Traders' Roundtable

Sluggo,

I have added Kase's book to my reading list, thanks for the reco.

I have been noodling around with volatility channel trading ideas for a while. I like the concept because it is, to a degree, self-tuning - as volatility increases so do the price channels, giving price more "room" to counter-trend without exiting prematurely.

One of the difficulties I encountered ...

Sluggo,

Thanks for the link to that thread. It is interesting (to me at least) that GenX' question is along the lines of my broader thinking.

When testing a system against a portfolio of instruments there will be significant differences in the returns for each instrument. In some cases the ...

In order for any trading system to yield a return, there has to be movement in the asset prices themselves; the movement provides the opportunity to profit.

I was thinking that a statistical measure of a trading system's ability to turn those movements into returns might be a good parameter for ...