Search found 94 matches
- Sun Jul 13, 2003 12:21 pm
- Forum: Trader Psychology
- Topic: Why mechanical?
- Replies: 11
- Views: 11005
If your mechanical trading system is performing well (making you money), is there a feeling that there is not as much stimulation or creativity in trading that way - than actually making the money by signals you see and not the system? If so, does this cause you to find another way to make money in...
- Sat Jul 05, 2003 2:03 pm
- Forum: Custom C++ or Java Platforms
- Topic: What Language to Learn ? (VB / VC / C# ... or ?
- Replies: 26
- Views: 42514
Hi Karakoram- I'm glad you are starting your journey with a good foundation. When you find yourself perplexed, look at http://www.vbcity.com and its forum, http://www.vbcity.com/forums/ From soup to nuts they have it covered and some of the folks over there are very knowledgeable and very generous. ...
- Sun Jun 29, 2003 10:59 pm
- Forum: Custom C++ or Java Platforms
- Topic: What Language to Learn ? (VB / VC / C# ... or ?
- Replies: 26
- Views: 42514
- Mon Jun 23, 2003 10:19 am
- Forum: Trader Psychology
- Topic: Dos and Donts of Drawdowns
- Replies: 23
- Views: 30127
William- I think you just received some very sound advice. I would add the perspective that you tend to view your trading in, will make the task of trading easier or harder to bare and that tends to be a good indication of your trading being a profitable or losing venture. Think of the mindset of a ...
- Fri May 30, 2003 2:06 pm
- Forum: Testing and Simulation
- Topic: Psychologically Robust Systems
- Replies: 12
- Views: 13431
Great topic, c.f.- This is the kind of stuff I love. I’m coming from the short-term world so I’ll add in my 2 cents from that location. I agree with you 100% except for the purpose of those thoughts. I think those thoughts are perceptual filters that we use to give us confidence in what we do. I...
- Sun May 25, 2003 2:04 pm
- Forum: Testing and Simulation
- Topic: Improve Risk:Reward by using different time frames?
- Replies: 20
- Views: 32148
In the world of 3 minute bars how many points would an entry have to lose before your friend is convinced the initial move requires an immediate exit? It is dynamic so it's based upon the market action. Initial Risks are based upon the market action in the 3 min world, so it isn’t much. This conc...
- Tue May 06, 2003 11:32 pm
- Forum: Money Management
- Topic: %Risk vs %Vol or Both
- Replies: 4
- Views: 5656
%Risk vs %Vol or Both
What are the benefits to position sizing with %Risk & %Vol? Is one better for LT systems and one better for ST systems? In general is one better then the other, or should they be combined?
Gordon
Gordon
- Fri May 02, 2003 4:35 pm
- Forum: Custom C++ or Java Platforms
- Topic: WHY C++ ...
- Replies: 17
- Views: 27336
- Fri May 02, 2003 11:28 am
- Forum: Custom C++ or Java Platforms
- Topic: offshore development.
- Replies: 2
- Views: 7357
- Fri May 02, 2003 10:40 am
- Forum: Trader Psychology
- Topic: I Hate Myself
- Replies: 19
- Views: 26189
Hi Chuckm_ca for some uncanny reason I always managed to take the losing trades. That is an interesting point. How is it that ones mind can be so focused that it can select the losing trades? Does that mean that our mind's eye can also see the profitable trades coming? At the end of each day, ask yo...
- Fri May 02, 2003 12:02 am
- Forum: Testing and Simulation
- Topic: Software to analyse a set of trades ...
- Replies: 1
- Views: 3157
Hi Robert- does anyone know a software package, which takes a file with trade information (e.g. bought 2000 shares at XYZ @ 13.98 ... sold 2000 shares of XYZ @ 21.7 and generates all the wonderful statistics? You might want to take a look at http://www.rinasystems.com/RC4MultiTier.asp If you get inv...
- Thu May 01, 2003 10:50 pm
- Forum: Testing and Simulation
- Topic: Risk Adjusted Returns
- Replies: 7
- Views: 15730
Risk Adjusted Returns
Here are two links that begin to tell the story of Risk adjusted returns.
c.f.'s g.c. Ratio Paper
docs/g.c.Ratio.pdf
MAR Discussion
viewtopic.php?t=36
Let's run with this very important topic.
Gordon
c.f.'s g.c. Ratio Paper
docs/g.c.Ratio.pdf
MAR Discussion
viewtopic.php?t=36
Let's run with this very important topic.
Gordon
- Thu May 01, 2003 8:18 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 101190
g.c. Ratio
c.f.-
Thanks for sharing your work on the g.c. Ratio. I also had thought that there must be a better way to compare apples to apples.
It was very good food for thought.
Gordon
Thanks for sharing your work on the g.c. Ratio. I also had thought that there must be a better way to compare apples to apples.
It was very good food for thought.
Gordon
- Thu May 01, 2003 1:37 pm
- Forum: Trader Psychology
- Topic: I Hate Myself
- Replies: 19
- Views: 26189
Hi Toby- I hate myself bcos I just can't exactly followed my plan I back-tested my method, theoretically it make money but when to the real trading...my got damn f**king results!!! Doesn't know why I sometimes will take the opposite signals....Got mad about myself!!! Do you know that sometimes in li...
- Wed Apr 30, 2003 10:55 am
- Forum: Testing and Simulation
- Topic: Steps in evaluating/testing a system
- Replies: 13
- Views: 11264
- Wed Apr 30, 2003 10:47 am
- Forum: Testing and Simulation
- Topic: Steps in evaluating/testing a system
- Replies: 13
- Views: 11264
Hi BBC- I am rather sceptical on this point. While a good exit may be a fine entry, as evidenced by various stop and reverse systems, there is no compelling reason for it to be so. You may exit a long position not just because you think the price will collapse, but because the trend is no longer the...
- Tue Apr 29, 2003 10:03 pm
- Forum: Testing and Simulation
- Topic: Steps in evaluating/testing a system
- Replies: 13
- Views: 11264
- Tue Apr 29, 2003 1:59 pm
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 67926
Hi forex_kid A) Test your system with 2% risk per market 6% portfolio B) Trade three markets, pencils, erasers, and scissors C) Get three new buy signals and open a 2% position in each I never heard those rules before. The rules that I like are there are no rights and wrongs just varying degrees of ...
- Tue Apr 29, 2003 12:22 pm
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 67926
- Tue Apr 29, 2003 12:34 am
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 67926
A few of the things that I have never understood about correlation as applied to portfolio selection are: On any given day the markets can only go up, go down or stay flat. A trading system needs to go long, go short or stay flat. Money is made when your longs go up and your shorts do down. Hence, w...