Recent content by Doctor Nevo

Volvo264, Please stop embarassing yourself. "Myopia" and lack of "tolerance"? What are you talking about? This guy posted here again and again and again, laying out in detail what he was planning to do. He built up a great deal of anticipation for the beginning of his trading, which was...

Hi Aphie, "It seems to be that if any of these 5k to 1000k people are actually legit, they must basically buy or sell ES and then walk away for hours and days and hope they are correct on the direction of the market." That's more or less correct. Like most hedge funds, I make my...

I'll make a quick journal entry for last night. Last night, I received my daily statement -- new equity high made yesterday. Downloaded daily data and ran it on my software. Long-term system gave a sell order for Yen. I looked at my betsizing algorithm and it called for 5 lots. I...

OK, I understand your point. TR does not have a way to account for getting caught in an adverse limit market move. It would be extraordinarily difficult for any software package to account for this since limit rules can be quite complex and change over time. I suppose you could code it into...

Hi BKuerbs, Obviously the data already takes into account limit days with respect to historical testing. Trading Recipes does take into account limit days with its current trading mode insofar as it filters out stop orders that would be more than a limit move away from the previous day's...

Hi Daniel M, I selected my 19 market portfolio to be diversified and contain liquid markets that generally trend well. Markets that didn't meet these criteria were not included in the 19 market portfolio. In achieving a "diversified" portfolio, I chose to avoid having more than 3 markets in...

Hi Daniel M, I've been trading the longterm system for 3 months. I tested it in conjunction with the shortterm system over 6 3/4 years because the SP began trading on Globex in 19960101, which is when it became appropriate to begin testing the short term system. In developing the short...

Hi Kosmo, Actual trading results match testing results almost identically, with the notable exception that there has been more slippage than anticipated with the MD and RL contracts. I am investigating ways to resolve this, and may go to the e-minis in an attempt to do so. I'd hate to drop...

Hi Trader Kay, The details of this short term index system are proprietary. However, I would point out that it's chief advantage is that it has zero correlation with the long term system. To achieve that it is countertrend. If you do a good amount of research online, you should be able...

Hi Bozwood, Generally it is always in the market, although it does have infrequently triggered profittaking exits that are MOO. It reverses on stop orders. I use Trading Recipes for testing and for trading. Doctor Nevo

It's a ratio of (Cumulative Average Rate of Increase in %) / (Maximum Drawdown % Experienced Over Testing Period). Testing was done over 19960101 - present, which is a period that each contract I trade spans entirely, and also represents the period after which the SP began trading on the...

Thought I'd give a little insight on what a normal trading is like for me. Just to give a little background, I'm trading a relatively well capitalized personal account. I use two systems -- a long-term system that follows 19 different futures and forward metal markets and a short-term system...

How about accounting for slippage -- trading ES using intraday stops will result in substantial slippage.

Much of what they say on their site is flat out wrong, and they refuse to expose their techniques to computerized backtesting. Among the faulty techniques they espouse: (1) trendfollowing for stocks. (2) no profittaking exits. (3) pyramiding positions. (1) doesn't work, and (2) and (3)...