rules that can be used in order to indicate when one should be changing the rules of one's system? I remember either Dennis or Seykota talking about finding better rules to change the rules in Market Wizards. Or is this a highly subjective issue? This is an area that I have target...