Recent Content by programtrader

  1. Moving Average or Linear Regression?

    Does anybody has experience working with these smoothing techniques, that could point any advantages or disadvantages of using MA's or LR's for:...
    Thread by: programtrader, Jul 28, 2005, 32 replies, in forum: Technical Analysis

  2. futures portfolio selection

    do you mean something like: Efficiency = Margin/AvgTrueRange(N)*BigPointValue ? where BigPointValue = currency value represented by a...
    Post by: programtrader, Jan 7, 2004 in forum: Strategy Building

  3. futures portfolio selection

    I don't want to focus in one single contract, nor in index futures exclusively. I want to trade a small basket of futures using a trend-following...
    Post by: programtrader, Jan 5, 2004 in forum: Strategy Building

  4. broker for a small european trader

    The problem with saxobank is that I will need to install their software. I am using a corporate network during the day and can't install any...
    Post by: programtrader, Jan 5, 2004 in forum: Retail Brokers

  5. futures portfolio selection

    Hi Forum, I am trying to select a portfolio of futures based not only on the trendiness of the series but also the way it can be traded by a...
    Thread by: programtrader, Jan 5, 2004, 9 replies, in forum: Strategy Building

  6. broker for a small european trader

    Hi, I am looking for a broker with the following characteristics: 1) allows base account in Euro currency 2) access to LIFFE, CME, CBOT...
    Thread by: programtrader, Jan 5, 2004, 5 replies, in forum: Retail Brokers

  7. Idiot Savants

    I only know of 5 discretionary traders that are *VERY* successfull. I wonder if they are the same PTJ knows... The question here is that they...
    Post by: programtrader, Sep 2, 2003 in forum: Strategy Building

  8. Are there any systems on Elliott?

    see Trading Systems and Methods by Perry Kaufman. He coded the Tom Joseph approach (Advanced Get) in EasyLanguage.
    Post by: programtrader, Aug 13, 2003 in forum: Strategy Building

  9. Funny how many ignore what's behind TA

    Although I am defending Wyckoff principles I am a quantitative trader. My main job is to model the markets, and in order to model markets we must...
    Post by: programtrader, Feb 26, 2003 in forum: Strategy Building

  10. Funny how many ignore what's behind TA

    harry, I must say that the term technical analysis is very vague. Personally I wouldn't put wyckoff analysis at the same level because you have...
    Post by: programtrader, Feb 26, 2003 in forum: Strategy Building

  11. Funny how many ignore what's behind TA

    there is no "manipulation" in the composite operator. This is a way to read the whole market as a professional trader. If you are looking for...
    Post by: programtrader, Feb 25, 2003 in forum: Strategy Building

  12. Fixed vs. percentage based stop loss

    “where the more you risk, the lower the ending equity” The percent of risk must be a function of win% to reduce the drag. For example,...
    Post by: programtrader, Nov 25, 2002 in forum: Strategy Building