Search found 69 matches
- Tue Jul 20, 2004 3:29 pm
- Forum: Money Management
- Topic: There should be a limit
- Replies: 3
- Views: 5497
Yes, when you approach a certain size in a given market, you have to switch to fixed amount per trade. While the scenario that you provide (Mini-Nasdaq) is highly unrealistic for all but the largest hedge funds, a large short-term trader in thin markets like propane and palladium, will have a maximu...
- Mon Jul 19, 2004 1:23 am
- Forum: Testing and Simulation
- Topic: why is curve fitting so bad?
- Replies: 4
- Views: 5345
- Sat Jul 17, 2004 12:37 pm
- Forum: Brokers
- Topic: Margin when using multiple brokers
- Replies: 0
- Views: 3409
Margin when using multiple brokers
I was wondering if anyone has any experience with using multiple brokers for your trading. In particular, I'd like to use one broker for electronically traded futures, another for pit traded contracts and yet a third for my stock transactions. While the basic logistics are manageable, the problem th...
- Wed Jun 23, 2004 4:38 pm
- Forum: Testing Software
- Topic: QCharts - anybody else having problems contacting them?
- Replies: 2
- Views: 4411
There is a miling address listed on the following page: http://www.qcharts.com/contact.asp?soac= You can write them a letter, which can also be used to back up your claims with the credit card company if they dont cancel it promptly. I never had any difficulty having my credit card company(Citibank)...
- Tue Jun 22, 2004 6:59 pm
- Forum: Testing Software
- Topic: Charting historical intraday data?
- Replies: 2
- Views: 4547
Charting historical intraday data?
Does anyone have any recommendations for charting software to plot historical intraday data from TickData(ascii file format)? In addition to the basic charting capabilities(w/ indicators) it would be really nice to have several chart windows at the same time so that a given day could be examined in ...
- Tue Jun 22, 2004 12:56 am
- Forum: Trend Indicators and Signals
- Topic: Trailing stop question - dual EMA or % loss?
- Replies: 5
- Views: 6884
- Thu Jun 03, 2004 2:44 am
- Forum: Testing and Simulation
- Topic: Support / Resistance after rollovers
- Replies: 3
- Views: 4160
It appears that most support and resistance traders use the current contract as the basis for their work. My trading partner and I take a slightly different approach which is to run a spliced (non adjusted) contract for everything we trade so that we can spot similar issues and longer term trends w...
- Thu Jun 03, 2004 2:02 am
- Forum: Testing and Simulation
- Topic: Support / Resistance after rollovers
- Replies: 3
- Views: 4160
Support / Resistance after rollovers
The recent discussion regarding rollover algorithms got me wondering about how support and resistance levels are affected by contract roll-overs. Points such as previous daily highs/lows and previous swing highs/lows always generate substantial volume increases when touched (at least in index and bo...
- Thu Apr 29, 2004 3:00 pm
- Forum: Forex
- Topic: Forex Trader sought
- Replies: 2
- Views: 5550
- Thu Apr 22, 2004 12:18 am
- Forum: Testing and Simulation
- Topic: "Backtesting the Original Turtles" : Thread on ET
- Replies: 4
- Views: 5501
- Sat Apr 10, 2004 12:32 am
- Forum: Money Management
- Topic: Thoughts on Pyramiding
- Replies: 3
- Views: 5869
Thoughts on Pyramiding
I've spent a lot of time recently thinking about pyramiding, and I've started to wonder whether the way people think about it really makes sense. The standard argument for pyramiding is that when you make a small profit in a position, you increase your bet size, by risking "the market's money&q...
- Fri Apr 02, 2004 11:59 am
- Forum: Money Management
- Topic: What % equity to risk on high expectation trades?
- Replies: 7
- Views: 7989
Interesting. Would dynamically adjusting the bet size during a drawdown help to alleviate this problem? E.g. could you start betting 5%, then cut down to 4%, 3%, 2%, 1% if you got consecutive losers? This would allow you to trade larger most of the time, whilst maintaining an equally small risk of ...
- Tue Mar 16, 2004 12:45 pm
- Forum: Futures Markets
- Topic: Record low followthrough in S&P
- Replies: 5
- Views: 7023
Would you be able to post a link for the above chart - no problem if it's proprietary... There is no link. It's just something I whipped up in Excel and uploaded here. I often look at these sorts of things to see how the various markets compare (to each other and over time). I didnt get a sense tha...
- Thu Feb 26, 2004 1:07 am
- Forum: Futures Markets
- Topic: Record low followthrough in S&P
- Replies: 5
- Views: 7023
Record low followthrough in S&P
Here's something else to think about in terms of S&P futures and falling volatility. This chart shows the % of the time that the daily close is above the previous high or below previous low by at least half of the previous day's range over a 150 day period. I think the chart speaks for itself. -...
- Wed Feb 25, 2004 6:59 pm
- Forum: Futures Markets
- Topic: SP Daily volatility is just aweful
- Replies: 4
- Views: 5749
Reduced volatility may be bad for some systems but it can be useful in other circumstances. Under what circumstances do you see it as beneficial? Since we are seeing fewer meaningful moves of any kind (trend, counter-trend, open range breakout, volatility breakout, etc), it's hard to see any kind o...
- Tue Feb 24, 2004 11:00 pm
- Forum: Futures Markets
- Topic: SP Daily volatility is just aweful
- Replies: 4
- Views: 5749
SP Daily volatility is just aweful
Here's a chart of a 30 day moving average on the daily range as a % of price on the SP 500 futures over the last twenty years. We're now approaching the lowest volatility since 1995 and the trend isn't good either. I just hope we arent in for a repeat of the 93-95 years.
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- Sun Feb 22, 2004 12:27 am
- Forum: Trader Psychology
- Topic: Has any one taken Van K. Peak Performance Home Study Program
- Replies: 15
- Views: 22992
- Tue Jan 13, 2004 1:49 am
- Forum: Testing and Simulation
- Topic: Drawing Conclusions from Tests with Too Little Data
- Replies: 14
- Views: 9562
In some other threads you have repeatedly empasized that you wouldn't consider anything less than 20 years data for back testing... but if you follow that line of reasoning backwards, that is, once you have setlled on a given portfolio that you have back-tested on 20 years, and assuming it is going...
- Sat Dec 13, 2003 5:25 pm
- Forum: Testing and Simulation
- Topic: S&P 500
- Replies: 14
- Views: 13032
Re: Countertrend System on the e-mini S&P
My question, to anyone willing to help, is that I have tried to apply this system to the bonds, NASDAQ e-mini and a couple other very liquid markets. The system does not do well in any of the other markets that I've tested. Is this a warning sign that my system is not really viable? I realize that ...
- Sat Nov 22, 2003 5:10 pm
- Forum: Forex
- Topic: Discretionary or systematic trading?
- Replies: 9
- Views: 9806