Traders' Roundtable

Found this website on this weekends issue of the FT.

http://www.psychonomics.com/invbeh/prof ... ofile.html

Another poll?

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It's possible that INTJs are attracted to mechanical trading systems more than other types. But it is early days. Let's see what the poll says mid week from now. What I find interesting is that it were the introverts who were first to respond to the poll. Maybe there are significantly more introvert...

Hi all, Just had an idea and since I don't have the means yet to test it, I was wondering if somebody might like to try it out. Volatility adjusted position sizing is pretty standard nowadays. What about volatility adjusted equity allocation? The idea being as the volatility of your equity curve goe...

Funny how after 6.5 hours, five introverts and zero extroverts have responded to the polls...

For general interest on the occurrences of each type in the general population and other subsets, take a look at: The Matrix

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As a result of some comments made by c.f. in http://www.tradingblox.com/forum/viewtopic.php?t=370&highlight= I was wondering..... What do hedge funds look for in a system? What sort of characteristics are desirable or undesirable? For those who have managed to get their systems picked over by a ...

Wow, thanks for that. Something to chew on!

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Hi all, I'm doing a bit of research in to multi-system testing. Just wondering how people allocate equity across systems? Do you aportion the equity for each system? Do you not bother and just allocate equity on a trade by trade basis? What proportion? What ratios? What percentages?...... Thanks in ...

Thanks for your comments. The issue isn't a matter of paralysis. In fact it isn't really an issue at all. I've just started developing systems and through all my reading I have as yet to find a truly comprehensive view of the considerations that need to be made when developing a professional and rob...

I'm taking my first steps in to system design. I've read so much now that I fall asleep to dreams of marching charts and floating phosphor green code! :shock: I'm full of ideas now but the one nagging thought is how do I know if I've considered everything important? I've come up with the check list ...

Some instructions on linking the libraries are here:

How to start using TA-LIB

The GNU C Programming Tutorial: Putting a program together

ta-lib specific problems would best be directed to:

ta-lib yahoo mailing list or support@ta-lib.org

red

Take a look at:

www.ta-lib.org

It's an open source C++ project for technical analysis. Included are various modules for importing and handling data.

red

There is an article in the magazine Active Trader - Feb 2003 called "Drawdown Management".

It looks at different methods to use the equity curve to decide when to trade and not to trade.

A good read.

red

Apologies in advance for my ignorance. What does serial correlation tell you? Is it a good or bad thing? How good is good and how bad is bad? Take all your trades and put them into a column in Excel. For my understanding, would this mean I would have two columns of just the trade prices? Thanks red

I came across this article and thought of you guys.

Back-Adjusting Futures Contracts - http://www.traders2traders.com/papers/b ... tracts.htm

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Yes, the number of bars were the same. Would this just be a case of curve fitting? Admitedly the time period I tested it over was only 6 months. But this brought a little thought to my mind. How does the risk/profit profile change when you scale in or out at different time bars? The ATR on daily bar...

Hi, I was playing with EMA crossover on some currency pairs. On one pair the system did awful using hourly bars but on a 4 hour bar the system performed brilliantly with a win:loss ratio of 7:3! I used the same time frame but just varied the time bar from hourly to 4 hours. Is this an optical illusi...

Hi, I use two dealers FXCM (www.fxcm) and deal4free (www.deal4free.com). FXCM is a traditional FX broker and they have a mini trader account, great for starting out small. Also I am extremely impressed with their charting software which comes in a free and a subscription version for more bells and w...