Traders' Roundtable

Thanks BT. I will investigate.

damian

my software (Behold) alows you to stipulate the limit move for a day and it attempts to calc if a particular move would have resulted in a limit lock.

This is not perfect as the size of move for limit lock to take place changes over time in some markets (or so I have been told).

damian

good evening/morning/day, There are so many ways of judging a systems performance. Some (to me) make sense only if the test is on a single market with constant position size. Even then they can be argued to be faulty as the $ value of a % change is different at different market levels. I used to loo...

BondTrader, I think our mate Gordon the Moderator is prompting discussion threads and thought. I can't speak for him, but I wouldn't be surprised if he has some answers to his questions (via testing) and would like to build up his understanding, verify his findings, test his beliefs etc via open con...

Hi, Been hard to find the time to visit in the last few days. Anyhow, a while ago I posted a rambling idea (look for the second post) on this thread: http://www.tradingblox.com/forum/viewtopic.php?t=168 Just now I was taking a quick mental break from work and thought up the following (definitions ca...

hi Jimmy S, I didn't see your most in the flood of activity that has become this forum of late. Pretty cool, isn't it. I remember helping you out with Behold! I hope everything turned out ok. [About now would be the place to mention that as much I speak of Behold and evidently help other with info o...

hi Jimmy, I do not actually trade spot FX. If I did I would use Bloomberg data, or perhaps Reuters (but that is because I have it on my system at work). Someone who actually uses one of these online FX services could answer far better than I, however here is a brief response. Leverage (in one sense)...

Hi, here are some of my thoughts. in some rules which state: never take a trade unless the expected profit is 3 times the expected loss I would never try and guess the expected profit target. Sometimes I have seen it done where the trader is trading counter trend. when i was a trainee in a bank I wa...

g'day Robert. Not quite an answer to your question, but you may find something of use in the rather long spiel that follows. I am not one for ‘inventing’ new indicators, but sometimes I get bored and come up with some strange and mostly useless ways of representing info that is already contained...

When I find an exit that actually makes money when applied as an entry across the universe of data. I will gladly employ that as a component to the system.

Now that makes sense. So much so that I appear to have never thought of it. Thanks SirG

damian

This is an area I need to put more thought into. I suspect that I am far to casual with my rolling.

It is the one aspect of long term futures trading that I do not like. You r roll methods can influence teh PnL outcome of a trade, even if it is a great trend.

deep down for me the drive is freedom. I do not fit into the corporate world. Money: yes, but just because you trade does not mean you are/are going to become filthy rich. It would be great if it were the case. In the meantime I am happy to trade my own account for a living and earn half my current ...

SirG, Not really a solution, but, well you be the judge. In theory, it doesn't matter what price you use to MTM, so long as it is a 'real' market price (this includes the close which is often a calculation). The MTM price needs to be nothing more than 'the price' at a certain period of time [using t...

can I add another thought. WILD system trades SP very well, intra-day. It can't trade ED very well at all. WILD is designed to profit from volatility. It has traded SP for a long time and is still strong. Real time results are much the same as backtesting results. WILD is simple and has few paramete...

Dare I say it.... don't throw too many stones at me.... but could we use a randomly generated times series?

Hi Nick, certainly there are fundamental considerations that one can bring into the play. for example: Inflation (proper, meaty inflation) will re-appear as a global constant again in the future. When it does and is persistent, many commodity, ccy and securities markets will be doing very different ...

Moodaeng, we did get a little less constructive towards the end there, at least I say that I did. At the very start I should have clarified my stance, that being as an FX Basics thread, I suggested not doing the borrow/lend thing. I should have been more clearer when you questioned this by saying th...

I should point out that the situation I described above in my "moment" post was not one that I look back at as being 'cool'. The whole episode was one driven by my immediate boss/supervisor trying to appear like a hero. He thought he was teaching me how to trade by doing this. Truth be tol...

I did the search, I found the following after reading for 20 seconds. Sounds a lot like what I was saying. By this definition, every spot FX transaction is a carry trade, unless it is funded in the FX swap market. It is just another name for being short JPY and long USD spot. If you read all my post...

How many baby markets are there? EUR was a baby market and it immediatley gave a bear trend and has since offered up a number of other good trends. For a baby market to exist a new commodity or security needs to be invented. I do not see a 6.5 year t-bill as a new security. Nor a new euqity index. P...