I think purely systematic trading is very hard, because it is inevitable you will experience a drawdown in the future greater than the maximum...
I find most of candle's posts hilarious, don't think you guys should take everything so seriously perhaps.
To catch a trend day, buy market on open, put your stop a % of average daily range away and hold to close. Simple. Trend days open at or near...
I'm running around 25%, average holding period 12 hours
Been having trouble the last few days logging on, wondering if it is me or them. Thanks.
Examples for futures funds: Long term trend following (daily data): Go long on next open if close > average (close,80) + standard deviation...
I was down for several hours yesterday, but I am on the european server. Pretty annoyed I couldn't trade the euro close, but I can't recall that...
power blackouts are very rare where i live, and if it does happens, my plan is to simply use the laptop off batteries to close out any positions i...
Anyone know what sort of returns taleb is getting?
A big drawback of the SMA is how it is affected by price jumps. The SMA's memory is only limited to the lookback period. If there was a huge...
One would have thought the 10,0000 contract/day man would know about leverage.
I wonder how many pro traders are also into windsurfing? I've been a windsurfer for about 15 years now, although the passion has waned a little...
No, it was 5%. They are aiming to make 10-15%/year.
My understanding of proprietary futures trading seems very different to what is posted on these boards. I was considering joining a group...
thanks for that, i'll check opera out this weekend and report back.
It has worked fine for me. The main reason I use it is for the tab feature for multiple windows within the one browser. My task bar gets a bit...
=average(a:a) or whatever your column is
I like crazy browser (www.crazybrowser.com). It opens new browsers within tabs inside a single window, kills popups, and is freeware. Worth a...
If you are using interactive brokers you can use their DDE into excel to create an audible alarm. It will have to trigger off the futures price...
GAtrader, I also often build in a directional bias by adjusting the ratios a little. I can then set up scenarios so if I am wrong I can get out...
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