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  1. adjusting adx trend "threshold" for length

    Trending = yes when ADX(N) is greater than f(N), please give me the formula for f(N) BigBubba has supplied one answer: f(N) = ADX(N)[1], the...
    Post by: MGJ, Aug 24, 2007 in forum: Technical Analysis

  2. The Day Of Week effect, does it still work

    Here is the equity curve. On November 3, 1997, the CME changed the S&P futures contract specs. Before then, the big point value was $500 per...
    Post by: MGJ, Aug 23, 2007 in forum: Strategy Building

  3. The Day Of Week effect, does it still work

    Here is Joe Krutsinger's "Buy Monday" system dated October 3, 1993:If @DayOfWeek(0)=5 then buy tomorrow at market with ExitOnCloseOfEntryBar=True...
    Post by: MGJ, Aug 22, 2007 in forum: Strategy Building

  4. Detrending Data

    Nope. Your first part "x" is correct but your second part "what to do with x each bar" is incorrect. Try it out with pencil and paper and you'll...
    Post by: MGJ, Aug 17, 2007 in forum: Data Sets and Feeds

  5. Do these future contracts exist?

    Eggs futures: http://tinyurl.com/3785gv
    Post by: MGJ, Aug 13, 2007 in forum: Commodity Futures

  6. Basic questions on indicators

    Same thing is in Perry Kaufman's boook Smarter Trading. He calls it the Efficiency Ratio. Have a look at the Google Books archive of that...
    Post by: MGJ, Aug 13, 2007 in forum: Technical Analysis

  7. A New Volatility Measure

    Perhaps you would gain additional insight from drawing a Venn Diagram. Useful sets to represent on the diagram might includeThe set of all...
    Post by: MGJ, Aug 11, 2007 in forum: Technical Analysis

  8. A Meltdown From The Yen-Carry Trade?

    Trade futures on the yen or on the dollar. http://www.cme.com/edu/fx/index.html To short $1M worth of Yen, call your futures broker and say...
    Post by: MGJ, Aug 6, 2007 in forum: Wall St. News

  9. Frosty Strategy Development

    All markets trend ... ... ... but they only trend some of the time. A different approach is to say "I'm going to develop a NOUN-based system,...
    Post by: MGJ, Aug 6, 2007 in forum: Strategy Building

  10. Gold Futures traded in What exchanges?

    You'll have to ask CSI. They seem not to carry data series for any of the products on that particular exchange:...
    Post by: MGJ, Aug 4, 2007 in forum: Commodity Futures

  11. Frosty Strategy Development

    I recommend you find a way to convince yourself that your results from random testing are stable and repeatable. (Convince yourself that the...
    Post by: MGJ, Aug 4, 2007 in forum: Strategy Building

  12. Frosty Strategy Development

    Measuring the benefits of an Entry signal, in isolation. Chuck LeBeau suggests making a "system" with your entry signal and a time-based exit....
    Post by: MGJ, Aug 3, 2007 in forum: Strategy Building

  13. Gold Futures traded in What exchanges?

    No, CSI's Factsheet shows the 1-year average of Total Volume. Total Volume is the sum of all trading volume of all contracts, both front-month...
    Post by: MGJ, Aug 2, 2007 in forum: Commodity Futures

  14. Gold Futures traded in What exchanges?

    The Market Factsheet from CSI Unfair Advantage says: [IMG] And that's just the futures. There are also the forwards, such as are traded...
    Post by: MGJ, Aug 1, 2007 in forum: Commodity Futures

  15. Good hi-res monitor

    I just bought the Samsung Syncmaster 244T and love it. It's got 11% more pixels than the 245 (1920x1200 vs 1920x1080) and a whole lot of...
    Post by: MGJ, Jul 27, 2007 in forum: Hardware

  16. Brain Teaser

    What is different about that heavy-winning machine? Nothing. The machines are all identical.
    Post by: MGJ, Jul 23, 2007 in forum: Chit Chat

  17. Backtesting speed

    A test metric that factors out the underlying hardware: http://www.tradingblox.com/forum/viewtopic.php?p=24458&highlight=clock%2A+ghz#24458...
    Post by: MGJ, Jul 19, 2007 in forum: Automated Trading

  18. Excel System Development

    That's an approximation formula for the cumulative normal distribution; number 26.2.17 in Abramowitz and Stegun. You may want to try some of...
    Post by: MGJ, Jul 19, 2007 in forum: Strategy Building

  19. When to switch from fixed ratio to fixed fractional?

    Presumably you have simulated this; what do the simulations say? More position sizing ideas to try out in simulation:Always trade whichever is...
    Post by: MGJ, Jul 18, 2007 in forum: Strategy Building

  20. bobl R.I.P

    Maybe a shift to a different trading approach might be in order. Doctor it hurts when I do this. Then don't do that.
    Post by: MGJ, Jul 16, 2007 in forum: Index Futures
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