Search found 110 matches
- Sun Jan 20, 2013 8:35 am
- Forum: Trader Psychology
- Topic: Seykota's Essentials Card - Revisited
- Replies: 6
- Views: 11667
- Sat Jan 19, 2013 1:44 pm
- Forum: Trader Psychology
- Topic: Seykota's Essentials Card - Revisited
- Replies: 6
- Views: 11667
- Fri Jan 18, 2013 7:30 am
- Forum: Trader Psychology
- Topic: Seykota's Essentials Card - Revisited
- Replies: 6
- Views: 11667
- Fri Jan 18, 2013 7:18 am
- Forum: Trader Psychology
- Topic: Seykota's Essentials Card - Revisited
- Replies: 6
- Views: 11667
Seykota's Essentials Card - Revisited
I have the essentials card with me for about five years now: http://www.seykota.com/tribe/essentials/card.htm I have found that the essentials are really valid and even more "essential" now, more than ever. The "essentials" rules of thumb are: The Essentials Ride Your Winners Cut...
- Mon Jun 18, 2012 4:17 pm
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 21829
Re: The Mirage
As the thread's title is The Mirage and perhaps this is a pretty good example of a big mirage, I include equity curves in both scales.Aaron01 wrote:Do you have the 2nd chart scaled logarithmically?
- Mon Jun 18, 2012 11:59 am
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 21829
Re: The Mirage
Yes, the system worked well for over 30 years and then clapped out the day I started trading. How was I to know? With hindsight, what should I have done? What should I have learnt from the exercise? With hindsight everything is as clear as crystal. You just change the system and get different backt...
- Sun Jun 17, 2012 12:16 am
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 21829
Trend following isn't broken, it hasn't come to an end and some recent posts on this forum have very clearly pointed out whats changed. Understand and adapt or die. Or perhaps we're in the process of the markets getting rid off most trend followers until TF starts to work again? What kind of adapta...
- Tue Nov 16, 2010 8:10 pm
- Forum: Testing and Simulation
- Topic: Many systems + few instruments? Or, Few Sys + Many Instr?
- Replies: 14
- Views: 13091
- Tue Nov 16, 2010 7:21 pm
- Forum: Testing and Simulation
- Topic: Many systems + few instruments? Or, Few Sys + Many Instr?
- Replies: 14
- Views: 13091
I find it interesting that there is a general bias to backtest systems using very large portfolios when actually only a small number of traders or funds will be able to actually trade such portfolios. I suspect that with unusually large and diversified portfolios almost everything works better and y...
- Fri Nov 12, 2010 9:49 pm
- Forum: Market Psychology
- Topic: Email that I received today
- Replies: 10
- Views: 14136
http://www.curtisfaith.com/2010/11/12/sane-banking-in-the-age-of-insanity-to-come/ The mortgage crisis WILL blow up and when it does there will be many big banks to fall, and many bank executives in jail. Don’t let it be your bank. Get your money out of BankAmerica, Shittybank, Wells Fargo, Goldma...
- Thu Nov 04, 2010 10:09 pm
- Forum: Testing and Simulation
- Topic: Four systems, One small portfolio and Cotton trading
- Replies: 6
- Views: 6024
- Thu Nov 04, 2010 8:12 pm
- Forum: Testing and Simulation
- Topic: Four systems, One small portfolio and Cotton trading
- Replies: 6
- Views: 6024
The performance values include the Cotton instrument. Slippage and commission values were the default ones of Trading Blox Builder. The data used was the free data available at http://www.tradingblox.com/tradingblox/free-historical-data.htm courtesy of the Trading Blox Builder team. Please feel free...
- Thu Nov 04, 2010 8:05 pm
- Forum: Testing and Simulation
- Topic: Four systems, One small portfolio and Cotton trading
- Replies: 6
- Views: 6024
- Thu Nov 04, 2010 8:02 pm
- Forum: Testing and Simulation
- Topic: Four systems, One small portfolio and Cotton trading
- Replies: 6
- Views: 6024
Four systems, One small portfolio and Cotton trading
I got a 7-day trial version of Trading Blox Builder and decided to run some tests with four of the pre-supplied trading systems. The systems are the ATR Channel Breakout, Bollinger Band Breakout, Donchian and Dual Moving Average. Some modifications were introduced, however: 1) a MACD (75, 200) direc...
- Thu Nov 04, 2010 7:36 pm
- Forum: Trader Psychology
- Topic: I decided to override the system today
- Replies: 13
- Views: 17159
- Sat Oct 30, 2010 5:44 pm
- Forum: Testing and Simulation
- Topic: One system, two portfolios, 24000 parameter settings
- Replies: 9
- Views: 9863
Re: One system, two portfolios, 24000 parameter settings
Please feel free to perform similar experiments yourself, possibly using different systems, different portfolio construction rules, different portfolio sizes, and so forth; whatever interests YOU. Run some tests! Collect some data! Analyze the results and, occasionally, have a Eureka! moment. Slugg...
- Wed Oct 27, 2010 9:25 pm
- Forum: Testing and Simulation
- Topic: How to trade a "Blow-Off Top" chart pattern?
- Replies: 3
- Views: 4219
Re: How to trade a "Blow-Off Top" chart pattern?
The only way to know how to exit a blow-off is by defining what a "blow-off" is, in the ever evolving moment of "now".rhc wrote:My own Cotton position was exited in mid September...
- Fri Apr 23, 2010 10:27 am
- Forum: Testing and Simulation
- Topic: Correlation - Inputs vs. Outputs
- Replies: 10
- Views: 6922
One thing I have been guilty of, and seen many others guilty of is continually changing between ideas, systems and not necessarily settling on one... then I remind my self nothing works all the time. Perhaps we can draw a parallel between trading systems and girlfriends. Is there an optimal girlfri...
- Sun Feb 21, 2010 12:44 pm
- Forum: Market Psychology
- Topic: How to change trader's mind set?
- Replies: 5
- Views: 10047
Re: How to change trader's mind set?
When trader is on losing position, he is willing to take more risk in order to cover the original equity, so he will invest more on average. When trader is on winning position, he is afraid to lose his existing profit and not willing to take more risk, so he will take profit quickly. ... Do anyone ...
- Wed Jan 13, 2010 9:14 pm
- Forum: Testing and Simulation
- Topic: When to implement a new system
- Replies: 8
- Views: 4975
Re: When to implement a new system
Also, when testing using the same parameters but on different markets is it totally ridiculous to take the markets that result in negative average trades out of your test? Classic case of portfolio optimization but perhaps those markets don't trade as well. Perhaps you can also find a compromise he...