Traders' Roundtable

Just history:

http://www.forexhistory.com/History/HistoryArh97.htm
http://www.forexhistory.com/History/HistoryArh98.htm
http://www.forexhistory.com/History/HistoryArh99.htm
http://www.gelium.net/History/HistoryArh00.htm
http://www.forexhistory.com/History/HistoryArh01.htm
http://www.gelium.net ...

http://www.dspguide.com/
The Scientist and Engineer's Guide to Digital Signal Processing by Steven W. Smith, Ph.D.

{*****************************************

Description: 3-pole Butterworth type Lowpass filter

Provided By: DT (c) 2000

****************************************}

Input: Price(Numericseries), Period(Numericsimple);

Vars: Coeff_a(0), Coeff_b(0), Coeff_c(0), Filter(0);


if Period > 0 then ...

I use simple thing:
ATRin%(n days) and
% of price move from N days ago.

Trend Strength=%Move/ATR%

Thanks Toni - I am new here and somehow missed the giant forum about MC simulation. :oops:

where you find about "giant forum about MC simulation" ? Give me link ;-)
I placed link to program and article (in russian ;-) ) by mine friend (Moysha) - measure probability of profit,drawdown etc.

Very ...

I am a little surprised there was no discussion of Monte Carlo Simulations, as they are great for determining max drawdowns, especially if you are going to use 20 years of data to find out trade distributions as c.f. recommends.


freeware MonteCarlo (BootStrap) program for Excel- BootStrapIt ...

So I am curious what each of you uses to determine what makes a good system. - Forum Mgmnt

Hi, c.f.
Every measure that you said, came from inside of system , with "MM-optimization" i can make any numbers :cry:

So we need something that not depend from system, I now only one thing - ZigZag ...

I wonder if you could give me an example
of a system/strategy that would give me a base to work off,
similar to the turtle system you outline for futures.

Heres one:
NRTR - Nick Rypock Trailing Reverse System.

Basic Functions for Omega Trade Station 2000i

Article about (in russian)
http ...

%Win*AverageWin=%Loss*AverageLoss

Just a picture

Hey Damian,
I have no idea what PGO is. Do you think we need a thread for people like us who want to share information and ideas about this?


Some info :)

The difference between the entry point and the stop loss point multiplied by the number of lots is the starting risk or 1 R2, independent of ...