Traders' Roundtable

Sure I understand.....mikecautillo@yahoo.ca...shoot me an email.

Same to you Toosday....is trading your full time vocation?

Hey Toosday, I do not have any desire to start trading with only 10K nor did I express this, I only mentioned this as a response to your post that you suggested maybe this amount would make a good starting point after I had asked-how is everyone calculating start up capital required to trade their s...

Hi Guys,

Anyone have some suggestions on an indicator that would compliment the Triple moving averages...something that maybe you guys have tested with this....acts as somewhat of a filter for some of the noise in the market.

Thanks all!!

Thanks RHC....great help.

If I was following lets say 25-30 markets.....LTTF .....is 250K sufficient to give this a good go.

How about for futures....that brings me to another point-have you ever looked at the performance of trading one future at a time and how successful this would be ...if you did have limited captial.

Toosday....I can certainly appreciate your feedback and concern. I totally understand that in this business-its all about managing your risk and that is the delicate trade off for what you want out of the markets. The funny thing is I tend to lean more towards more risky side then conservative. I am...

AFJ.... interesting piece .....thanks so much. This is definitely becoming more of the case...needing to looking at the specifics of the rule and its consequences... by the sound of it you been through this once or twice. As I said I need to train my brain-no assumptions. I appreciate you taking the...

AFJ...I am testing 50 markets...but you confused me, if it takes all the trades initially and the risk limit hasn't been hit...then isn't it doing what its supposed to do to....the fact is it should not not take any additional positions if the total risk is hit...how does the standard setting in the...

Definitely a loaded question Toosday....I apologize for this but let me clarify where i was going with this....after you have performed your back test and let us assume you have plugged in all the appropriate MM rules....would the starting equity you started with be the appropriate number that would...

True that...I definitely will evaluate why and how it will improve my system...always do.

Not sure is you saw one of my last post...how are you evaluating how much capital is required to start trading your system.

Thanks.

Ill...I just quickly ran the risk manager and plugged a 30% maximum risk threshold and in comparison to no risk manager the results came out much better....it raised my CAGR% and reduced my draw down....is this normal.

AFJ...are you saying that you will need to establish how and what markets are traded when the the total equity risk has been hit....if so would it not be on a first come first serve basis....random??

I will try this fab....this is a very good idea....as I do want to evaluate the effects of total risk limits on my portfolio...I imagine this will have a noticeable impact. Just want to throw this out there....how are you all going about calculating the required capital to start trading your system?...

So regarding increasing the stop to obtain a better perspective on the total equity risk....I did 5ATR and we get 60% TER max. & 17% CAGR and 26% DD...I then bumped it up to a 20ATR stop and got 30% TER max- 6.6% DD and 6% CAGR...I then put a 1ATR stop and got a 80% TER max-a 54% DD and a 22.8% ...

Thanks to all for your posts...great feedback. Ill...yes this is true about running multiple systems simultaneously in an uncorrelated portfolio reduces risk but I think you can also manage this through a well diversified uncorrelated portfolio. I think for me anyway, I need to perfect one system be...

No worries Ill...aren't we all learning everyday regardless of our skill level. I have been learning the trend following method for about 6 months...I have been following Covel..read one of his books and bought his training. Regarding the Mar....the crazy thing is the results you get with a MAR of e...

Thanks for the help illuminati....I take it the higher the MAR the better...although I did reead in a trend follwoing article that hall of fame traders will achieve a Mar of .5-1.0....is this true. Thus far the beest I can muster up is anywher from .75-1. I will look into the Sortino and I am defina...

Hi Guys and Gals, I have been recently testing a few systems and fairly new to back testing. Was wondering if anyone would be so kind to share with me some input, what are some of the most important numbers you should look at right off the get go when the results come back. One of the systems I am t...