Search found 200 matches
- Fri Sep 12, 2003 10:44 am
- Forum: Testing and Simulation
- Topic: ATR Value
- Replies: 56
- Views: 52302
On a related matter so I thought I would throw this into the mix. - Take a commodity, sep02 expiry, calculate the 10 day ATR. Lets say it is 15. - On 1st Sep 02 the close is 50. - Divide ATR by the close of 50. 15/50=0.3 - Lets say you have a silly rule: if ATR/C<0.35 then buy. - In real time tradin...
- Fri Aug 29, 2003 11:49 am
- Forum: Trader Psychology
- Topic: Systems, merit and philosophy
- Replies: 15
- Views: 15715
- Thu Aug 21, 2003 7:43 am
- Forum: Custom C++ or Java Platforms
- Topic: What Language to Learn ? (VB / VC / C# ... or ?
- Replies: 26
- Views: 42962
A good buddy of mine is currently making a stand alone bit of s/w that outputs my system signals on a daily basis, kind of like the thing you get when you buy a vendor system. He is a Java wizard, so that is the language he is using. We spend one night per week in my 'trading room' on the project, a...
- Sat Jul 26, 2003 12:05 am
- Forum: Brokers
- Topic: Day v's Night session
- Replies: 2
- Views: 4941
Day v's Night session
Hi, I am trying out another broker. At my previous broker I can use one code for day and night session stop loss orders, eg, a stop loss in CL will work in Nymex hours and in Access hours. It now appears that I need to work two stop loss orders, one for CL (Nymex day) and one for YC (Access night cr...
- Thu Jul 24, 2003 10:55 am
- Forum: Money Management
- Topic: Selecting Markets to Trade
- Replies: 14
- Views: 13277
Chris, first you said: A: if their were an infinite number of markets and you trend followed them all you would make an infintie amount of money if one used proper money management ....... This suggests that one should trade as many markets as is reasonably possible Then Menelik said: B: I find “b...
- Wed Jul 23, 2003 3:57 am
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 59488
I had a watershed (at least for my brain) realisation a few months ago. It suddenly hit me that if you ask lots of people what 'trend following trading' is all about, you get the same answer. Alternatively, open any book on trading and look up trend following, same and more of the same. This is not ...
- Mon Jul 21, 2003 11:39 pm
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 59488
- Mon Jul 21, 2003 1:42 pm
- Forum: Testing and Simulation
- Topic: Slippage for orders on the open and close
- Replies: 5
- Views: 6312
- Mon Jul 21, 2003 1:25 pm
- Forum: Testing and Simulation
- Topic: CSI Futures Data- anybody know their big point values?
- Replies: 8
- Views: 7194
Dan, I heard once that the contract size changes at a certain price threshold. below a certain price level, the contract size is 80 not 110. I have never found any info on this (perhaps it has been set at 110 for good now a days?). [If what I heard was true, it changes how one does there historical ...
- Mon Jul 21, 2003 1:20 pm
- Forum: Testing and Simulation
- Topic: Slippage for orders on the open and close
- Replies: 5
- Views: 6312
yes, but just because your data file lists $10 as the close, does not mean you were filled at $10. Likewise for the open. This opens up a lot of study into how an individual commodity (or exchange) conducts price discovery during the 'pre' session leading into the open and how they also manage the r...
- Mon Jul 21, 2003 9:42 am
- Forum: Testing and Simulation
- Topic: CSI Futures Data- anybody know their big point values?
- Replies: 8
- Views: 7194
- Mon Jul 21, 2003 9:28 am
- Forum: Testing and Simulation
- Topic: Risk Adjusted Returns
- Replies: 7
- Views: 15738
Dimesnsions in terms of first powers is beyond my understanding :oops: . None the less, in terms of sharp ratios, I have been calculating the following, i think is very much like an equation I have seen elsewhere here: Sharpe = average of the rolling 12 month returns/St Dev of the rolling 12 month r...
- Mon Jul 21, 2003 6:59 am
- Forum: Testing and Simulation
- Topic: CSI Futures Data- anybody know their big point values?
- Replies: 8
- Views: 7194
- Mon Jul 21, 2003 6:48 am
- Forum: Testing and Simulation
- Topic: Risk Adjusted Returns
- Replies: 7
- Views: 15738
- Mon Jul 21, 2003 3:17 am
- Forum: Trader Psychology
- Topic: Please Understand Me: Character and Temperament Types
- Replies: 21
- Views: 27007
Re: another intj
Yes, me too. I call it beerNathan wrote: As an introvert, I have found it useful to develop a quasi-extrovert personality that I use in some circumstances. I flip a mental switch and become "Mr. Extrovert" for a few hours.
Just joking, I liked reading your post.
damian
- Fri Jul 18, 2003 11:12 am
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 59488
- Thu Jul 17, 2003 9:41 pm
- Forum: Money Management
- Topic: Equity allocation for multi system trading
- Replies: 9
- Views: 9411
Jakub, I understood that both Relative Strength and OB/OS are determined by mathematical means. Sometimes it is good to feel exhausted from learning. Easily consumed sound bites are often junk food. :) I think Sabrinian's post was quite a contribution and introduces some integrated methods to determ...
- Thu Jul 17, 2003 2:04 am
- Forum: Trader Psychology
- Topic: Positive Impressions
- Replies: 1
- Views: 4151
Re: Positive Impressions
someone who does the research for himself, will probably settle into a groove or a style that leaves its finger prints amongst ones portfolio of systems, no matter how one tries to mix things up I support this comment. When I see a chart I immediately notice the existence or otherwise of one or two...
- Wed Jul 16, 2003 9:03 pm
- Forum: Trend Indicators and Signals
- Topic: Butterworth Band Pass Filter
- Replies: 10
- Views: 13121
- Tue Jul 15, 2003 9:07 am
- Forum: Trend Indicators and Signals
- Topic: Butterworth Band Pass Filter
- Replies: 10
- Views: 13121
ask for a little free consulting TrendProgression, I know nothing about signal processing. I do not even understand the book I bought about it. However on any other topic I offer unlimited free consultation. That is the main reason why I am here: to ask and to be asked of. [ Of what value my consul...