Or is it better to do a news straddle with CME GBP or EURO currency futures with 2 accts?
Which FX brokers are best for or close to honoring Stop-Losses orders during economic news? Is there an order such as 'trailing limit order'...
What happened today? Yen, indices & carry trades non-usd/jpy all went up. Any comments? :confused:
Use this version: simple and general for anyone/instrument TPI = %R X (1 - max%DD) X %t, for example 90% return, 30% max DrawDown, 12...
Or is is the other way round after 12noon i.e. market leads the carry trades pairs? What about other times, which is leading or lagging?...
TotalTrades? hmm...What happens if the trader is a scalper with an itchy finger on the mouse? PP? what about non-directional spread traders?
If they couldn't care less what others want to see, why bother even measuring their own performance? In fact, they should STFU to avoid attention.
a max 35% DD is a max 35% DD no matter how low his DD 1% is on any other days, meaning he or his system cannot accustom to a new situation which...
You can sweep everything under the carpet but at the end of the day, the bottom line is people want to see is %R accounted in some form in the...
No matter what kind of calculation is involved, the basic %R figure should be one of the factors included in measuring a trader or system. Chop...
These traders you talk about might as well go rob a bank:cool:
Use TPI to gauge a trading system http://www.elitetrader.com/vb/showthread.php?s=&threadid=118573
Good suggestion as an extension to TPI. Keep them coming.:)
Use my calculation "TPI" to gauge a trading system http://www.elitetrader.com/vb/showthread.php?s=&threadid=118573
What's your TPI? http://www.elitetrader.com/vb/showthread.php?s=&threadid=118573
Is there a standard performance indicator for a trader? I notice that trader's perfomance based on %return or sharpe ratio are not sufficient...
Gamblers or Traders? How do you gauge a better trader? Is sharpe ratio(R/DD) more important than % return? Maybe a new index such as R X...
It's valentine's day tomorrow:p
Imagine the size of the jackpot prize 60% of the funds collected on every draw can be re-distributed back to the people as rebates who would...
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