Traders' Roundtable

Thanks for bringing this up. I've had similar instances where I've had to turn off systems. What I found interesting Tom Basso's comment in a podcast
" I would shut myself in a room and ask my secretary not to bother me unless there was something urgent and I would take a look at the market and the ...

You could also use Kaufmans efficiency ratio:
ER = Direction / Volatility

Where:

Direction = ABS (Close – Close[n])

Volatility = n ∑ (ABS(Close – Close[1]))

n = The efficiency ratio period.

Here is an example of a 3 period ER:
- See more at: http://etfhq.com/blog/2011/02/07/kaufmans ...

I really see this as a very generalized statement, and I don't know what you are attempting to imply.

Each trading system that you look at has specific characteristics which are unique.
Some characteristics being namely:
1. Money Management
1. Entry tactic
2. Filters
3. Trailing stops
4. Exit tactic

If you were to take the approach of the consensus oscillator how would you know which system you ...

Hi,
I am quite new to Futures and I had a specific query.
What is the difference between Micro / Mini contract Vs Normal contract excluding size? i.e what are the price differences between OHLC on a normal contract Vs Mini / Micro contract.

regards

Those returns look very good in my perspective.

I'd like to thank: michaelt, babelproofreader, Moto moto and TrendsCatcher.

Michaelt, thank you for your suggestion regarding creating a measure for volatility.

michaelt, TrendsCatcher thanks for your responses.

TrendsCatcher, your advice of reducing the bet size (fractional) is something that i currently follow. My rule uses % bet-size reduction for a fixed string of losses continuously.

michaelt, your advice of volatility measurement definitely makes ...

I have been facing a lot of whipsaws lately with my breakout system. I was wondering is there is a filter / indicator to identify whipsaw market and thereby reduce risk or even avoid taking the signal (based on accuracy of whipsaw filter).

Long term, medium term and short term trend following meant ...

I am exactly looking for the same answer from anyone who has used the 2 platforms.