Recent content by PolarTim

As a type 1 insulin dependent diabetic for three decades, I track blood sugars up to seven times a day. I started running 3.4 miles (5.5 km) in 35 minutes six years ago. I run at 5 a.m., with only a cup of coffee beforehand. On those days, I can use half the insulin for any meal I eat (5 units...

This syntax may be a bit rough: Dim count As Integer For count = 1 to 360 Values(count) = 20000 Next count You can replace the 360 and the 20000 with variables, to make the loop more general. I hope that's what you were asking. IRR is calculated using an iterative process, so...

Yes, there were a few posts like that on OandA's forum. The trouble is, there is a survivor bias in that the people still trading with a broker aren't representative of all the people that started, just the ones that haven't left yet. So unless somebody has a grudge to work out, they aren't...

Do quotes in OandA's demo account differ from a non-demo account? I would trust them less if that were true. Could you provide some examples of non-news spreads that you think are representative of OandA's service? If there is another source of this information, aside from their forums, I'd...

I'm habitually looking for a better deal. When I started trading futures they were the only game in town unless you wanted to try currency options on the Philadelphia Exchange. My brokers didn't seem to realize those even existed or at least couldn't find the symbols to give me a quote, so I...

So with CMC, if you submit a market order to buy and they can't fill at the ask shown when you placed the order, will they requote every time? Then you have a couple seconds to take that ask or cancel? I read some of the OandA forums and people seemed to suggest you might not hit the ask you...

Thank you, that's good to know. I'm still ambivalent about using these bucket shops, especially if they can adjust the quotes to a client based on their performance. I've seen slippage in futures but even the AUD and CAD futures were liquid enough for my time horizon. Tim

Can you roll back to the previous version that worked for you? Tim

Can you (or anyone) give an example of the slippage you experience? The bid/ask and how far off they generally fill you in slow (non-news) markets? Thanks in advance, Tim

That was a nice chart Tums. It looked like the MAE graph showed a value between 3.25 and 3.5 might cut off more losses than profits. That might be clear if you binned the values for net profit in vertical bands. Tim

It looks like all but 4 of the trades that go your way more than 2.0 (MFE > 2.0) are profitable. 3 were losses and 1 was breakeven. The rest of the losses had MFE < 2.0. The trouble is, we don't know the MAE so we can't say if there is a stop that will cut off more losers without trimming...

http://en.wikipedia.org/wiki/Black_Wednesday As I read it, the Pound declined to near the low of the range it was supposed to trade in with respect to the Deutschemark, while the US Dollar was also declining against the DM. It's easy for a central bank to weaken its own currency by...

Let's say you plan to hold trades for 10 days, on average. Go back through the price history and find every 10 day range from high to low. You could do this for 20 years. This assumes you're unfortunate enough to buy at the high or sell at the low, just to be safe. Range =...

Ralph Vince wrote a couple books, "Portfolio Management Formulas" and "The Mathematics of Money Management" that discuss in great detail how much capital you should allocate to each trade, the likely size of drawdowns and your risk of ruin. The second incorporates most of what's found in the...

The week started well but some of these congestion areas are very difficult to trade. Even the trends subjectively seem to be noisier. I salute anyone making consistent profits or even just knowing when to stand aside this week. Tim