Traders' Roundtable

where are you seeing these spreads traded with volume of some desription or are you synthetocally designing your own ? c Chris, Hi, IB has a tool called Spread trader which trades, well, . . . spreads. (I'm sure most online brokers would do the same) It seems quite an active market with better bid ...

This is not really answering the question but . . . . . . , When I’m getting near to the date where I roll a contract from one delivery month to the next delivery month I always like to plot a chart of the spread. (i.e calendar spread) just to see what I can see. I notice that, depending on the tr...

With that long introduction, my question is, what types of systems would one trade along with a long term trend following system to smooth the equity curve? I’ve found, (through research not direct experience . .yet!) that blending 2 slightly different versions of the system that I’m currently ...

. . . . . . physical incapacity (for any reason). . . . . . . . . . . there is the nightmare scenario of being stuck in open positions whilst unable to get in contact to issue instructions. One way to minimise this risk is to have fixed stops that are IN the market on all open positions. Another, i...

. . . does anyone have any suggestions on how to determine the optimial risk levels for portifolio Ed Seykota, on his website discusses the topic of risk and calculates the optimal risk for a coin toss game with various payoffs. Perhaps you can find some useful information there. Here is the link; ...

Please help me understand why a seemingly good system would go through a prolonged 50% drawdown.

Having never personally lived through one of these, I am trying to envision the circumstances that would drive such a downturn in performance.

Since you have said it’s a “goodâ€

Further to the above excellent suggestions, I also like to perform rolling test windows using the "start date stepping" feature in TB You have defined your prefered parameters over a nice long slice of time but how do those perform in (say) 5 year rolling blocs? i.e. from 1981-1986, then f...

Hi Aaron, I just did a quick Google search using the search phrase, "SFE intraday data" Quite a few interesting tidbits came up. One of which was this tickdata link; http://www.tickdata.com/products/futures/available-futures-data/ As you can see from this link, they do supply data for the ...

Sluggo says; I'm curious to know, what tradeoffs have YOU made, what stunts / tricks / speed governors have you installed, that hurt your performance but you did it anyway? I like to use the Weekly timeframe for trading both stocks and futures. (download data over the weekend, review orders over the...

Hi Sluggo, I finally found some spare time and read your contribution above. Yet another thought provoking thread. This is great stuff Thanks ever so kindly for sharing this. In fact thanks for sharing all your posts & comments including this classic which is very much related to the above and h...

Excerpt from a Washington Post article on 6th Feb. 2011 titled “Why politics and investing don’t mixâ€

I suppose the ideal situation would be to have;
1) a backup trading account (as IB suggests)
2) a backup computer/laptop
3) a backup copy of Blox on the backup computer/laptop
4) a backup internet service provider

Personally, all I have is item 2)

Trendcatcher, Hi,
After you've had a chance to use & become familiar with the Stator software perhaps you could post your thoughts on it.
I (and perhaps others) would be interested to hear your opinions.

There is a not-for-free software product called 'Stator' which bills itself as the "new standard in portfolio management" and allows you to "manage all your trading and investment activities" I don't use it , therefore I don't really know too much about it but it might be able to...

From the Premium data website;
http://www.premiumdata.net/products/datatools/

Under the heading “Data Formatâ€

Here (**LINK**) is one long term trend following system that had a drawdown length of 11.7 months. It was then reduced to 7.8 months by employing an additional simple exit rule.
This represents a 33.33% reduction in drawdown length (for THAT particular system)

@alp;

In your actual trading account are you long the Dec.2010 Cotton Contract or have you already rolled into Mar.2011?
Thanks,

The Cotton ‘rubber-band’ seems quite stretched & ripe for a snap back. . . . but then it also seemed that way back in mid-late September. So, how does one handle a ‘blow off’ top like this one? One thing you might do is gradually scale-out (exit the position in pieces), at higher and hig...

For the past 5 years or so, I've consistently noticed a trend in my research results: diversifying the portfolio of traded futures markets, beyond the boundaries of the United States, has been very profitable Since 2002 the US dollar Index has generally been down, therefore investments made by Amer...

Tokido, Hi, You might like to look at this link below which details how to set up Trading Blox to 'work' with Norgate data http://www.premiumdata.net/support/trading-blox.php If you don't get your answer there, you might then like to send the Norgate people a message at; support@premiumdata.net I've...