Search found 752 matches
- Thu May 11, 2006 4:59 am
- Forum: Trend Indicators and Signals
- Topic: people on this forum were rude and are fake traders
- Replies: 34
- Views: 38483
- Wed May 10, 2006 2:44 pm
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 15269
- Tue May 09, 2006 1:55 pm
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 15269
Congratulations, that is some achievement. I too would benefit from placing my own orders. It would greatly speed my learning curve. The problem I have is backup. Or lack thereof. You may well be a lone individual as I am (?) But I have it in mind from some of your previous posts that you are buildi...
- Tue May 09, 2006 11:52 am
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 15269
An extremely good point. I have just had a long and very helpful telephone conversation with CSI on this very topic. It may be best if the broker sends the client his portfile.adm file which the client puts somewhere OTHER than in his UA files - IE he avoids overwriting his own settings. I am told t...
- Tue May 09, 2006 11:06 am
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 15269
You are right in everything you say. I have done precisely the same myself - looked up details on the relevant exchange website, not only for every contract I trade but for every contract I follow. And still, it is easy to make a mistake. I accept that. Look, this is really a subject for a different...
- Tue May 09, 2006 5:49 am
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 15269
- Sat May 06, 2006 10:53 am
- Forum: Futures Markets
- Topic: Futures Market Data Pitfalls - Newbies Beware
- Replies: 18
- Views: 15269
- Tue Apr 25, 2006 8:00 pm
- Forum: Trader Psychology
- Topic: Overcoming fear when you increase your position size ...
- Replies: 7
- Views: 10551
I do very much agree with Red Rock. I have found it to be so in my own life, albeit only in recent years. I think some of us do need to be TOLD that we can choose - I certainly did. I happen to think this a very profound and important gift - the ability to choose. I have to say though that there are...
- Tue Apr 25, 2006 6:11 pm
- Forum: Futures Markets
- Topic: S&P CNX Nifty CSI#742 "NFI"
- Replies: 4
- Views: 5084
I guess what I am saying is that an 84% increase in the value of a stock market index is an enormous gain in just over 14 months...........and you would expect to profit handsomely. In points, the increase was 1,632.30 The index level is similar to that of the DJ Euro Stoxx and the DJ Stoxx. But the...
- Tue Apr 25, 2006 10:18 am
- Forum: Futures Markets
- Topic: S&P CNX Nifty CSI#742 "NFI"
- Replies: 4
- Views: 5084
S&P CNX Nifty CSI#742 "NFI"
In the interests of possible diversification I recently took a look at the above contract. I should add that many years ago, the Indian domestic equity market had a horrendous reputation for settlement difficulties - and for this reason I have only ever dealt in foreign depository receipts for India...
- Mon Apr 10, 2006 6:05 am
- Forum: Money Management
- Topic: CAPITAL REQUIREMENT
- Replies: 10
- Views: 13773
As a postscript, I wish I could say that I DID believe in a way to tame trend following so that over the long term I could achieve both a high return and a low drawdown. Then I would devote much more money to it. But I don't think any investment strategy can guarantee that. May be Sluggo (who has, b...
- Mon Apr 10, 2006 4:13 am
- Forum: Money Management
- Topic: CAPITAL REQUIREMENT
- Replies: 10
- Views: 13773
I am sure that many will disagree. It could well be that I am 100% wrong - I have only been at this game a few short years. But viewed as a stand alone investment, in my view it is probably fallacious to believe that drawdowns, in a long term trend following model, can be minimised in any way other ...
- Wed Apr 05, 2006 8:10 am
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 28954
What I would also like to know is how people calculate their slippage. It is very clear how to calculate slippage where you have an order at a certain limit. Less so where you have a spread or an MOO order. Let us take MOO. CSI gives you an opening price which it gets from the exchange. That is the ...
- Wed Mar 08, 2006 12:42 pm
- Forum: Testing and Simulation
- Topic: Risk Reward Ratios
- Replies: 6
- Views: 6730
I suspect that one does have to listen to the pontificators or at least to the general drift that the pontificating is taking. Fashions take hold in the fund management industry as much as in any other. And if you are in the thankless business of getting blood out of a stone by raising institutional...
- Wed Mar 08, 2006 12:13 pm
- Forum: Futures Markets
- Topic: RA , NE - South African Rand, New Zealand Dollar
- Replies: 10
- Views: 10267
Damian Don't be so mean: I love Kiwis, also Aussies. Used to have lovely antipodean nannies and au pairs when I was a kid! Dinky. Anyway, what about Lord of the Rings, at least you must admit its a glorious country. Chortle. Yes, take your point and I am looking at 1 year plus trades for winners als...
- Wed Mar 08, 2006 8:16 am
- Forum: Futures Markets
- Topic: RA , NE - South African Rand, New Zealand Dollar
- Replies: 10
- Views: 10267
Hmm, that's encouraging: its even more illiquid than the NZ $. Perhaps I'm looking to be talked out of it. Mind you, speaking of someone who only recently noticed the nosedive in volume on MB and thus gave it up, I don't know quite why I'm feeling so cautious. I note that one or two of the better kn...
- Wed Mar 08, 2006 7:52 am
- Forum: Futures Markets
- Topic: RA , NE - South African Rand, New Zealand Dollar
- Replies: 10
- Views: 10267
RA , NE - South African Rand, New Zealand Dollar
Any one out there trading these rather illiquid contracts on the CME? They seem to offer useful diversification..........hmmm, perhaps better avoided.
- Wed Mar 08, 2006 3:16 am
- Forum: Testing and Simulation
- Topic: Risk Reward Ratios
- Replies: 6
- Views: 6730
Risk Reward Ratios
In trend following systems designed to hook on and hang on to long secular trends, I prefer not to pay too much attention to standard deviation or semi deviation of returns when it comes to deciding between taking profits or letting full position size run to the bitter end. And in my systems and my ...
- Fri Mar 03, 2006 10:02 am
- Forum: Futures Markets
- Topic: Winnipeg - Western Barley, Domestic Wheat Feed
- Replies: 19
- Views: 16922