Search found 127 matches

by Chelonia
Wed Jun 20, 2012 3:05 am
Forum: Testing and Simulation
Topic: Fuzzy logic trend filter
Replies: 7
Views: 3034

Fuzzy logic trend filter

Would be interesting to find out more about the fuzzy logic trend filter Michael J. Clarke/Clarke Capital Management is using. One common feature across all programs is their use of filters to weed out trades during potential choppy periods. One such filter Clarke believes is unique to their program...
by Chelonia
Sat Jun 09, 2012 6:18 am
Forum: Testing and Simulation
Topic: What happened to the "Diversions" section?
Replies: 2
Views: 1475

Too much truth in that section :-)
by Chelonia
Thu Jun 07, 2012 10:50 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 25264

In light of your question I want to repost an earlier article I wrote. At the brink of Monetary Failure Debts keep on multiplying exponentially by interest. It´s like a bucket of water with a big hole in it which is perpetually expanding, so long as we can borrow enough obfuscated money (water) bac...
by Chelonia
Thu Jun 07, 2012 10:17 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 25264

We allocate our equity over short, medium, and long term systems. Just another diversifier. No massive up months, but also no major drawdowns. Has given us a nice middle ground in terms of risk/return.
by Chelonia
Wed May 30, 2012 1:12 am
Forum: Brokers
Topic: Knight Capital Group Announces To Acquire Penson Futures
Replies: 0
Views: 2877

Knight Capital Group Announces To Acquire Penson Futures

PRESS RELEASES MAY 29, 2012 Knight Capital Group Announces Agreement To Acquire The Futures Division Of Penson Financial Services, Inc. JERSEY CITY, N.J., May 29, 2012 /PRNewswire/ -- Knight Capital Group, Inc. (NYSE Euronext: KCG) today announced that it has agreed to acquire certain assets and lia...
by Chelonia
Mon May 21, 2012 8:28 pm
Forum: Testing and Simulation
Topic: Exercise N° 1
Replies: 10
Views: 3757

There is always discretion :-)
by Chelonia
Fri Mar 30, 2012 8:09 am
Forum: Trader Psychology
Topic: Question to those of you who are full time system traders
Replies: 10
Views: 7307

Sounds somewhat rude but your best insurance is: Don´t trade
by Chelonia
Thu Mar 15, 2012 7:19 am
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 11293

I find this quite remarkable. So are you saying you re-balanced away from trend following? If so then what other strategies are used if any.
by Chelonia
Sat Mar 10, 2012 3:59 pm
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 11293

There a link here related to the very same issue.

Trend following at the brink of monetary failure

viewtopic.php?p=51469&highlight=#51469
by Chelonia
Sun Feb 26, 2012 4:27 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

ADM-Penson-MF Global
by Chelonia
Sat Feb 25, 2012 2:29 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 86473

Invert trades :-)
by Chelonia
Tue Feb 14, 2012 4:12 am
Forum: Testing and Simulation
Topic: CL rolled to Dec12
Replies: 2
Views: 1545

Check roll setting in CSI. They have added more roll options and it could be you have to check OI & V as the default setting is now OI only. Check all your contracts
by Chelonia
Sun Feb 12, 2012 6:30 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

Deleted by moderator
by Chelonia
Sun Feb 12, 2012 6:26 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

According to Investment News, the 10 largest clearing firms ranked by broker-dealer clients are: • Pershing LLC • Penson Financial Services, Inc. • National Financial Services LLC (a subsidiary of Fidelity Investments) • Broadcort & Merrill Lynch Professional Clearing Corp. (Bank of America ...
by Chelonia
Sun Feb 12, 2012 6:21 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

Here´s a link with investimonials about Interactive Brokers for anyone interested...

http://investimonials.com/brokers/revie ... =6#reviews

Another thread:

http://www.bigmiketrading.com/brokers-d ... blems.html
by Chelonia
Sun Feb 05, 2012 6:05 am
Forum: Trend Indicators and Signals
Topic: Transtrend way of measuring market "trendiness": T
Replies: 8
Views: 9658

Thanks Jez, where do I read the TP value after testrun?
by Chelonia
Sat Feb 04, 2012 4:27 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

The IB I work with can also provide access to these markets for 1.75 a side + fees
by Chelonia
Fri Feb 03, 2012 11:54 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

Deleted by moderator.
by Chelonia
Fri Feb 03, 2012 7:12 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

Irrespectfull of their wider coverage which is their strong point we would never deal through IB. We use CQG through Penson paying lower fees than offered by IB and with robust backup facilities. Alternatively you could go with ADM but their fees are significantly higher then what we pay. ADM on the...
by Chelonia
Fri Feb 03, 2012 6:39 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

Depends on which markets your looking for.