Recent content by Dr Who

I really admire your tenacity but I'd give up and move on to something else. Like gardening for instance

This is not the usual vwap or way that it is used, so the normal indicators are of little use. My original post sounded trivial but the way I want to trade this illiquid market is more complex than it first seems.

Excuse my possible niavety but please bear with me. Say you have an illiquid market with a high degree of volatility. Surely there is some logic in indentifying times to buy the market cheaply in order to push it higher and then offloading it at a higher price when the liquidity is...

Back to PTF, I've been involved in a longterm project outside trading and therefore havent been using PFT for a while. I've also had to change computer as my other developed a fault on the C: drive. I installed the latest version of PTF, created a load of groups, found some good pairs and was...

I assume that the 'G' stands for 'grid' ?

I appreciate that this is an ongoing project but have you done any studies as to the longterm return you're getting compared to a buy and hold strategy ? It would be good to see a timeline of the return to see if your bot changes/additions are increasing/decreasing your return.

Shorting retailers :)

With all the other opportunities around why in hell's teeth would you consider buying a retailer in this current climate ?

Now I quite appreciate that most people's gut reaction will be to keep well away from those nasty companies that offer spread betting on financial instruments because the whole concept is tinged with the dirty world of gambling but before you throw the baby out with the bathwater, let me have my...

Like some others, I haven't read the entire thread, so what I'm about to say could have already been said. My attitude has always been, 'Those who can, do. Those who can't, teach' This recently came up when I was given a one-on-one with those nice people at OrderFlowAnalytics. I just...

puddles, quit the day job...... Good to see you're still alive however.....

puddles, have you died ?

"Does anybody think it is wise to reduce size after periods of extreme profitability?" This is something I've pondered on for quite some time for simple mathematical reasons. Say you have a great deal of data and have constructed a system that produces a steady 10% profit without much...