Traders' Roundtable

Kiwi,

An average of 2% (non compounding) a day equates to a return of 500% on the original capital (assuming 250 trading days a year)! Kiwi, are you generating this sort of return? If so, that's astounding!!

Sam

Probably the hardest thing i have had to deal with so far, is being psychologically willing to let a profit turn into a loss....or letting a profit turn into being stopped out for no gain or loss.

From what i recall, i believe c.f. stated this psychological hang up was one of the larger ...

Kevin,

Many thanks for this. Unfortunately I don't have Java. However I have now managed to convert price ticks to 5 sec bars using Amibroker (with the developer's help).

Cheers,

Sam

I have some tick data in ascii/csv format that I would like to compress into open-high-low-close time bars (e.g. 5 sec, 15 sec, 1 minute etc), again as ascii or csv format.

How can I do this using either using Excel or some other software?

I would be grateful for any suggestions.

Sam

Up to November of last year, I have been developing systems and back testing by hand using historical charts. Not the easiest of tasks, although certainly pretty laborious! The charts I referred to were both end-of-day and intraday (in order to check if positions were stopped out and had to be ...

Why would you decrease your profit target if volatility has increased? If vol has increased, then surely you would be more likely to be stopped out on trades. In order to compensate, would you not need to increase your profit targets?

I suppose if you are measuring vol using ATR, then adjustments ...

Blueberrycake,

Would you be able to post a link for the above chart - no problem if it's proprietary...

cheers

Sam

I experienced quite a drawdown on my S&P system because of the decline in movement. In January I was becoming quite scared since all the trades I made were losers. From back testing the system since the S&P (big) futures started, I have never had a month where all the trades were losers. Fortunately ...

Thanks for mentioning it - I will check it out....

Exclusion list? By this do you mean particular instruments are excluded or is there a list of incidents where they will not guarantee the stop?

Dear All,

I was wondering what type of protection, if any, do traders have against the 'black swan' type event in their daily trading activities.

For those those who don't know to what I am referring to, I am talking about 'rare' events such as sudden market crashes, currency devaluations, market ...