Traders' Roundtable

Levi, Greetings . . . ,

Are the inverse ETF's you mention, leveraged inverse ETF's ? (i.e. 2x or 3x the underlying index)
If so then you will find that these can be lousy 'investments' over the long term (as you point out above)
How so?
See these links for an explanation of the mathematics involved ...

I imagine they might buy 'PPH'
The business of Depression is booming . . . Clearly!

ditto

Here's one out of left field . . . . .

If you look in the April 2004 issue of Technical Analysis of stocks & commodities magazine you will find David Sepiashvili's article titled, "Trend-Quality Indicator"
This article describes a method of assessing Trend Strength & Trend Quality . . . . which ...

Please read page 21-23 about volatility system, which only talk about ATR calculation and then SAR ...

Yes, that is true but if you were to read page 24 & beyond then you might find what your are looking for
(especially the part that says, " Now lets define the Volatility system ...

You have $3000 initial capital to put towards you house which could otherwise be invested @ 3% fixed deposit (your figures above)
This means that if you use this initial capital to buy the house you will forgo an annual interest income of $90 (assuming no tax paid)

Now you need to borrow $7000 ...

An arbitrage opportunity perhaps?

I’m a big fan of saving money where I can & your idea is a good one, however it should be noted that Seykota’s first book “The Trading Tribeâ€

Firstly, the aesthetics;
A reasonably heavy book due to the very good quality gloss paper used.
Each page features a pleasing-to-the-eye colour picture that acts (most times) as a metaphor for the content on that page complete with Ed’s trademark dry style of humour evident here & there. (which I ...

Further to above, please note that you are not just limited to EMA’s and SMA’s
With the Blox Builder Edition you can also choose any of the following types of moving average as well (if that is what you want)

- Ehlers Non-linear moving average
- Ehlers zero-lag moving average
- Following ...

Hmmm, . . . A simple question was asked, a simple answer was given yet it was deemed to not be helpful. Even though it answered the question !!??

To get a more helpful answer perhaps the question could have been phrased in a different way.
Example:
“I do wonder is it possible to express one ...

I see no reason why not

Example below shows a roll date on the 16th of each month (in your case it will be the 18th)
Note how the roll occurs on the month prior to the delivery month.
Hope that helps.

Further to the above, please also see your Tblox user's guide

I thought the stop was based on the 20day ATR

I use Metastock for looking at charts & Tblox for running system simulations and order generation.
In Metastock the ATR is claculated (or even calculated :wink: ) using the Wilder's Smoothing method.
In Tblox the ATR is calculated using the ...

The '500' figure simply converts the point value of Cotton to a dollar value since the value of 1 point in Cotton is $500

For stocks there are no conversions necessary since stocks are already priced in dollars.

Example;
Todays close in ABC corp. = $55.55
Todays 20 period ATR = $1.55 ...

If using ATR stops for position sizing;

Position Risk = (Todays close) minus (Todays stop price) . . . expressed in Dollars, Euro’s, Yen, Rai etc

Stop price = (Todays close) minus (ATRmultiplier)*ATR

Therefore, Position risk = (ATRmultiplier)*ATR

Position size = Max risk($)/Position Risk ...

Let's hope that Mr. Drew's bad luck does not rub off on me!
Of all the great operators of Wall Street, however, Daniel Drew furnishes the most remarkable instance of immense and long-continued success , followed by utter failure and hopeless bankruptcy
It seems that Mr Drew had a lot of good ...

"He who sells what isn't his'n, must buy it back or go to pris'n."
. . . . . Daniel Drew

. . . but I cannot beat my instinct, which make me doing something wrong against my plan. . . . .
Congratulations . . . . . you are Human !

Two books that I have found to be very helpful in enabling you to recognise destructive & non-productive patterns in your trading as well as offering a ...