http://www.elitetrader.com/vb/showthread.php?s=&threadid=66316&perpage=6&pagenumber=37 Kevin Schmidt's comments were interesting, I thought.
Hi there, To those with systematic trading experience, please critique my initial gameplan. This represents my plan to move from discretionary...
Sure. Here's a daily chart of the DAX future. AM
Hi all, Here's a trade idea for today / right now in the DAX. A different stock index to the ES but, broadly speaking, similar principles...
Referring to the thread's original title: - Trend funds will be with us for much, much longer than 10 years. Because: - Broadly...
Hahaha.
I'm surprised you take such an aggressive/childish attitude to someone whose words are backed up by statistics. Especially seeing as they will...
New kid, new kid, new kid.... :D P.S. Don't ask stupid questions.
Has anyone coded this strategy up in TradeStation etc to see if it exhibits positive expectancy? It would be a shame if it was a net loser over...
For the benefit of others coming fresh to this thread, it would be great if you summarise what you've picked up from it. Good trading. AM
Hi there, Currently involved almost exclusively in system trading. If you're interested in the area, the thread linked below is excellent....
Last post for today. A very interesting thread on the statistics of trading....
Via some web research... --------------------------------------...
Just found this thread on ET. Some good discussion relating to MM....
Fixed fractional MM - another parameter? ---------------------------------------------- This is an embryonic idea so far. Curious to see what...
Posting some current thoughts. If one looks at the test period's long and short trades separately, do they have different optimal ATR stop...
Hey there. Good to see you're still here! Thanks once again for providing the catalyst for this discussion. Regarding non-stationary...
Great. Interesting to see some effects vs the OR's position. My feeling is that this information should only be used to add to bet sizes rather...
:D
Just checking, you're suggesting this is a good thing to have in practice, rather than being an illusory piece of statistical trickery?
Separate names with a comma.