Search found 8 matches
- Fri Dec 14, 2007 12:16 pm
- Forum: Trend Indicators and Signals
- Topic: How to determine the narrowest point based on the Bollinger
- Replies: 4
- Views: 7736
- Mon Oct 08, 2007 7:28 pm
- Forum: Data Providers and other non testing software
- Topic: Where to get accurate historical tick data?
- Replies: 16
- Views: 17066
One quick and dirty method of data checking to get a sense of the accuracy any tick data source is to form daily bars from the tickdata and then check the high and low versus known good historical daily data. It is amazing what this simple check will reveal about many vendors’ tick data...no matt...
- Tue Oct 02, 2007 10:34 am
- Forum: Data Providers and other non testing software
- Topic: Where to get accurate historical tick data?
- Replies: 16
- Views: 17066
- Tue Sep 11, 2007 12:12 pm
- Forum: Money Management
- Topic: How do I reduce risk in this situation?
- Replies: 17
- Views: 17451
What if it doesent bounce back or fill at your lmt? Then you Lose. :twisted: Seriously though, if you look at traders like Chick Goslin, he often doesn't have a stop on overnight for this very reason. What we're trying to avoid is getting stopped out because of overnight-session shenanigans that ar...
- Mon Sep 10, 2007 2:28 pm
- Forum: Money Management
- Topic: How do I reduce risk in this situation?
- Replies: 17
- Views: 17451
This kind of thing happens in mini contracts pretty often. Big selloff in the illiquid overnight session, then opens way down, takes out a ton of stops and bounces back to normal within a half hour. As was mentioned, not such a big deal for people trading daily bars as opening gaps figure into ATR, ...
- Thu Aug 23, 2007 12:59 am
- Forum: Trend Indicators and Signals
- Topic: Follow Leading or Lagging indicators?
- Replies: 10
- Views: 11832
- Sun Aug 12, 2007 4:10 pm
- Forum: Testing and Simulation
- Topic: Some Thoughts on Variance of True Range
- Replies: 4
- Views: 4970
- Fri Jul 27, 2007 1:49 pm
- Forum: Trend Indicators and Signals
- Topic: Jim Simons
- Replies: 15
- Views: 45795
For me, the odd part was about his models changing weekly. Markets do change, but on a weekly basis? He could be referring to adaptive systems, rolling optimizations, etc. If your entry criteria has the term ATR in it, then isn't your system changing by the week? A simple example, but still. Also, ...