Search found 392 matches

by RedRock
Fri Oct 12, 2012 3:18 pm
Forum: Trader Psychology
Topic: Seykota's FAQ
Replies: 38
Views: 18017

Somewhere deep in my memory-banks, I recall Mr Neiderhoffer went bust a time or two before ltcm madof it fashionable. ehhhh fwiw
by RedRock
Wed May 16, 2012 10:01 pm
Forum: Data Providers and other non testing software
Topic: CSI data different on perpetual contract than on actual
Replies: 4
Views: 3129

If you have intraday charts, take a look and see what really happened. You can adjust the contract month in csi to match reality and re run your distribution which will rebuild your files with the now accurate data. Also, notify csi of the errors so they may correct their database for the next downl...
by RedRock
Mon Apr 30, 2012 10:14 am
Forum: Data Providers and other non testing software
Topic: CSI Beta 120
Replies: 11
Views: 6841

Had an error saying I didn't have some wrapper layer from MS on my machine. Perhaps too early for me...
by RedRock
Thu Mar 29, 2012 8:32 pm
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27319

May Lumber CSI error?

CSI and the CMEs website have the low and settle on all session LBK12 in error according to my intraday charts.

May 12 all session lumber cme 03/29/2012

O 262.90
H 265.00
L 261.50
C 264.90


They have L and C at 261.00
by RedRock
Tue Mar 27, 2012 3:52 pm
Forum: Testing and Simulation
Topic: High win %
Replies: 5
Views: 2281

Larry Williams did quite a bit with these digs. Usually Large losers, many small winners. A few big hits... Perhaps a bailout type exit which allows a market move on day one but is ruthless about getting out even if it doesn't take off pronto...
by RedRock
Sat Feb 04, 2012 12:00 am
Forum: Market Psychology
Topic: Wall St Week. With Louis Rukeyser.
Replies: 1
Views: 2769

Wall St Week. With Louis Rukeyser.

http://youtu.be/XFn1G2goDQw In the aftermath of the 1987 crash, Rukeyser commenced with the following, “Ok, let’s start with what’s really important tonight. It’s just your money. It’s not your life. Everybody who really loved you a week ago still loves you tonight and that’s a heck of a...
by RedRock
Thu Jan 05, 2012 12:35 pm
Forum: Data Providers and other non testing software
Topic: Third party data in Trade Station
Replies: 1
Views: 2259

Multi Charts, may be worth a glance as a TS alternate.
by RedRock
Fri Dec 16, 2011 12:29 pm
Forum: Trader Psychology
Topic: Performance Enhancing Trading Drugs
Replies: 22
Views: 12222

A friend long ago was a king in the SP pit. Back when a handle was still $500. A rags (well, nice rags) to riches story. He ate Quaaludes as if they were M&Ms on a daily basis. A top step trader, who really couldn't have done much better... While I have no firsthand experience with such chemistry, t...
by RedRock
Mon Dec 12, 2011 11:25 am
Forum: Testing and Simulation
Topic: Robustness of systems
Replies: 9
Views: 3207

Heavy Sigh. The contrarian in me leaps for joy. Yet she too is mortal.
by RedRock
Thu Dec 08, 2011 1:16 pm
Forum: Testing and Simulation
Topic: Robustness of systems
Replies: 9
Views: 3207

Yes. Less is more in the future, usually.
by RedRock
Thu Dec 08, 2011 12:08 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27319

E2SH12 Mch 12 Schatz. I'm showing a close of 100.08 uhhhh no.
by RedRock
Thu Nov 10, 2011 11:32 pm
Forum: Money Management
Topic: Is Modern Portfolio Theory Dead?
Replies: 22
Views: 14647

the portfolio was uncorrelated until it wasn't.
the systems were uncorrelated until they weren't
the CTAs provided nice diversity against one another, until they didn't.
etc
by RedRock
Wed Sep 28, 2011 12:27 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 14541

I'll just throw in my 2c ... Entering in 12 tranches is probably a fairly good proxy for entering new trades only. A VLT long only system may have been in gold as example, for quite some time. The stop level may be 500.-1000 handles away. Would I really want to enter that trade now... Me, no. Ill f...
by RedRock
Mon Sep 26, 2011 4:13 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 14541

Why not test it and see... You could step the start date and on that date take all positions, or from that date, only take new entries. There are pros and cons to either path. Look out one week, month, quarter, x years... See what has happened in those time frames individually and as a group. Excel...
by RedRock
Mon Sep 26, 2011 1:41 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 14541

I use the 1/2 'sage advice' tool as an option routinely now when faced with for example, a synchronization error, or unusual price/market scenario. Having that option is a relief from the quandaries traders sometimes face. Thank you Sir Sluggo, for bringing the tool to light! While it seems obvious,...
by RedRock
Mon Sep 26, 2011 1:02 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 14541

I did a bit of research on this and found that putting on all the existing positions on the launch date vs. taking only new positions outperformed more than 70% of the time. How about your start trade drawdown? Was that better too? Which gave you the least chance of going broke right from the get-g...
by RedRock
Sat Sep 24, 2011 5:40 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 14541

Why not test it and see... You could step the start date and on that date take all positions, or from that date, only take new entries. There are pros and cons to either path. Look out one week, month, quarter, x years... See what has happened in those time frames individually and as a group. Excel ...
by RedRock
Wed Jun 29, 2011 12:03 am
Forum: Forex
Topic: Best FX Brokers
Replies: 19
Views: 10599

IB? They don't edge in on the spreads, just a standard commission. Friends n' family, kind... +
by RedRock
Mon May 23, 2011 3:10 pm
Forum: Testing and Simulation
Topic: tracking intraday sequences (time stamps) on daily bars
Replies: 14
Views: 5437

You would of course, use intraday timeframe data in order to have that information. I would like a feature request along the lines of clairvoyant parameters. Something like, "if next trade is winner, then do so-n-so"... An extension of these new options may be an intra-bar knowledge of events. Hmmm ...
by RedRock
Sun Apr 10, 2011 7:01 pm
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70315

@AFJ Garners' advice.... Like!