Traders' Roundtable

This might also be caused by the price limit.

In the US, price limits are imposed on the trading of futures and options, while in some Asian stock markets such as China, Taiwan, Japan, South Korea and Thailand, price limits are imposed on the trading of stocks.

The price limit rule in Chinese ...

Hello there,

I have a question and can't find detailed reference on the web. I'd be pretty appreciated if anyone could give me a hand by answering the following questions: In your view, which type of systems are most suited for traders to trade in a illiquid market? Or, which aspect should be ...

Hi vegas, kiwi, and shakyamuni,
thank you all for the information and suggestions mentioned in the posts, they are really helpful and inspiring. I guess that now I find the direction to start, and I'm going to spend some time to explore a little further on the subject. Will post my findings finally ...

don't know whether it will feed your need, but Futures Magazine offers an free spreadsheet to calculate BB, check http://www.futuresmag.com/downloads/files/bbands.zip

Hi there,
Several days ago I lose a little bit when the HGZ4 copper futures crashed. The market gapped down, and when my stop order was executed, the price had already fallen about 10 percent from overnight close. That compelled me to consider adding a counter-trend part to my current trend ...

IMHO, I think VaR is not applicable to the LTTF systems in which markets diversification plays an important role and the size of money allocated to every single market has to be allowed to be fluky. Thus even if a constant value of VaR is measurable, it will not significantly improve the performance ...

Hi helicopterdick,
Sorry if I misread what you mean. If my memory doesn't go wrong, Paul Tudor Jones is more likely to be regarded as a famous commodity trader than a currency trader. Thus I guess your intention is to search for forex traders who are as famous as PT jones. The first name came into ...

The Variable Moving Average (VMA) allows you to automatically adjusts the smoothing constant based on the volatility of the data series. The calculation detail could be find at Technical Analysis from A to Z : Moving Averages

The Dynamic Momentum Index (DMI) which was described in the New ...

Gherkin,
After reading your post I run into meditation for a while . whereafter I should admit that perhaps I went astray in over-optimization with wrong thoughts.

Thanks to for your comment, that's really help.

Hi all,
I haven't finished ploughing through all the past threads yet, so excuse me if this question has been answered elsewhere.

When backtesting a system, I usually assume a fixed number or fixed ratio slippage. However, the slippage occured in real trading are fluctuant. Sometimes in a ...

Hi WaveSeeker, Thanks for your reply. Seems that it's hard to find a satisfactory backtester to test fundamental and technical aspects of trading all together.

However, I wonder how, and from what way, the investors evaluate their strategies without analyzing their past performance. So, there's ...

William O'Neill ("How to make Money in Stocks" and "Investors Business Daily") is probably the best known teacher of blending fundamental with technical analysis.

His CANSLIM method looks for stocks with rapidly rising earnings, high margins, high relative price appreciation and a strong industry ...

Low on N, High on O, High on C

Although it is not decisive for trading success, the test and the article are a very interesting read.