Search found 43 matches
- Fri May 25, 2012 12:49 pm
- Forum: Market Psychology
- Topic: Is Trend Trading a "Bubble"
- Replies: 8
- Views: 11965
Chris, Thanks for the quick response. To anyone who reads my post, pls do not see it as an indictment of LTTF, I just think that the evidence, both anecdotal and numerical, points to the fact that speculators destroy trends. It is kind of ironic that the nature of trend following supports the fact t...
- Fri May 25, 2012 11:16 am
- Forum: Market Psychology
- Topic: Is Trend Trading a "Bubble"
- Replies: 8
- Views: 11965
Is Trend Trading a "Bubble"
When we look at all of the characteristics of a bubble it is quite possible that trend following has all of the characteristics of a bubble right now. If you look at the IASG website and see the number of managed futures funds that employ trend following, it dwarfs most other categories of trading s...
- Mon May 21, 2012 5:06 pm
- Forum: Testing and Simulation
- Topic: Exercise N° 1
- Replies: 10
- Views: 6075
- Wed May 16, 2012 10:55 am
- Forum: Testing and Simulation
- Topic: Blood on the streets...
- Replies: 25
- Views: 18634
Chris, You post is applicable to me as well. It has been a tough time. I can say that it has focused me and caused me to put a significant amount of work into my systems. In the end I am better for it. Sometimes I feel that trying dozens new ideas on the system and having none of them work is worse ...
- Mon May 14, 2012 8:07 am
- Forum: Testing and Simulation
- Topic: Blood on the streets...
- Replies: 25
- Views: 18634
I have to admit, Macro's post made my morning. Obviously drawdowns are not fun but to see this type of language (although I cannot really tell who it is coming from) is something that pops up every drawdown. Noone can really predict what will happen but I sure would rather be in my position than in ...
- Fri Apr 20, 2012 7:39 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 18811
- Fri Apr 20, 2012 4:20 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 18811
- Fri Apr 20, 2012 2:23 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 18811
- Thu Apr 19, 2012 8:39 am
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 18811
Mike, If I can offer some advice, please focus on some of the softer issues as well. You really need to spell out your trading goals. Your assumed risk and the money you would like to make from trading really need to overlap. For me personally I have been making trading decisions for years and have ...
- Wed Apr 18, 2012 4:00 pm
- Forum: Testing and Simulation
- Topic: Triple moving average...
- Replies: 43
- Views: 18811
This seems like a good discussion. I have to admit, I am a bit confused about your question with regards to starting capital. In my mind, that is really a loaded question. Is trading your only source of income? Do you trade outside money? What is your slippage assumption? How much $ do you want to m...
- Fri Mar 30, 2012 9:28 am
- Forum: Trader Psychology
- Topic: Question to those of you who are full time system traders
- Replies: 10
- Views: 11783
- Fri Mar 09, 2012 9:53 am
- Forum: Testing and Simulation
- Topic: Most of us are using insufficient data for testing
- Replies: 25
- Views: 16477
- Sat Mar 03, 2012 10:44 am
- Forum: Testing and Simulation
- Topic: A practical question about coding the Donchian Trend system
- Replies: 4
- Views: 3967
As a suggestion, I do not believe having someone giving you the code is the best way to understand the Donchian system. Going through iterations of decision trees helped me understand the systems and their execution the best. There is no correct time or way to send orders as long as you test the way...
- Mon Feb 06, 2012 10:26 am
- Forum: Trend Indicators and Signals
- Topic: Jim Simons
- Replies: 15
- Views: 46766
If you are a LTTF then you are prone to feelings of inadequacy, especially in light of returns like RenTec has produced I personally have these same feelings from time to time. However when I delve into my testing and take a step back I am reassured that I have done my homework and am comfortable wi...
- Sun Feb 05, 2012 10:07 am
- Forum: Futures Markets
- Topic: Basics of Trading Futures
- Replies: 4
- Views: 3702
OK, I understand your situation better now. To second Paul's suggestion. I suggest reading this entire site. I have done so and many parts I have gone through dozens of times. Many of the people who are here or have been here are professionals and you can glean some information from the dialogue. I ...
- Sat Feb 04, 2012 1:41 pm
- Forum: Futures Markets
- Topic: Basics of Trading Futures
- Replies: 4
- Views: 3702
First off, welcome to the board. It is a great group here and there is some wisdom to be gleaned. You post was obviously the result of some research and thought on trading so please take my comments in the most positive light possible. I had a hard time figuring out what exactly you were trying to g...
- Sun Jan 22, 2012 10:02 am
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25894
I have encountered the same problems with complexity and coding stock systems. The way I look at it is that is what I get paid for, to do the dirty work. It is frustrating and sometimes I take a few weeks away. The only thing I can say is that based on my work, the work you propose is cumbersome and...
- Thu Dec 15, 2011 6:32 pm
- Forum: Testing and Simulation
- Topic: Risk Reduction = Poor Performance ?
- Replies: 7
- Views: 5024
Chris, When reading your post it sounds to me as if there are two issues. Uncertainty about the hit to returns by decreasing risk and managing your clients expectations. With regard to the second, I have found that their must be a reconciliation of utility curves (I define utility curves as the weig...
- Fri Nov 18, 2011 7:27 am
- Forum: Money Management
- Topic: Will Notional Funding Now Become the New Standard?
- Replies: 10
- Views: 12766
- Wed Nov 16, 2011 9:32 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27746