Search found 230 matches
- Mon Jan 17, 2005 4:45 pm
- Forum: Trend Indicators and Signals
- Topic: filtering idea
- Replies: 3
- Views: 6622
- Mon Jan 03, 2005 9:56 am
- Forum: Brokers
- Topic: Stop Order Acceptance
- Replies: 17
- Views: 19167
- Wed Nov 03, 2004 2:25 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 103585
Hi George -- MAR stands for Minimum Acceptable Return. As for how it's calculated, there are a couple of threads that are useful. http://www.tradingblox.com/forum/viewtopic.php?t=36 Basically the % CAGR divided by the % maximum drawdown over your test period. Nice clean measure of reward vs. pain. H...
- Sun Sep 05, 2004 10:41 pm
- Forum: Trader Psychology
- Topic: To Detrend or not to Detrend? That is my question.
- Replies: 2
- Views: 6681
I've wondered the same thing myself. I've concluded to not detrend. My current thinking is that the prices the simluation uses for entries and exits given my average trade duration of 2-4 weeks are the actual price variations that I would have traded. If the contract rolls, I would have done that at...
- Sat Sep 04, 2004 12:45 pm
- Forum: Futures Markets
- Topic: A swan strikes
- Replies: 15
- Views: 15088
Hi Jake, Great topic, as the same thing happened to me on Friday. I was long TU, TY, and US (and GC). So I got knocked out of the TU and US, but my TY stop was filled then busted. First for me. Also, my entry long stop in SF got hit and now I'm big in the hole on that one. Overall a 5% equity drawdo...
- Fri Sep 03, 2004 8:29 am
- Forum: Trend Indicators and Signals
- Topic: Which futures markets trend the most?
- Replies: 18
- Views: 33451
- Fri Aug 06, 2004 10:38 am
- Forum: Futures Markets
- Topic: Palladium
- Replies: 5
- Views: 5490
- Fri Aug 06, 2004 8:39 am
- Forum: Futures Markets
- Topic: Palladium
- Replies: 5
- Views: 5490
- Thu Aug 05, 2004 1:59 pm
- Forum: Futures Markets
- Topic: Palladium
- Replies: 5
- Views: 5490
Palladium
Hi there, I'm finding that my stop orders in Palladium (Sept) keep getting picked off. Invariably my buy orders get executed at the high of the day, and my sell orders at the low. And looking at the 5 minute bars usually shows a spike up/down to my price and then back. Does anyone else find that thi...
- Tue Jul 13, 2004 10:22 pm
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 87560