yeah, why good times can never last with trend following ? :) Now when-ever I see a jump to new highs, I just want to sell everything and stop...
For what it's worth, the way I'm doing it is that basically I have 2 layers in that area: the strategy-layer that decides the required target...
That does sound interesting and maybe I should do it., But isn't there some kind of problem with these contracts? like low volume, hence large...
an idea about automation: if it's really possible to put the whole system on a small computer like wopr did, it should surely be possible to put...
I'm close to HWM right now, but not quite there, I started 4.5 months ago, up 9%, but it's changing quite a bit, several days ago it was like 4%....
What I'm doing is after calculating new forecast, I run the position-sizing logic backwards to calculate what forecast my current position...
How about quantpedia as a source of trading ideas ? Not exactly a Slack channel, and there's still almost 500 filtered strategies to go through,...
boromir eh? :) I remember at the university where I studied CS they did the same thing, but just LOTR wouldn't be enough for the number of...
Btw, I just checked, my system started rolling into the next Korean bond (Sept 2020) on Wednesday (fill @112.11) and sold last 2 June contracts on...
The best way to test is to test in production! :) Well, in my case, more significant changes I deploy and run first in paper-system for a while...
Oh, that's some unplanned work.. Yeah, every external dependency is a cost, even if the library is free :) , but sometimes there's just no other...
I see, so to simplify, the "smaller" the system the higher overlay thresholds should be (when IDM is capped).. If we use low threshold numbers on...
Yeah, something like that, I actually wasn't even thinking about it this way, I just have a price-series with closing prices and dates (I don't...
No problem, my pleasure, thanks! :) I don't have many unit-tests myself (my stack is C#+sql+matlab with all the real-time trading written in C#,...
Hi Rob, You finally published the risk-overlay post that you described briefly several years ago on this forum, thanks! Meanwhile I implemented it...
Going back to the question of bargain-hunting, is it normal that when I Going back to the question of bargain-hunting, is it normal that when...
yes, I did back-testing, that's how I selected the pairs to trade :) so of course they were all crazy-profitable in the backtest (that's why I...
Thanks @HobbyTrading I see. I'm actually also running another stock\ETF strategy on the same account, in fact I started with it. It's a...
Yeah, maybe there is something to that "manual\discretionary trading" thing after all :) I started to watch some day-traders on youtube (quite a...
there's also this screener, which has most of the parameters for free, can filter by country, though, I couldn't find "PTBV" and "Forecast div....
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