Search found 66 matches

by TK
Mon Jul 07, 2003 4:29 pm
Forum: Money Management
Topic: Timid Equity / Bold Equity - Position Sizing Method
Replies: 8
Views: 13042

Timid Equity / Bold Equity - Position Sizing Method

Over two years ago, Mark Johnson presented Van Tharp’s position sizing technique that he chose to call Timid Equity / Bold Equity. For the description of the method, please follow the following link: http://groups.yahoo.com/group/aaft_ta/message/953 Mark wrote: I ran Aberration on the 22 market po...
by TK
Mon Apr 28, 2003 7:19 am
Forum: Futures Markets
Topic: Historical End of Day Price Data?
Replies: 8
Views: 11325

PinnacleData

Has anyone had any experiences with Pinnacle Data ? They deliver commodity EOD data and their own software that allows you to link contracts using a number of different methods (back-adjusted included) at a very reasonable price. I have also read many positive reviews of their data and their quality...
by TK
Thu Apr 24, 2003 4:15 am
Forum: Testing and Simulation
Topic: Confirming Robustness
Replies: 10
Views: 9581

Choppy trends

The turtle /breakout system so robust because it 's so simple. Basically, the only assumption is making is that " if the market is going to trend up/down , It MUST make a new high/low" which is perfectly logical and this assumption is valid under any market and market environment. While t...
by TK
Tue Apr 22, 2003 3:06 am
Forum: Trend Indicators and Signals
Topic: VERY long term trends.
Replies: 6
Views: 9542

Combining different time frame systems

Hi Damian, I like your idea of combining MT, LT and VLT systems. My experience is limited to the Polish market but recently I was also thinking about the ways in which you can reduce large give-backs of long-term trend-following systems and avoid serious damage to your capital during long congestion...
by TK
Fri Apr 18, 2003 1:08 am
Forum: Forex
Topic: Backtesting a forex portfolio
Replies: 17
Views: 21492

Backtesting a forex portfolio

Hi, Suppose, we would like to test a system on a portfolio consisting of two forex markets: EUR/USD and USD/JPY. The problem is that the two markets are denominated in two different currencies. I wonder if you could convert USD/JPY into JPY/USD so that all the statistics were calculated and expresse...
by TK
Thu Apr 17, 2003 7:57 am
Forum: Trader Psychology
Topic: A moment of significant enlightenment
Replies: 16
Views: 20730

Other Turtles?

Forum Mgmnt, many thanks for the interesting story. From what you can read on the originalturtles.org or in the Turtle Trading Rules, it seems that the project also involves other original turtles. Do you think there is any chance that some other turtles (or maybe Dennis or Eckhardt themselves) will...