Search found 17 matches
- Thu Mar 22, 2012 12:43 pm
- Forum: Futures Markets
- Topic: Asian Markets - Brokerage P&Ls, Anyone?
- Replies: 3
- Views: 3704
- Mon Mar 12, 2012 2:09 pm
- Forum: Testing and Simulation
- Topic: Testing Results Question
- Replies: 17
- Views: 11034
I have and indicator that when it reaches a threshold it goes long and then exits when it reverses to another level. Double checked and yes it is entering and exiting how I'm instructing. So then I am confused about why you are confused. :-) If it's doing what you want by following the signals of y...
- Mon Mar 12, 2012 1:37 pm
- Forum: Testing and Simulation
- Topic: Testing Results Question
- Replies: 17
- Views: 11034
- Sat Feb 18, 2012 5:04 pm
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 40505
- Wed Feb 08, 2012 8:41 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 40505
Re: Musings on (worthless) Past Performance
I used a VERY simple strategy of buying the top 5 CTAs in 2007 as measured by their Sharpe Ratio. I then compared that to my results five years later at the end of 2011 to see how I did. (below).. In a nutshell, it failed miserably. Performance fell apart, the out of sample Sharpe Ratios fell an av...
RJO?
I am moving my futures trading to Wisdom Financial and I am trying to decide between RJO and OEC for my FCM (ok, OEC isn't a clearing firm itself). I lean toward RJO given their exclusive focus on futures, their size and (seemingly) well respected reputation in the industry. But I also like OEC's pl...
- Sat Feb 04, 2012 7:52 am
- Forum: Futures Markets
- Topic: Doing business in the post MFG era
- Replies: 13
- Views: 8852
- Thu Feb 02, 2012 11:08 am
- Forum: Brokers
- Topic: Forex brokers
- Replies: 5
- Views: 5871
- Thu Feb 02, 2012 10:38 am
- Forum: Brokers
- Topic: Forex brokers
- Replies: 5
- Views: 5871
- Thu Feb 02, 2012 9:37 am
- Forum: Brokers
- Topic: Forex brokers
- Replies: 5
- Views: 5871
Forex brokers
I don't trade forex much but recently put on a few trades and I noticed that the amount of positive carry that I was making on positive interest rate pairs seemed far less than the amount of negative interest I was losing when I had on negative interest rate pairs. After some digging, I discovered, ...
- Sun Jan 15, 2012 9:18 pm
- Forum: Trend Indicators and Signals
- Topic: consistency of entry method AND symbol
- Replies: 10
- Views: 11472
- Sun Jan 15, 2012 4:59 pm
- Forum: Trend Indicators and Signals
- Topic: consistency of entry method AND symbol
- Replies: 10
- Views: 11472
I read a study once, which I'll link later if I can find it, that said skipping valid trades due to capital limitations (or other reasons) can kill a system with a profitable expectancy because it adds a random element to the system (the ability to take the trade) that degrades your edge. Greyzy giv...
- Sun Jan 15, 2012 4:53 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27429
- Thu Dec 01, 2011 8:46 pm
- Forum: Trader Psychology
- Topic: Serious Question to Forum Traders
- Replies: 15
- Views: 14343
Perhaps this advice can be applied to the current situation. If you worry that the markets have changed in a way that severely damages your trading method's profitability, perhaps the thing to do is reduce position size. Reduce it to the point that lets you sleep again. For some people, the sleepin...
- Thu Oct 27, 2011 8:04 pm
- Forum: Trader Psychology
- Topic: Current Market Psychology
- Replies: 11
- Views: 10387
Re: Current Market Psychology
More stupid than ever ? Today just takes the cake. A 3+% rally based on yet more empty promises without details? Really? I don't buy into conspiracy theories about market manipulation, but I wonder if there are big money banks and funds that have figured out how to catch a large number of market pa...
- Sun Sep 18, 2011 7:55 pm
- Forum: Trend Indicators and Signals
- Topic: How to determine the TREND?
- Replies: 3
- Views: 6524
Stepping back a bit, the issue you raise points to an unsolvable trading dilemma, which is that there is simply no 100% sure way to know if the pull back in your uptrend is just a short-term pull back prior to trend resumption, or whether it is the end of the trend (there may be ways to handicap the...
- Sat Aug 20, 2011 6:27 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27429
Oh Great Socrates (dig your handle!): Me, I'm a bit stubborn. I like the full-sized contracts. Had a long talk with the wifey and we upped our investment to $165K. As we speak that allows us to trade 6 contracts of EuroDollar, 1 contract of Corn, 1 contract of Soybean, and 1 contract of Canadian Do...