Search found 8 matches
- Mon Mar 26, 2007 9:12 am
- Forum: Testing and Simulation
- Topic: Your advice: what's a reasonable way to test RANDOM EXITS?
- Replies: 13
- Views: 14440
Randomness with Order
Flip out the old stethiscope at day of entry and document the following: ATR @ Entry Signal X Calendar Day ATR X March 26 (ATR*26)/30days = Stethiscope number (S#) Running Mean of ATR for last 30 days= 30!ATR S#/30!ATR and smooth by say 15 days= Exit monitor When Exit Monitor displaces by 1STD exit ...
- Thu Nov 30, 2006 6:16 pm
- Forum: Market Psychology
- Topic: A cyborg Trader? (Half Man, Half Machine)
- Replies: 18
- Views: 31767
- Sat Nov 18, 2006 12:16 pm
- Forum: Testing and Simulation
- Topic: Number of optimized variables and ranking of system goodness
- Replies: 18
- Views: 13389
- Fri Nov 17, 2006 10:12 am
- Forum: Testing and Simulation
- Topic: Number of optimized variables and ranking of system goodness
- Replies: 18
- Views: 13389
- Mon Oct 30, 2006 7:01 pm
- Forum: Market Psychology
- Topic: Increased money flow into commodities
- Replies: 7
- Views: 16020
I always thought it would be neat to keep up with contracts like Paul Jones. But I have not made time to do that, it was however interesting to see his prophecy fulfilled on measuring inflation.(millions of contracts) I would suppose that these markets are acting similar to how they have always acte...
- Mon Oct 30, 2006 6:27 pm
- Forum: Market Psychology
- Topic: Increased money flow into commodities
- Replies: 7
- Views: 16020
I thought what Paul Tudor Jones had to say was pretty interesting on the influx of diverse types of entities who were buying oil contracts in 2003.
See the following link for the webcast:
http://www.clicklive.com/NYMEX/symposium_2003/jones.htm
See the following link for the webcast:
http://www.clicklive.com/NYMEX/symposium_2003/jones.htm
- Thu Oct 19, 2006 8:07 pm
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 46847
- Thu Oct 19, 2006 10:53 am
- Forum: Testing and Simulation
- Topic: When To Stop Trading
- Replies: 43
- Views: 46847
Dean Hoffman wrote [quote]On a separate note, I am staying away from the Trading Blox vs. Mechanica thing! That was NEVER my intention. I think they are both fantastic products and I am forever grateful to both Bob Spear and c.f. for making these available to us. I highly recommend them both and I h...