Traders' Roundtable

Here it is (hyperlink to Top Stop)

I robotrade more than one account at more than one robo-broker. It makes me feel more comfortable to spread my business around, and to have a slight bit of competitive tension between brokers.

Account A trades futures using a system very similar to the "Turtle" system within Trading Blox Builder ...

Maybe your universe of stock indexes is too small. I just ran a quick test on a portfolio of 9 stock indexes: STOXX, Russell2K, CAC-40, Nikkei, S&P500, DJ30, Nasdaq100, EuroStoxx, Dax. With Veritrader's long term trend following system "Triple moving average", using parameters (200, 160, 36), I got ...

http://whatis.techtarget.com/definition ... 23,00.html

viewtopic.php?p=20&highlight=heat#20

I've learned that my psychological sweet spot contains longer term systems that only trade (futures contracts) once or twice a year. I've learned that enlarging my portfolio of traded markets is ALWAYS good, even when going from 30 markets to 60, and also from 60 to 90. I've learned that trading a ...

You could decide to investigate markets that score well on "trendy ness" testing. Such as http://www.tradingblox.com/forum/viewtopic.php?p=10671

You could also run your favorite Veritrader systems on bunches of new markets and center your attention on the one(s) that perform well in the "Average ...

After reading this thread I got curious so I surfed around. Found that "Hemi Sync" CD's were only $19.99 from Silverlake music so I ordered two. Then, ten minutes later, I discovered that the Monroe Institute is selling all of its Metamusic line of "Hemi Sync" CD's for $9.99 and if you buy 3, the ...

Some people, let's call them "purists", insist that the only logical prices to trade at, are those directly calculated from market action. Chart points (such as recent highs or lows), trendline prices, indicator values (such as moving averages) are fair game.

But , the purists insist, it is wrong ...

Chris, I agree that it's possible to choose (1) a portfolio of markets and (2) a time interval of simulation and (3) a schedule of commissions and slippage, which prevent Veritrader's built in system "ATR Channel Breakout" from achieving MARs greater than 1.3.

However it is also possible to choose ...

I have learned from this forum and from Van Tharp that making partial exits is a poor strategy though.
Whereas I've learned that my own test results frequently contradict what I read on forums including this one. Occasionally there's a good idea and often there are thought-provoking concepts ...

For each trade, check these eight criteria:

Same direction (long or short) in both accounts?
Same entry date in both?
Same entry order type (market, stop, limit) in both?
Same entry price in both? -- see below
Same exit date in both?
Same exit order type in both?
Same exit price in both? -- see ...

I trade using backadjusted contracts. After 6 months of real trading, I compared the results in my real account, against a Tradestation simulation of the same period. The agreement was excellent. P.S. my data and contract-generation software is CSI UA.

Crude is $30 per barrel, the contract is for 1,000 barrels, so at the current price, each contract represents $30,000 worth of crude oil.

You have exactly $30,000 in your account. You only trade this one market. So if you decide to trade 1 contract, you've got an unleveraged position: $30,000 in ...

One easy thing you can do is take the BEST system you've ever seen, and just reverse its signals (longs become shorts and vice versa). Presto, you now have a completely terrible system.

In the trading world there's a name for this: "fade" the signals. XYZ is usually wrong, so if you do the complete ...

The ONLY futures that Cybertrader will let you trade, are the stock index futures. Want to trade Cotton? Want to trade Swiss Franc? Want to sleep with Jamie Lee c.f. and trade Orange Juice like Dan Aykroyd and Eddie Murphy (in the movie Trading Places )? You can forget it, at Cybertrader.

The plain ...

One of my friends hired the people at www.futurestruth.com to program and test a system for him. Another hired the people at www.voyagertrading.net to program and test a system. Both were very satisfied with the services they received. It cost several hundred dollars each time: far less than the ...

CAGR is correct, MAR is wrong (the error is in spreadsheet cell B18), didn't look at the other numbers.

The systems I trade using monthly bars, are quite insensitive to the quality of the data feed.

In my opinion it's a mistake to ask about better and best , because different traders with different goals and different capitalizations and different risk preferences ("utility functions") will gravitate toward different answers. Hence there is no universal best for all traders, and about all you ...