Search found 10 matches
- Tue Aug 12, 2008 11:16 pm
- Forum: Forex
- Topic: Anyone Trading Oanda?
- Replies: 25
- Views: 44289
If you must trade on line there's one way to do it and you get much better fills than with fxcm or anyone else, so shop around and you'll see what I'm seeing, too. GR Hi Ghostrider. What do you feel is the best way to trade online? Also, how much capital is required for interbank accounts? Is it po...
- Fri Nov 23, 2007 9:01 pm
- Forum: Trader Psychology
- Topic: Personal Life And Its Influence On Trading
- Replies: 2
- Views: 8862
Personal Life
For me it is true about the potential detrimental effects of personal upheaval being reflected in trading drawdown. Early this year my girlfriend of 4 years went to Japan for a transfer for 12 months. I knew this was coming, we were prepared for long distance relationship + numerous visits, + video ...
- Tue Sep 28, 2004 12:37 am
- Forum: Money Management
- Topic: Position Sizing in Options
- Replies: 19
- Views: 20332
- Tue Aug 17, 2004 7:33 pm
- Forum: Money Management
- Topic: Position Sizing in Options
- Replies: 19
- Views: 20332
I have tested using longer expiries on them, but the numbers were not as good. Probably because there was too much vol + time in the options. The real reason I buy spot month in the money is not because they are cheap in absolute terms, but cheap in vol terms. I basically only pay the in the money p...
- Tue Aug 03, 2004 4:01 am
- Forum: Money Management
- Topic: Position Sizing in Options
- Replies: 19
- Views: 20332
Hi Forum Mgmnt, I was simply using the 20day ATR of the underlying and then allocating that amount of capital (3.5%) to paying for premium in the spot month, 1st strike in the money option. Very little volatility and time but plenty of leverage. I was actually using the formula in your turtle rules ...
- Mon Aug 02, 2004 4:07 am
- Forum: Money Management
- Topic: Position Sizing in Options
- Replies: 19
- Views: 20332
- Wed Jul 14, 2004 12:06 am
- Forum: Money Management
- Topic: Position Sizing in Options
- Replies: 19
- Views: 20332
Position Sizing in Options
I have been trading a trend following sytem using bought options for leverage with medium success. i.e barely profitable after 1% commisions or $160 round trip commission. I have been testing both a fixed fractional betsize strategy and a volatility based one (20 ATRs @ 3.5% risk). Thus far, all I'v...
- Mon Jul 12, 2004 4:07 am
- Forum: Trend Indicators and Signals
- Topic: trailing stop question - equities
- Replies: 2
- Views: 5009
I am working on the same thing and finding mixed results. I am trading trends in stocks buying options as my vehicle for leverage. Parabolics are too short and even 2 ATR's can be too big... Grrrr!!! I have been looking at an initial tight stop (0.5 ATR) and then moving to 2 ATR once it's moved 2 AT...
- Mon Jul 05, 2004 11:23 pm
- Forum: Testing and Simulation
- Topic: Better ways to estimate slippage?
- Replies: 2
- Views: 5025
When I am backtesting I always just use the absolute worst price the stock traded at that day. So if I'm buying, I always assume that I'm buying at the high of the day, and selling at the low of the day. That way, when it's real money you're not going to get worse than the backtested results due to ...
- Wed Jun 16, 2004 4:52 am
- Forum: Stocks
- Topic: Interesting Result.
- Replies: 2
- Views: 6680
Forrest, I was doing a test of my own focussing on some criteria (usually only found in small caps) at the same time as your test period. Now the interesting thing was that the broad index didn't rise anywhere near as much as the small caps. My results ended up around +60%, but THEY WERE NOT TERRIBL...