Search found 410 matches

by LeviF
Thu Dec 01, 2011 12:38 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 9720

Re: fiat currency, gold standard, etc.

Can't this effect be studied by having an XAU/USD forex file and setting the Blox base currency to XAU?
by LeviF
Fri Nov 04, 2011 1:32 pm
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 12923

BuyHigh SellLow wrote:"If you don't do TF, what then? Ignore trends? Sell new highs and buy new lows? You have no choice."
My thoughts exactly.
by LeviF
Thu Nov 03, 2011 2:30 pm
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 12923

If you uncover answers to these questions, what do you do with said information?
by LeviF
Thu Oct 20, 2011 1:06 pm
Forum: Trader Psychology
Topic: Current Market Psychology
Replies: 11
Views: 6414

Chris , I don't know if i mentioned it to you in one of our conversations, but your "elapsed time since war" idea is similar to my "great-grandfather+" theory. We are aware of what happened in our parents generation because there are plenty of people around to preach it. Likewise, many people are a...
by LeviF
Thu Oct 06, 2011 1:17 pm
Forum: Money Management
Topic: What happens when your porfolio correlates to 1?
Replies: 4
Views: 4357

What happens when your porfolio correlates to 1?

I have not found it beneficial to limit total risk in my systems. I think this is primarily due to having uncorrelated instruments in the portfolio. Adding more and more uncorrelated instruments while increasing total risk, should decrease "effective" risk. However, what happens if the instruments b...
by LeviF
Mon Sep 26, 2011 3:12 pm
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 16522

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 LeviF
Wed Sep 21, 2011 10:31 pm
Forum: Trader Psychology
Topic: Beware the outside investor with the iron stomach...
Replies: 5
Views: 4646

I have a client who is an active stock trader dip-buyer. I'm not sure how that is going to work out for him in the next bear market, but I'm in a 45% draw down and he increased his investment by 75% recently and convinced a buddy to open an account too to take advantage of the dip. We need a stable ...
by LeviF
Wed Sep 07, 2011 11:50 pm
Forum: Futures Markets
Topic: Non Trending Futures
Replies: 5
Views: 3376

About a month ago I was complaining that my exposure to CHF was very low because I've mostly been long for years. I'm not complaining anymore!
by LeviF
Wed Sep 07, 2011 11:29 am
Forum: Futures Markets
Topic: Non Trending Futures
Replies: 5
Views: 3376

Currency intervention is certainly nothing new...
by LeviF
Wed Aug 17, 2011 9:32 am
Forum: Testing Software
Topic: Programming Q
Replies: 3
Views: 2624

It was a precision problem. I cant for the life of me figure out where the issue is being introduced, but lopping off some unnecessary decimal places is taking care of it.
by LeviF
Wed Aug 17, 2011 1:27 am
Forum: Testing Software
Topic: Programming Q
Replies: 3
Views: 2624

Programming Q

I posted this on the MT4 board with no response yet. I am printing the following statement: Print(Order_Symbol, ",", Order_Quantity, ",",(OrderType() == 1),",", (Order_Quantity == 0)); It returns (symbol, 0, 1, 0) Any idea how Order_Quantity = 0 and Order_Quantity == 0 could return FALSE in the same...
by LeviF
Fri Aug 12, 2011 11:31 am
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 10410

I was up till 230AM last night working on an MT4 script that will automatically place orders with my broker based on Blox output. I am coming along slowly but steadily; it sure is satisfying as your code comes together and you get your desired output piece by piece...
by LeviF
Thu Aug 11, 2011 12:00 pm
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 10410

babelproofreader wrote:However, IMHO one great thing about Metatrader is the history export function. Using this you can get free history going back many years
Can this conveniently be used as a substitute for CSI for order generation in Blox?
by LeviF
Wed Aug 10, 2011 1:06 pm
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 10410

Anyone here familiar with MT4?

Does it have any portfolio management capabilities, like can I run a simple script to close x% of all open positions?
by LeviF
Tue Jul 26, 2011 8:37 pm
Forum: Testing and Simulation
Topic: Blend which other system types w/LTTF for smoother eq curve?
Replies: 20
Views: 10674

Chuck B wrote:I did years of research on this type of thing back about 15 years ago...
This post comes to mind:

viewtopic.php?p=35018&highlight=crosshairs#35018
by LeviF
Mon Jul 25, 2011 10:31 pm
Forum: Futures Markets
Topic: London Sugar and London Coffee (Robusta)
Replies: 11
Views: 5040

What's equally impressive is that Google has already indexed Sluggo's post in that keyword search, less than 2 hours later.
by LeviF
Fri Jul 22, 2011 10:04 pm
Forum: Testing and Simulation
Topic: Blend which other system types w/LTTF for smoother eq curve?
Replies: 20
Views: 10674

Let us not forget soon-to-be professional trader LeviF's recommendation: Simultaneously trade several copies of your trend-following system, where each copy uses the exact same entries but different exits, arranged thus: Let copy #1 be the original, unmodified system which Lets Profits Run a la tre...
by LeviF
Mon Jul 04, 2011 6:19 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 33675

Keep in mind if you hold a position a very long time, if your equity has been increasing and you size based on x% of equity, the old position will have less of an impact on your equity than a more recent entry.
by LeviF
Sat Jul 02, 2011 9:02 am
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 33675

Dont forget you dont have to get out of your entire position at a profit target. You can leave in 1% to 99% of your original size.