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  1. Money Management

    I think Ryan Jones book......
    Post by: mmillar, May 24, 2004 in forum: Risk Management

  2. I'm becoming a trend follower

    You might want to look at this post... http://www.elitetrader.com/vb/showthread.php?s=&threadid=26623 Of course it's up to you to backtest...
    Post by: mmillar, May 21, 2004 in forum: Financial Futures

  3. I'm becoming a trend follower

    If you only follow one market you will get stuffed. But if you diversify then trend following can be extremely profitable.
    Post by: mmillar, May 21, 2004 in forum: Financial Futures

  4. Trading System Analysis

    Some discussion here as well... http://www.elitetrader.com/vb/showthread.php?s=&threadid=2126
    Post by: mmillar, May 21, 2004 in forum: Strategy Building

  5. Backtesting Software

    I'd love to bait Jack but he would then bamboozle, confabulate and generally confuse the shit out of me. :p If you're my better AND white...
    Post by: mmillar, May 20, 2004 in forum: Strategy Building

  6. Backtesting Software

    lol. I assume you're one of those fundamentalist christians who believe Noah's flood happened last Thursday week....
    Post by: mmillar, May 20, 2004 in forum: Strategy Building

  7. Backtesting Software

    ...but there is virtually no data so eSignal is hopeless for backtesting. Mike - You can get free copies of TradeStation 2000i off the...
    Post by: mmillar, May 19, 2004 in forum: Strategy Building

  8. Trading the same system with different variables

    You're trading the same system with double the contracts. What's the difference between trading... 1 contract of S(3,5) AND 1 contract of...
    Post by: mmillar, May 18, 2004 in forum: Strategy Building

  9. construction and use of adaptive averages

    FWIW I did find that Adaptive MA's generate about 20% fewer trades than a Simple MA and about 10% less than Exponential and Weighted MAs. But...
    Post by: mmillar, May 14, 2004 in forum: Technical Analysis

  10. construction and use of adaptive averages

    Hi, I find that KAMA is so reactive that there are virtually no periods where it is flat. I thought about what you said to see if I could...
    Post by: mmillar, May 14, 2004 in forum: Technical Analysis

  11. construction and use of adaptive averages

    Sorry :eek: As I see it... Simple MA's enter too late and exit too late. Adaptive MA's enter too early (before a trend change is...
    Post by: mmillar, May 13, 2004 in forum: Technical Analysis

  12. construction and use of adaptive averages

    I have been looking at using Adaptive MA's in trend following strategies. I've looked at Kaufman's KAMA, Chande's VIDYA and Ehlers' MAMA and...
    Post by: mmillar, May 13, 2004 in forum: Technical Analysis

  13. Jurik indicator for Excel

    I have Kaufman's KAMA and Chande's VIDYA adaptive MAs in Excel. There is also Ehler's MAMA but it is a bit difficult to translate to Excel.
    Post by: mmillar, May 11, 2004 in forum: Trading Software

  14. How can I tell if my system is ROBUST

    Aafwintb, Ryan Jones' book 'The Trading Game' has a couple of very good chapters on Optimization and Robust Statistics. The book is actually...
    Post by: mmillar, May 9, 2004 in forum: Trading

  15. How can I tell if my system is ROBUST

    I'm not saying RSI should make money. Aafwintb asked a question about the 'robustness' of systems and, as an example, said should he use an RSI...
    Post by: mmillar, May 9, 2004 in forum: Trading

  16. How can I tell if my system is ROBUST

    Sorry. A bit to esoteric for me. What does that question mean?
    Post by: mmillar, May 9, 2004 in forum: Trading

  17. Ryan Jones - the final frontier in snakeoil!!

    ditto what Yannis says :) plus... What you have described is one method of MM. There are several others each with its own advantages and...
    Post by: mmillar, May 9, 2004 in forum: Commodity Futures

  18. How can I tell if my system is ROBUST

    IMHO The important thing is that any value you choose for your RSI period makes money. Not just 6 and 12, but 1 though 30. It's kind of...
    Post by: mmillar, May 8, 2004 in forum: Trading

  19. Ryan Jones - the final frontier in snakeoil!!

    Can you tell me which books you think are more advanced on the subject of MM. Thanks
    Post by: mmillar, May 7, 2004 in forum: Commodity Futures

  20. Ryan Jones - the final frontier in snakeoil!!

    I put together a spreadsheet comparing Fixed Ratio and Fixed Fractional using Monte Carlo simulations. I found that FR was better. Ryan Jones...
    Post by: mmillar, May 7, 2004 in forum: Commodity Futures
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