Recent content by gm120

1. Abolish all taxes. 2. Abolish Social Security. 3. Promote self-reliance AND charity. 4. We'd all be better-off.

Dunn has a website. If you go there, you will see that for some reason Dunn trades Interest Rates, Currencies, Stock Indices and Energies. But he refuses to trade four other sectors, i.e. Softs, Metals, Meats and Grains. Also, the allocation of funds between sectors seems uneven. Now go to...

It is possible to use daily bars AND use buy and sell stops without knowing which one is hit first AND have your simulation match exactly the real life. Here's how it can be done: In real life, if you are flat, place your buy and sell orders with your broker. On days on which both levels are...

Isn't it possible to use STOP LIMIT orders (native or simulated) instead of simple STOP orders? For example, a STOP LIMIT order with the limit price 10 points below the stop price would ensure that if filled, your slippage would be limited to ten points only. Of course, your risk is not being...

Not really. Here are annualized returns from the last 2, 3, 4, 5, and 7 years, which are all above +20%. http://www.iasg.com/iasgquant.asp?ID=641

Have a look at the performance of these two original Turtles: http://www.iasg.com/SnapshotPT.asp?ID=641 http://www.iasg.com/SnapshotPT.asp?ID=147 They both had drawdowns exceeding 60% at some point in their history and they have both done pretty well since then, posting the CAGR of more...