Recent Content by Stoopidly

  1. Optimal Leverage in Futures

    I use a formula based on drawdown and maximum loss, as well as volatility and a safety margin to come up with what I think is the best amount of...
    Post by: Stoopidly, Jun 10, 2014 in forum: Risk Management

  2. My back test results

    Right now I'm guessing your position size is a percent of current account value. It's a lot easier to understand your backtest results if you use...
    Post by: Stoopidly, Aug 31, 2013 in forum: Strategy Building

  3. If ya cant beat these,u really shouldnt be trading at all

    I'd be surprised if it was all random, probably just random to some degree. It was pretty easy to beat, just buy on up ticks and sell all on down...
    Post by: Stoopidly, Jun 29, 2013 in forum: Trading

  4. Which system is better?

    I'm not trying to discuss whatever is the optimal bet. I'm saying that system 1 is by far better than system 2, because of the big difference in...
    Post by: Stoopidly, Jun 4, 2013 in forum: Strategy Building

  5. Which system is better?

    I was going to add a comment on Kelly in my post, but I decided not to. Basically, using Kelly here would be meaningless, no matter what it tells...
    Post by: Stoopidly, Jun 4, 2013 in forum: Strategy Building

  6. Which system is better?

    Lets not forget that we can literally only bet 1% of our capital on system 2 to go bust. So one major factor in evaluating which system is better,...
    Post by: Stoopidly, Jun 4, 2013 in forum: Strategy Building

  7. Systems I am working on

    The results looks very nice, until you look at the total trades. You're working on too small sample size. It's pretty easy to create a simple...
    Post by: Stoopidly, May 29, 2013 in forum: Strategy Building

  8. Calculating minimum capital

    @J.Joseph If you trade frequently I can see how that adds up quite a bit over the course of a year. Just shows how important it is to consider...
    Post by: Stoopidly, May 22, 2013 in forum: Risk Management

  9. Calculating minimum capital

    Yeah, I try to keep things as simple as possible as well. I find it more 'robust' the simpler it is. Your calculation looks pretty similar to mine...
    Post by: Stoopidly, May 22, 2013 in forum: Risk Management

  10. Calculating minimum capital

    I didn't think about inflation, thank you for pointing that out. Now it looks something like: 5000*(1,025^10)*(1+0,25)*(1/0,15) = ~53350 I...
    Post by: Stoopidly, May 17, 2013 in forum: Risk Management

  11. Calculating minimum capital

    Hey, I have been searching around for a while to come up with a formula for calculating the minimum capital I'd need for my system(s). After...
    Thread by: Stoopidly, May 17, 2013, 11 replies, in forum: Risk Management

  12. Can you design a horribly losing system?

    I'd just create a system that make a lot of trades each day. My system would lose very consistently due to commissions and slippage. I guess thats...
    Post by: Stoopidly, Apr 4, 2013 in forum: Trading

  13. Basic questions regarding AmiBroker

    Thanks to the both of you. Will try out SelectedValue() and LastValue(), looks like they could be very useful for me.
    Post by: Stoopidly, Dec 18, 2012 in forum: App Development

  14. Basic questions regarding AmiBroker

    Thank you very much for that reply, aldey. Now my strategy is finally starting to look like the one I made in NinjaTrader. I didn't expect such a...
    Post by: Stoopidly, Dec 17, 2012 in forum: App Development