Search found 8 matches

by GENX
Mon Mar 26, 2007 9:12 am
Forum: Testing and Simulation
Topic: Your advice: what's a reasonable way to test RANDOM EXITS?
Replies: 13
Views: 11044

Randomness with Order

Flip out the old stethiscope at day of entry and document the following: ATR @ Entry Signal X Calendar Day ATR X March 26 (ATR*26)/30days = Stethiscope number (S#) Running Mean of ATR for last 30 days= 30!ATR S#/30!ATR and smooth by say 15 days= Exit monitor When Exit Monitor displaces by 1STD exit ...
by GENX
Thu Nov 30, 2006 6:16 pm
Forum: Market Psychology
Topic: A cyborg Trader? (Half Man, Half Machine)
Replies: 18
Views: 25420

c.f. wrote" I happen to believe that I can trade slightly better than a purely mechanical system. However, I hate watching the price screens, it was boredom with that aspect of trading that caused me to retire. I couldn't agree more c.f.! Except I don't know if I could do better. Perhaps trading off...
by GENX
Sat Nov 18, 2006 12:16 pm
Forum: Testing and Simulation
Topic: Number of optimized variables and ranking of system goodness
Replies: 18
Views: 10495

Barli,
A picture is worth a thousand words as they say.
Thanks for the chart. I will have to check that book out.
by GENX
Fri Nov 17, 2006 10:12 am
Forum: Testing and Simulation
Topic: Number of optimized variables and ranking of system goodness
Replies: 18
Views: 10495

BARLI WROTE taught from Mark Fisher to test only those situation where traders are " caught" BARLI, I was wondering how do you identify those situations? I assume that it could be documented by being on the floor and watching the buzz and forlorn faces while monitoring how much ground a market moved...
by GENX
Mon Oct 30, 2006 7:01 pm
Forum: Market Psychology
Topic: Increased money flow into commodities
Replies: 7
Views: 11839

I always thought it would be neat to keep up with contracts like Paul Jones. But I have not made time to do that, it was however interesting to see his prophecy fulfilled on measuring inflation.(millions of contracts) I would suppose that these markets are acting similar to how they have always acte...
by GENX
Mon Oct 30, 2006 6:27 pm
Forum: Market Psychology
Topic: Increased money flow into commodities
Replies: 7
Views: 11839

I thought what Paul Tudor Jones had to say was pretty interesting on the influx of diverse types of entities who were buying oil contracts in 2003.

See the following link for the webcast:
http://www.clicklive.com/NYMEX/symposium_2003/jones.htm
by GENX
Thu Oct 19, 2006 8:07 pm
Forum: Testing and Simulation
Topic: When To Stop Trading
Replies: 43
Views: 35966

Thank you very much sluggo.
by GENX
Thu Oct 19, 2006 10:53 am
Forum: Testing and Simulation
Topic: When To Stop Trading
Replies: 43
Views: 35966

Dean Hoffman wrote [quote]On a separate note, I am staying away from the Trading Blox vs. Mechanica thing! That was NEVER my intention. I think they are both fantastic products and I am forever grateful to both Bob Spear and c.f. for making these available to us. I highly recommend them both and I h...