you are not allowed to use a verb on this thread on TA

Discussion in 'Technical Analysis' started by man, Jul 29, 2005.

  1. man


    futures trendfollower1: average trade length 200 days - basically ma crossover
    futures trendfollower2: turtle like thing
    futures trendfollower3: mixed indicator stuff

    intraday trend follower: mixed indicator stuff on 12 futures

    on paper: intraday breakout sp and high grade copper

    in development: self adaptive strategy on euro/usd, intraday breakout on twelve futures

    actually introduction just necessary for this category = technical analysis. more fun in communication with no verb. maybe later in the thread move to no letter "e". much difficulty in this. right?

  2. BSAM


    Verb in sentence.:cool:
  3. man


  4. man


    back to content: selfadaptor strategy tough call. no danger of overfit but hard research. so far no better results than 1.3 sharpe on EUR/USD, which poor because longonly sharpe 1.2 :).

    minrequirement for intraday futures portfolio: sharpe 2.0, for daily data 1.0.

    sharpe versus sortino versus omega
    still sticky at sharpe. maybe old fashion. hmm. uncertain. more conservative approach. punishment for upside vola as well as donwside. possible loss and possible gain the same.
  5. gnome


    I think maybe I'll get that tattooed on my butt.
  6. man


    yes. plus "no verb on this thread."


    BTW what meaning morone?
  7. man


    content: 200 random trades over one year average sharpe of slightly below zero (transaction cost), 3% chance sharpe of above 1, 1 % chance above 2.4.

    thus randomness fools probbly everywhere.
  8. Ebo


    It's obvious with your command of the English language, you wouldn't know a pronoun or a verb if it fell out a window.
  9. man


    well. neither funny, nor full of content, nor within rules. sorry. your limitations obvious. plus no humour. by by.
  10. man


    you lobster.
    #10     Jul 29, 2005