Traders' Roundtable

Hi Wonkabar, I have done some research using VeriTrader where I filter trades that are near "historical" levels. The concept being that you might not want to buy something at its all time high, or sell at the all time low. My research so far has indidcated to me that this type of filter do...

I've had orders rejected by the broker. Here is the message I received: "Your order for the 2Yr T-Note to sell @ 105-26 Stop, the note went home yesterday @ 105-23. This is a sell stop above the market - broker rejected. Please cancel and replace." I'm trading a turtle type system, so I ge...

Hi George -- MAR stands for Minimum Acceptable Return. As for how it's calculated, there are a couple of threads that are useful. http://www.tradingblox.com/forum/viewtopic.php?t=36 Basically the % CAGR divided by the % maximum drawdown over your test period. Nice clean measure of reward vs. pain. H...

I've wondered the same thing myself. I've concluded to not detrend. My current thinking is that the prices the simluation uses for entries and exits given my average trade duration of 2-4 weeks are the actual price variations that I would have traded. If the contract rolls, I would have done that at...

Hi Jake, Great topic, as the same thing happened to me on Friday. I was long TU, TY, and US (and GC). So I got knocked out of the TU and US, but my TY stop was filled then busted. First for me. Also, my entry long stop in SF got hit and now I'm big in the hole on that one. Overall a 5% equity drawdo...

Hi Forum Mgmnt, This makes alot of sense to me, and I have included instruments in my portfolio that lose money over the test period, but raise my MAR by lowering the max drawdown. I like the concept you raise about "optimizing the non-correlation with each other." I could imagine exportin...

Hi Forum Mgmnt, Can you help me out with understanding volume? According to the CSI UA product I use, Sept Paladium's "volume" is 200-500 contract per day for the day session only. Also on Futuresource.com today's volume looks like 720. Are they talking about contracts or something else --...

That's the thing -- I'm just trading 1 contract -- I can't see why anyone would bother picking off my stops for that -- they must be really bored down there...

Of course maybe I'm just feeling persecuted...

Anyway, I don't care about the fills -- I'm in it for the trend!

Tim

Hi there, I'm finding that my stop orders in Palladium (Sept) keep getting picked off. Invariably my buy orders get executed at the high of the day, and my sell orders at the low. And looking at the 5 minute bars usually shows a spike up/down to my price and then back. Does anyone else find that thi...

Low N, Low O, High C.

I agree with the idea that if one is into trading for stimulation, the odds of success are diminished. My opinion of course. I have certainly seen people like this, and see where the author is coming from.