Search found 200 matches
- Wed Jun 01, 2005 3:13 pm
- Forum: Money Management
- Topic: risk control in all-in portfolio system
- Replies: 11
- Views: 12102
Re: risk control in all-in portfolio system
In what context do you refer to "the typical 1 - 2%". I thought I knew but I am not so sure as your question was : "However, how do i know if i am undertrading or overtrading, that is, trading too few or too many markets". Do you mean number of markets (C, CL, SF......) or number...
- Wed May 25, 2005 4:30 am
- Forum: Testing and Simulation
- Topic: Backtesting question
- Replies: 3
- Views: 4047
- Tue May 24, 2005 11:49 am
- Forum: Testing and Simulation
- Topic: Backtesting question
- Replies: 3
- Views: 4047
In your first test you possibly have open trades at the start of 2000 (very likely if you have a LTTF system). In your second test you will not have any open trade at the start of the test period (2000). The impact of this will depend on how your testing platform/your entry code deals with this. The...
- Sun May 15, 2005 1:00 pm
- Forum: Trader Psychology
- Topic: trading myths.
- Replies: 18
- Views: 25280
What you we see in intraday Euro FX or Crude Oil is not always a manipulation............ but its absolutely impossible in long term... BARLI inadvertently mentions crude oil. I have a wacko loony theory at the moment which I don't fully believe at all but amuse myself with: the US government is ma...
- Tue May 10, 2005 2:33 pm
- Forum: Money Management
- Topic: Article: The Hidden Cost of the Stoploss
- Replies: 3
- Views: 6878
- Tue Apr 26, 2005 3:18 pm
- Forum: Testing and Simulation
- Topic: 20/10 Channel Breakout Results In Mechanica
- Replies: 5
- Views: 6317
- Sat Apr 23, 2005 4:12 pm
- Forum: Testing and Simulation
- Topic: 20/10 Channel Breakout Results In Mechanica
- Replies: 5
- Views: 6317
- Wed Sep 15, 2004 9:52 am
- Forum: Testing Software
- Topic: System Testing
- Replies: 4
- Views: 6020
Last time I checked, TradeSim couldn't even handle futures trade-by-trade data and requires the most unpleasant experience of working with MetaStock as a system coding environment. Perhaps if I checked the website I would find that these shortcomings have been improved upon. TradeSim does one thing ...
- Wed Aug 25, 2004 1:41 pm
- Forum: Testing and Simulation
- Topic: The future of LTTF system testing
- Replies: 4
- Views: 5144
- Wed Aug 25, 2004 5:15 am
- Forum: Testing and Simulation
- Topic: The future of LTTF system testing
- Replies: 4
- Views: 5144
The future of LTTF system testing
This is not a discussion about whether LTTF is dead. It is more so a discussion about the future of LTTF system testing. This post is also leaning in the direction of opinion and conjecture. Two years ago many people may likely have said: "I would never trade a LTTF system that shows a 60% draw...
- Mon Aug 23, 2004 10:16 am
- Forum: Testing and Simulation
- Topic: Cost of Production
- Replies: 10
- Views: 11537
Re: Cost of Production
The problem I see is that below a certain price point the risk vs the reward on the short side is very limited in each commodity. That's becuse the price will only go to the cost of production. The downside potential of taking a short trade is limited depending on where the system takes a trade. Th...
- Fri Aug 20, 2004 6:29 am
- Forum: Trader Psychology
- Topic: trading myths.
- Replies: 18
- Views: 25280
Re: trading myths.
1. money management is the key to trading. .....a sound money mgt scheme will do more to insure losses than gains. however, brokers will like this, because it ensures that the novice trader pays plenty of commissions before they lose too much. It also reduces the risk to the clearing firm. 2. Posit...
- Thu Aug 19, 2004 5:07 pm
- Forum: Trader Psychology
- Topic: Meditation
- Replies: 32
- Views: 40665
- Sun Aug 15, 2004 5:52 pm
- Forum: Trend Indicators and Signals
- Topic: Closing prices only...
- Replies: 4
- Views: 7055
- Fri Aug 13, 2004 9:26 am
- Forum: Trend Indicators and Signals
- Topic: Closing prices only...
- Replies: 4
- Views: 7055
MM, When you say 'indices' do you mean the actual cash basket or the future? It seems strange that a future would only show the C, but a cash series I could perhaps understand not having a full OHLCVOI. Highs and Lows are useful data points for intra-day stops and entry orders in testing a long term...
- Wed Aug 11, 2004 5:52 am
- Forum: Testing and Simulation
- Topic: Ideal Timing for Large Lump Sum Investment
- Replies: 8
- Views: 8069
There have been a few papers written on this subject......Most of which agreed that investing in a system that is in a drawdown is a good place for additions. This is true......until it isn't. Indeed. I am yet to be a great trader by any measure so perhaps my real experiences are not much for other...
- Tue Aug 03, 2004 11:47 am
- Forum: Market Psychology
- Topic: Concepts of behavioral finance ...
- Replies: 11
- Views: 27189
- Tue Jul 13, 2004 1:00 pm
- Forum: Trend Indicators and Signals
- Topic: has anyone studied Toby Crabel's ideas?
- Replies: 6
- Views: 9214
The rate of change of volatility can be used in a trend following system to change the exit signal, for instance. Perhaps a MA used for exit (say a 5 day) can be moved to 3 day in event of certain rate of increase in volatility, Richard, I use 'open trade management' methods that are a function of,...
- Mon Jul 12, 2004 10:30 am
- Forum: Market Psychology
- Topic: Big Picture: market risk and memory
- Replies: 2
- Views: 10687
Big Picture: market risk and memory
Flipping the pages of the July issue of Risk I found their quote of the month: "Look at our revenues compared with our VAR and calculate our Sharpe ratio. If we were a hedge fund, we would be the best hedge fund in the history of the world by some huge multiple" Attributed to the global he...
- Sat Jul 10, 2004 3:00 pm
- Forum: Futures Markets
- Topic: Which commodity is good for beginner trader?
- Replies: 18
- Views: 14373
Yes, look for liquidity, small tick size, lowish volatility. There are a few and some have been mentioned. For no good reason I like the Eurodollar contract (ED, not the currency). One advantage that you have the ability to trade an expiry that is 12 months away from delivery so may avoid rollover a...