Traders' Roundtable

Somewhere deep in my memory-banks, I recall Mr Neiderhoffer went bust a time or two before ltcm madof it fashionable. ehhhh fwiw

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 ...

Had an error saying I didn't have some wrapper layer from MS on my machine. Perhaps too early for me...

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

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...

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 ...

Multi Charts, may be worth a glance as a TS alternate.

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 ...

Heavy Sigh. The contrarian in me leaps for joy. Yet she too is mortal.

Yes. Less is more in the future, usually.

E2SH12 Mch 12 Schatz. I'm showing a close of 100.08 uhhhh no.

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

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 ...

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 ...

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 ...

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 ...

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 ...

IB? They don't edge in on the spreads, just a standard commission. Friends n' family, kind... +

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 ...

@AFJ Garners' advice.... Like!