Traders' Roundtable

is this it? do you recomend the 99 or 2000?

1. Antinori
Solaia
1999

"Dark in color, with intense aromas of blackberries and fresh herbs, such as basil, with a hint of eucalyptus. Full-bodied, with extremely well-polished tannins and a long, long finish. A tight and racy young wine that needs time ...

like Li Po and George Thoroughgood i drink alone


Drinking Alone


I take my wine jug out among the flowers
to drink alone, without friends.

I raise my cup to entice the moon.
That, and my shadow, makes us three.

But the moon doesn't drink,
and my shadow silently follows.

I will travel with ...

I use 'em. Fantastic. Zero commission on first 25 trades. Zip, 0, nada. $3 a trade after that. Great for super small accounts. If you're just starting out, you can test your idea trading just one share and actually be profitable with out commisions killing it. If you find something that works just ...

Hi thread,

I traded stocks all through the 90s, I got about 80% of the way to being fully automated. I think if Veritrader eventually gets automated execution it could easily be done with it. I cut this from a chat I sent someone a while back so forgive the bad grammer and typos

Here are some of ...

Never, never, never use index data as the data on which trades are entered in testing. it is completely unrealistic. Trading would be a sweet beautiful dream if actual futures contracts were as neat and orderly as indexes would lead one to believe. All the volatility, all the guts, all the meat of ...

Save your money, I have all of tharps home courses and attended a few seminars. All that psychological stuff is worthless to a system trader. What you need is a good system. When you have a system that makes money almost every month trading is a pleasure, even fun. When your system is mediocre and ...

Jwebster

How many trades does your system have over the 34 year test period? If it's more than a few thousand, say 5 to 6 thousand I wouldn't worry about it not working as well on other markets, although a complete failure on a similar index should be of concern.

I voted for TS because that's the only language I know. I'm sure I'll have trouble (dope that I am) no matter what language is chosen so my biggest concern would be the availability of support, forum help and paid help. TS used to charge $150 minimum to code even if it was just a few lines. They've ...

sometimes, heres a sample of my actual slippage, each number is for a round trip (buy/sell) trade.

-0.25
-0.25
0
-0.25
-0.5
0.5
0
-0.25
0.5
-0.5
0
0.25
0
-0.75
0
-0.25
0
-0.25
0
-0.5
0
0
0
0

The spread is 2.5 times greater than the big contract. Even with zero slippage you lose a minimum of a 1/2 point per trade plus commissions which are four to five times greater.

An optimization engine with a genetic algorithm that lets one enter the results they want , 60% winners 100% return 20% draw down 200 trades per year ect. and the software finds the parameters that come closest to achieving this.

“Slowly I turn, step by step, inch by inchâ€

I bought the entire S&P history a couple of years ago from C.I.S., the data was good, I didn't find any obvious errors. It served my purpose well. Don't know about their updates or live data though.

I've noticed the same thing, no matter how much I turn up the heat with a profitable short term system MAr always goes up. Thanks for the explanation.

http://www.jerrystocking.com

this guy became enlightened through just such practices, going opposite your normal personality patterns. It also worked wonders for George Costanza in Seinfeld.

Any thoughts on using different parameters for different markets? I know this screams of curve fitting but it may be more profitable to acknowledge that for various reasons each market has its own personality, like people, and its characteristics or habits become predictable and reliable over time ...

Toby

If you’re interested in the mechanics of order entry then become a broker and get paid for every trade. If you want to be a trader but second guess the signals at time of entry then have some one else trade it. It costs about 10 dollars more than doing it yourself, add this to your cost and ...

I have both Angus and Castle plus a few others. I also have one who is just terrible, who I keep trading a mini one lot for one of my systems. I use his execution as a benchmark for really terrible fills.

Angus is good, pricy yes. Better rates with shorter term systems that trade more but still ...

MODERATOR'S NOTE: Topic moved from Original Turtle System forum.

Forum Mgmnt,

How have the parameters changed over the years and how might one adjust them? I use walk forward optimization in a day-trading S&P system. It trades enough, about 150-175 times per year, so that optimizing each month on ...