Thanks BT. I will investigate.
damian
Search found 200 matches
- Fri May 09, 2003 11:42 pm
- Forum: Testing and Simulation
- Topic: System testing toolbox
- Replies: 2
- Views: 3743
- Fri May 09, 2003 1:49 pm
- Forum: Testing and Simulation
- Topic: Locked limit down/up
- Replies: 5
- Views: 6925
- Fri May 09, 2003 1:45 pm
- Forum: Testing and Simulation
- Topic: System testing toolbox
- Replies: 2
- Views: 3743
System testing toolbox
good evening/morning/day, There are so many ways of judging a systems performance. Some (to me) make sense only if the test is on a single market with constant position size. Even then they can be argued to be faulty as the $ value of a % change is different at different market levels. I used to loo...
- Wed May 07, 2003 9:00 am
- Forum: Money Management
- Topic: %Risk vs %Vol or Both
- Replies: 4
- Views: 5663
BondTrader, I think our mate Gordon the Moderator is prompting discussion threads and thought. I can't speak for him, but I wouldn't be surprised if he has some answers to his questions (via testing) and would like to build up his understanding, verify his findings, test his beliefs etc via open con...
- Tue May 06, 2003 11:39 pm
- Forum: Trend Indicators and Signals
- Topic: Trend Strength
- Replies: 9
- Views: 19695
Trend Strength
Hi, Been hard to find the time to visit in the last few days. Anyhow, a while ago I posted a rambling idea (look for the second post) on this thread: http://www.tradingblox.com/forum/viewtopic.php?t=168 Just now I was taking a quick mental break from work and thought up the following (definitions ca...
- Thu May 01, 2003 7:27 am
- Forum: Trader Psychology
- Topic: Mindset: being who we believe we can be
- Replies: 9
- Views: 11423
hi Jimmy S, I didn't see your most in the flood of activity that has become this forum of late. Pretty cool, isn't it. I remember helping you out with Behold! I hope everything turned out ok. [About now would be the place to mention that as much I speak of Behold and evidently help other with info o...
- Wed Apr 30, 2003 8:33 pm
- Forum: Forex
- Topic: Forex Basics
- Replies: 21
- Views: 25367
hi Jimmy, I do not actually trade spot FX. If I did I would use Bloomberg data, or perhaps Reuters (but that is because I have it on my system at work). Someone who actually uses one of these online FX services could answer far better than I, however here is a brief response. Leverage (in one sense)...
- Wed Apr 30, 2003 10:53 am
- Forum: Testing and Simulation
- Topic: Probability in Trading
- Replies: 2
- Views: 3734
Re: Probability in Trading
Hi, here are some of my thoughts. in some rules which state: never take a trade unless the expected profit is 3 times the expected loss I would never try and guess the expected profit target. Sometimes I have seen it done where the trader is trading counter trend. when i was a trainee in a bank I wa...
- Wed Apr 30, 2003 9:41 am
- Forum: Trend Indicators and Signals
- Topic: EXIT signals ...
- Replies: 29
- Views: 40390
g'day Robert. Not quite an answer to your question, but you may find something of use in the rather long spiel that follows. I am not one for ‘inventing’ new indicators, but sometimes I get bored and come up with some strange and mostly useless ways of representing info that is already contained...
- Tue Apr 29, 2003 11:09 pm
- Forum: Testing and Simulation
- Topic: Steps in evaluating/testing a system
- Replies: 13
- Views: 11291
- Fri Apr 25, 2003 9:10 am
- Forum: Futures Markets
- Topic: Rolling to new contracts
- Replies: 7
- Views: 9969
- Fri Apr 25, 2003 7:15 am
- Forum: Trader Psychology
- Topic: What motivates us???
- Replies: 8
- Views: 11386
deep down for me the drive is freedom. I do not fit into the corporate world. Money: yes, but just because you trade does not mean you are/are going to become filthy rich. It would be great if it were the case. In the meantime I am happy to trade my own account for a living and earn half my current ...
- Thu Apr 24, 2003 10:15 am
- Forum: Testing and Simulation
- Topic: Intraday Data and Settlement Prices
- Replies: 2
- Views: 3453
SirG, Not really a solution, but, well you be the judge. In theory, it doesn't matter what price you use to MTM, so long as it is a 'real' market price (this includes the close which is often a calculation). The MTM price needs to be nothing more than 'the price' at a certain period of time [using t...
- Thu Apr 24, 2003 5:01 am
- Forum: Testing and Simulation
- Topic: Confirming Robustness
- Replies: 10
- Views: 9659
can I add another thought. WILD system trades SP very well, intra-day. It can't trade ED very well at all. WILD is designed to profit from volatility. It has traded SP for a long time and is still strong. Real time results are much the same as backtesting results. WILD is simple and has few paramete...
- Thu Apr 24, 2003 12:28 am
- Forum: Testing and Simulation
- Topic: Benchmark Test Data
- Replies: 15
- Views: 15579
- Tue Apr 22, 2003 10:30 pm
- Forum: Trend Indicators and Signals
- Topic: VERY long term trends.
- Replies: 6
- Views: 9569
Hi Nick, certainly there are fundamental considerations that one can bring into the play. for example: Inflation (proper, meaty inflation) will re-appear as a global constant again in the future. When it does and is persistent, many commodity, ccy and securities markets will be doing very different ...
- Tue Apr 22, 2003 8:43 pm
- Forum: Forex
- Topic: Forex Basics
- Replies: 21
- Views: 25367
Moodaeng, we did get a little less constructive towards the end there, at least I say that I did. At the very start I should have clarified my stance, that being as an FX Basics thread, I suggested not doing the borrow/lend thing. I should have been more clearer when you questioned this by saying th...
- Tue Apr 22, 2003 6:14 am
- Forum: Trader Psychology
- Topic: A moment of significant enlightenment
- Replies: 16
- Views: 20958
- Tue Apr 22, 2003 4:57 am
- Forum: Forex
- Topic: Forex Basics
- Replies: 21
- Views: 25367
I did the search, I found the following after reading for 20 seconds. Sounds a lot like what I was saying. By this definition, every spot FX transaction is a carry trade, unless it is funded in the FX swap market. It is just another name for being short JPY and long USD spot. If you read all my post...
- Tue Apr 22, 2003 1:35 am
- Forum: Forex
- Topic: Forex and Trendfollowing
- Replies: 9
- Views: 15198
How many baby markets are there? EUR was a baby market and it immediatley gave a bear trend and has since offered up a number of other good trends. For a baby market to exist a new commodity or security needs to be invented. I do not see a 6.5 year t-bill as a new security. Nor a new euqity index. P...