Traders' Roundtable

I for one, am very happy with my Athlon 64 2x core with 2g of ram on Windows XP. Wont be jumping ship anytime soon.

cut You may have a small account and be "able" to trade these markets, but that fact doesn't prevent a big swinging **** from bashing that market around like a ping pong ball. There's two sides to the story of market liquidity Cheers, Chuck Yes... Best to avoid big swinging **** Now that'...

RedRock, you used to be in the pit for some time, I read in New Market Wizards that lotsa guys lost money when they fought Silver trend in late 1979, no one could believe it could go higher then 15$ and Mark Ritchie said he saw people losing the fortunes that those locals made during years of tradi...

October JW Henry Trend Following Commentary

http://www.jwh.com/Documents/marketcommentary.pdf

The following graphs show the E.R. Interestingly the cagr is very constant at apx 50% +-2% across all results. Drawdown is 50% but varies from 40-60. (this is a big portfolio in a no frills entry exit test...) E.R. rises as expected with a longer entry period. The number of trades declines with the ...

Hello Forum Mgmnt, The other parameter stepping was the ATR for a chandelier exit.(5-8 x1) Ill attach that graph as well as the scatter plot. Other factors: Very diverse global futures portfolio. -.4 ATR entry offset 20 ATR days Volatility MM .5% MACD portfolio direction filter Ok. Now I think I 'ge...

Here is a graph showing step values for a breakout system. Notice how the std dev. bands contract tightly around 30. Curious what others think the implications of this constriction mean, if anything. I have a few guesses but am curious in other viewpoints. Are there implications as to robustness or ...

Hi So, here is my question: what is your opinion on this matter? Am I missing something here? Am I plain wrong or what? I understand that there is no such thing as absolute right or wrong in this subject, but in this case I really need the opinion of someone more experienced. Thanks in advance. I h...

http://www.washingtonpost.com/wp-dyn/co ... components

Sluggo, Thanks for pointing out a superb starting point question. A quote by c.f. from another current post sparked the thought initally. "That's perhaps the best rationale for having very simple systems. We can have a much stronger basis for their continuing to work because the amount of truth...

I am wondering about an index or indicator, which takes into account the number of variables a system contains. Should a systems measure of performance be adjusted to compensate for the number of optimized variables required to achieve the back tested result? Based on the belief that a higher number...

hmm. So much for the importance of Very Clever Exits. K.I.S.S. wins again... Great post c.f.!

Yup. What AFJ g said!

I suppose if all these trades are combined in an "error" account. In time the missed winners and loosers would even out. It just hurts more when it would have been a winner you really 'needed' to hold things up.

TGIF

rr

Greetings Mr. Garner, I concur with your observations about the 'drift' of an optimal parameter set to longer periods, with wider stops. I happened to be using the BB system to run a few tests recently. It is surely one of the 'cleanest' LTTF methods due to its limited number of variables. An Intere...

I enter my orders through the online platform since its so simple to use and I can use it from anywhere without any downloads needed, what do you mean by automatic batch form though? I dont trade Swiss gov bonds To generate orders via TBB (or another source) Transfer this output to an excel spreads...

Curious how many of you trade this market. The CONF Swiss gov bond. Interactive Brokers says it is unavailable due to "regulatory restrictions" for US customers. Man financial just removed it from their Mtrade entry platform, which is a step backwards. If I want to trade it through them I ...

All too frequent and widespread for a trend followers taste of late.

RedRock, It is much easier to cope with accumulated profits disappearing than losing capital from the start. That is why I have made some discretionary reductions. -Turtle40 T40, It's never easy. At least not for me. That's why the topic of self discipline and super human fortitude comes up again a...

The 'hidden risk' of reducing in drawdown is that by definition, you will be at your smallest size when profitable trades emerge. Many consequences.

We've all heard the saw... If you're winning your position is always "too small".

If loosing, way too big...

No rules here. Except your own.