I’m glad it’s so easy to pull this as RealTest lets me edit list of columns as a text file where each line is "name: formula” + it allows me to...
Look at mean reversion on a few days intervals. My bread and butter strategies are MR both long and short. I don't disclose exact rules I use but...
Just to be clear - this is live equity for this system. This is not hypothetical return. My logic is - nothing that makes 38% return in 6 months...
Haven't looked at PnL this week yet (try to do it on weekend only to reduce distractions). Meanwhile something I noticed last week - MR Long...
What would be smart - to set expectation for everyone that initial margin requirements will be raised once volatility actually spikes certain %...
It doesn't mean anything in regards to his % loss or risk. Value of $ for a person is relative to their net worth. Especially for a trader. Same...
$ PnL is meaningless. This number only matters when it is a significant % of his account or even net worth. There was a post recently about a...
I think Sam mentioned in another post that he is trading a non-margin account for tax reasons (perhaps it is Canadian TFSA or RRSP). Then it could...
No way! :) Maybe we should start a thread with challenges like that. Val
Yes, RT supports it. That's where it shines. It has 2 built in easy to use ranking mechanisms - SetupScore/EntryScore. First controls how many...
What you think is a tape might not be a tape. Many brokers try to stay away from providing true tape data, they might call it real time but it's...
Today post is somewhat outside of trading. I am big believer in sport. It helps to develop mental discipline and focus, builds up perseverance,...
Right, majority of my systems are mean reversion with relatively high trade count. 1048 entries YTD, across all systems. Re "multiple positions...
Thank you Sam, those are very thoughtful questions. When it comes to AmiBroker vs RealTest - AB is super flexible, too flexible. Short answer is...
Perhaps. Other ET members messaged me about their suspicions too. I personally don't know him and his backstory does seem a bit ridiculous, but I...
Sounds like the right path to take. Over the years I created pretty sophisticated execution software for myself that is designed to run on a...
If you have a margin account - IB will NOT reject your 40 orders. You can have them hanging there till enough of them get filled and eventually...
Really excited about latest book by Jack Schwager. "Unknown Market Wizards: The best traders you've never heard of". Expected to be out by Nov 3....
Update on penny stocks: As I was looking how my experimental penny stock system was doing, it reminded me of this quote - "Trading is not about...
Very good points. I heard of similar ratios from a psychologist. Val
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