Search found 84 matches
- Mon Aug 16, 2004 3:18 pm
- Forum: Trend Indicators and Signals
- Topic: Closing prices only...
- Replies: 4
- Views: 7010
- Fri Jul 16, 2004 1:17 am
- Forum: Brokers
- Topic: European alternative to Interactive Brokers?
- Replies: 14
- Views: 14555
As an Europe native, I feel discriminated against by Chris67. I am not too certain about the goals or agenda this America native is pursuing, but I don't find it too conductive of ideas exchange of other forms of collaboration in a public forum. To the administrators: any way to implement the equiva...
- Thu Jul 15, 2004 9:52 pm
- Forum: Testing and Simulation
- Topic: why is curve fitting so bad?
- Replies: 4
- Views: 5423
You may want to read what c.f. had to say on this . But to make the discussion more productive, you might want to expand a bit on what you mean by having a system curve fitted for say,l commodities is acceptable in my opinion What kind of curve fitting? Parameter optimization? Market selection? And ...
- Sun Jul 11, 2004 8:23 am
- Forum: Trader Psychology
- Topic: Family... Siblings... and their relations to trading?
- Replies: 3
- Views: 6959
- Sat Jul 10, 2004 2:17 pm
- Forum: Money Management
- Topic: How do I reduce risk in this situation?
- Replies: 17
- Views: 17429
Re: How do I reduce risk in this situation?
This situation wipes out most of your capital. If by "most" you mean, say, more than 75%, doing the math backwards tells me that you started with about $50,000. Now, excluding slippage, the loss you were willing to accept ($500) was about 1%. So far, so good. The problem is that your stop...
- Fri Jul 09, 2004 3:17 pm
- Forum: Stocks
- Topic: what is the best web-based stock screener? Free or paid
- Replies: 11
- Views: 19215
- Mon Jul 05, 2004 5:32 am
- Forum: Testing and Simulation
- Topic: Further thoughts on Backtesting
- Replies: 19
- Views: 16861
Can client deposit and withdrawal of funds be controlled or modelled by computers? That's an excellent point. Although, at least rhetorically, one could argue that that is precisely what trading systems are all about ... But I do get your point, and share the beleif, that the day every single inves...
- Sun Jul 04, 2004 8:15 pm
- Forum: Testing and Simulation
- Topic: Further thoughts on Backtesting
- Replies: 19
- Views: 16861
Any strategy that works over many markets and many years will of necessity gain its edge from market behavior based on a human psychological characteristic that is unlikely to go away, and for this reason such a strategy will be very likely to continue to work in the future. Isn't this beleif based...
- Wed Jun 30, 2004 6:30 pm
- Forum: Testing and Simulation
- Topic: Further thoughts on Backtesting
- Replies: 19
- Views: 16861
Re: Further thoughts on Backtesting
I seriously think its a bad idea to backtest any form of trendfollowing system on the years 1980 - 1989 ... i think a one armed , blind lobotomised monkey couild have made money trendfollowing with any kind of system in this period [...] It may be so for the very reasons you outline, but then you h...
- Tue Jun 29, 2004 8:12 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43914
My question is, given my style, how can I not close out positions based upon price targets? What are the ideas that you could try, but reject at first because you consider them stupid? What about timed exit? Why? Why not? What about volume based exit? Why? Why not? What about SMA based exits? Why? ...
- Thu Jun 24, 2004 2:00 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43914
Re: Scaling/Pyramiding
I can't realistically see me doing that. and There just isn't enough time to try every thing yourself Well... how do you trust other's results? What do you know that can allow you to bypass the necessary filtering between good ideas, methods, results and crackpots/jokes/I-dare-you-to/traps? Trading...
- Tue Apr 06, 2004 3:11 pm
- Forum: Trader Psychology
- Topic: Dos and Donts of Drawdowns
- Replies: 23
- Views: 29897
I just had a look at InnerWorth (that was mentionned in some other thread here ), and one thing strikes me as relevant to this thread (how do you cope with changing market conditions, how do you know when to follow the rules and when to break them). Q: How did we justify the existence of i that numb...
- Sun Apr 04, 2004 11:16 am
- Forum: Trader Psychology
- Topic: Dos and Donts of Drawdowns
- Replies: 23
- Views: 29897
How do we determine permament change vs temporary change?? In this very question, I see the ugly head of FUD at work, undermining all your actions :( My 2p perspective is this: You always are on the look out for new systems, and You constantly back test them on the same set of data, over the same p...
- Mon Mar 22, 2004 6:03 am
- Forum: Custom C++ or Java Platforms
- Topic: Metastock parsing ... in Java
- Replies: 8
- Views: 22779
I'd rather think twice (at least) before using any kind of database, but if that's really (really!) what you want to do, I'd start reading The Prevaylence Java Database and especially the The Skeptic FAQ about the kind of performance claims this guy seems to be able to justify. Version 1.0, the only...
- Sat Mar 06, 2004 5:13 pm
- Forum: Custom C++ or Java Platforms
- Topic: DBase
- Replies: 4
- Views: 9396
What does the code that actually does the testing look like? Presumably, something of the sort: for(int i = 0, length = quotes.length ; i < length ; ++i) { Quote q = quotes[i] ; float close = q.close ; float high = q.high ; float low = q.low ; // here starts the interesting bits ... } Assuming that ...
- Sun Feb 22, 2004 4:15 pm
- Forum: Trader Psychology
- Topic: Has any one taken Van K. Peak Performance Home Study Program
- Replies: 15
- Views: 23161
- Sat Feb 21, 2004 8:15 pm
- Forum: Trader Psychology
- Topic: Has any one taken Van K. Peak Performance Home Study Program
- Replies: 15
- Views: 23161
Van Tharp PP course was useful to me. It debunked a pack of myths. In no particular order: There's no holy grail. If there is a secret, that secret is you. Position sizing is more important than anything else. Exits are more important than entries Define your goal. If you don't have a goal, you're n...
- Thu Feb 05, 2004 12:54 pm
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 58670
- Thu Feb 05, 2004 4:43 am
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 58670
One thing that bugs me, is why most of those tests are always somehow flawed, either in big or little ways. For example, the test at HumanMetrics asks many questions whose answer cannot be the binary choice that is offered: - You rapidly get involved in social life at a new workplace. Answers: no, y...
- Tue Feb 03, 2004 6:12 am
- Forum: Trader Psychology
- Topic: The Turtle program as a business model
- Replies: 7
- Views: 10462
I would think it would be much easier to recruit, train, and supervise a batch of Turtles than to personally manage a fund. Are you sure? What's going to happen when the market goes against all your positions at once, leaving your trainees in the dark? How are you going to give them the confidence ...