Search found 28 matches
- Thu Sep 02, 2004 8:46 am
- Forum: Trend Indicators and Signals
- Topic: Which futures markets trend the most?
- Replies: 18
- Views: 33345
Which futures markets trend the most?
If you think "market selection" is an important component of successful trend trading, maybe this 3-part article on the Omega List will stimulate your thinking. It has forced me to test my systems on some commodities that I've never tried before. Part 1 Part 2 Part 3 It was reassuring to n...
- Tue Jul 20, 2004 6:30 pm
- Forum: Testing and Simulation
- Topic: CSI Data and Negative Numbers
- Replies: 4
- Views: 4808
If you are on the TR mailing list (see http://www.tradingrecipes.com/support.html ) then you can go back and read the messages from July 8, 2004. A user gave away free software that adjusts ascii price data files and eliminates negative prices.
- Tue Jul 20, 2004 4:37 pm
- Forum: Money Management
- Topic: portfolio management
- Replies: 2
- Views: 4525
- Tue Jun 29, 2004 12:51 pm
- Forum: Forex
- Topic: Comments requested
- Replies: 5
- Views: 8740
It seems to be Test #9 of Battery #2 undertaken by Oliver. I'd suggest you ask him for some of the summary statistics like: number of trades, how much was risked on each trade, number of adjustable parameters in the trading system algorithm, and so forth. Then I'd suggest you ask him whether or not ...
- Thu May 27, 2004 1:37 pm
- Forum: Testing Software
- Topic: Multiple-Currency Testing?
- Replies: 6
- Views: 7404
You'll also need to simulate the currency conversion of the margin deposits, and the effect of fluctuating cash currency exchange rates, upon the daily value of the margin deposits. For example, my account (Man Futures) is in USD. When I trade the DAX, my broker automatically converts some of my cas...
- Wed Mar 31, 2004 11:24 am
- Forum: Testing Software
- Topic: Taxes
- Replies: 6
- Views: 7774
There are some traders for whom the current set of software tools compute precisely the correct answer. Among them are US citizens who trade in an IRA account and who plan to quit trading before age 59.5. Since trading software developers can't possibly solve all problems experienced by all people, ...
- Mon Feb 16, 2004 8:24 am
- Forum: Forex
- Topic: FX Strategy
- Replies: 8
- Views: 13329
- Sat Feb 07, 2004 6:59 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43867
Another way to think about pyramiding (adding more size to an existing trade) is to consider each of the pyramid entries to be its own unique self-contained trading system. This lets you simulate and analyze them individually. It could help you see whether you're putting on the first unit too soon. ...