Search found 110 matches
- Tue May 12, 2009 11:20 pm
- Forum: Trader Psychology
- Topic: It's boring to trade a system; how do you use your time?
- Replies: 13
- Views: 17222
- Sun May 10, 2009 10:58 pm
- Forum: Trader Psychology
- Topic: Sluggo's Remorse Ratio
- Replies: 9
- Views: 16342
- Sun May 10, 2009 10:53 pm
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25867
- Sun May 10, 2009 9:35 am
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25867
- Sat May 09, 2009 10:19 pm
- Forum: Trader Psychology
- Topic: Sluggo's Remorse Ratio
- Replies: 9
- Views: 16342
- Sat May 09, 2009 10:14 pm
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25867
- Sun Apr 26, 2009 10:32 am
- Forum: Trader Psychology
- Topic: Sluggo's Remorse Ratio
- Replies: 9
- Views: 16342
- Sat Apr 25, 2009 10:24 am
- Forum: Trader Psychology
- Topic: Sluggo's Remorse Ratio
- Replies: 9
- Views: 16342
Sluggo's Remorse Ratio
I have found that sluggo's remorse ratio, practical money management or decision making rule of thumb, very useful both for discretionary trading and money management. By balacing the seemingly conflicting greed and fear feelings the decision making process gets smoother and clearer. At least it loo...
- Sun Mar 22, 2009 10:52 am
- Forum: Testing and Simulation
- Topic: how to "rate" a system?
- Replies: 17
- Views: 10646
I know one guy who lives in a waterfront mansion, started with next to nothing, and only traded the SP. Oh wait, how about that guy who lives up high in a penthouse off the ave, who only traded soybeans. And taught his two sons to do the same. Do you know whether they're trading a mechanical or dis...
- Sun Mar 08, 2009 10:06 am
- Forum: Testing and Simulation
- Topic: Portfolio size
- Replies: 8
- Views: 5879
Then, could you estimate an intraday volatility and wait until it drops below average? I just don't see how can one overcome such slippages. I consider myself a novice as far as system trading goes, so maybe I'm missing something. I am also a novice... Perhaps, you could implement a filter based on...
- Sun Mar 08, 2009 9:51 am
- Forum: Testing and Simulation
- Topic: Maximizing Margin
- Replies: 17
- Views: 9596
To me this is a complex topic highly dependent on the personal situation of the trader/account owner. There is no objective answer, just based on equity numbers and system performance figures. Even if just based on equity numbers and system performance figures, perhaps these figures are just histor...
- Sat Mar 07, 2009 2:47 pm
- Forum: Testing and Simulation
- Topic: Portfolio size
- Replies: 8
- Views: 5879
Re: Portfolio size
Well, it's probably better to have more signals than you can handle, then less. In fact, maybe it is better to have very large portfolio but keep track of signal sequence and take only the earliest signal. These are just guesses. So, as a matter of fact, you're filtering out trade signals based upo...
- Sat Mar 07, 2009 2:38 pm
- Forum: Testing and Simulation
- Topic: Maximizing Margin
- Replies: 17
- Views: 9596
I believe fixed ratio traders use the largest expected drawdown on a per contract basis regardless of size. Beyond fixed ratio however, the aspect which might make the method workable is the rate of decrease or rate in which contracts are removed on a draw down. Also Fitting the delta to each marke...
- Sat Mar 07, 2009 2:13 pm
- Forum: Testing and Simulation
- Topic: Maximizing Margin
- Replies: 17
- Views: 9596
- Fri Mar 06, 2009 9:43 pm
- Forum: Testing and Simulation
- Topic: Portfolio size
- Replies: 8
- Views: 5879
Re: Portfolio size
First is to trade only a few markets, so that you can take first signal in the signal sequence in any market at any time. This is a simple solution, but I don't think it's bad. Second solution is... I wonder: if the system cannot take all signals, why would it trade a bigger portfolio in the first ...
- Fri Mar 06, 2009 8:21 pm
- Forum: Testing and Simulation
- Topic: Maximizing Margin
- Replies: 17
- Views: 9596
- Wed Mar 04, 2009 9:57 pm
- Forum: Testing and Simulation
- Topic: Maximizing Margin
- Replies: 17
- Views: 9596
Re: Maximizing Margin
My current objective is to maximize the use of my trading margin without getting a margin call. A 50%, 75%, etc. DD will not bankrupt me and is a minor consideration for now. Does anyone have any input on what sort of safety "margin" would be appropriate based on historical margin usage? ...
- Mon Mar 02, 2009 8:34 pm
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16667
Another complementary thread: viewtopic.php?t=5892
- Sat Feb 28, 2009 4:36 pm
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16667
- Fri Feb 27, 2009 11:20 pm
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16667