Recent content by tokei

I figured out that the ETFs are as costly as the spot fx in my case here. Since the volatility is relatively low for currencies, I need to hold large positions which leads to high holding cost (assuming I use margin loan). I had thought about re-calculating the holding cost, considering that I...

Thank you, HobbyTrading. I will at least check the cost and other impact of using those ETFs instead. I know they are available as I do own some in my investment portfolio. As you say the cash utilization will be an issue but it could be offset by the benefit...

In my (previous) portfolio, I can no longer trade GBP, EUR, JPY, AUD, NZD, MXP, and Eurodollar.

Hi all, It's been a while since I last posted here. I am now in a -20% draw down since the peak of last June. After the sharp deline in June, it looks I am still in a down trend for the last 3 months, losing roughly -2% per month slowly (some due to market, and some due to my poor execution...

You might find "The Alpha Formula" also interesting, which is written by Larry Connors / Chris Cain. I read the free sample pages only but it looked interesting. I was amazed that there are so many books available in market that talks about trading strategies...

I once read the book written by the firms's CIO - "the Dao of Capital." It was a misterious book, with full of philosophical things. The book talks very little of technicals, but it says that you need to buy deep out of the money put option of S&P500, with about 40% implied volatility and with...

Thanks tgibson11 and Kernfusion. I am inclined to go use outright orders (I learned a new terminology thank you) until I get a certain level of knowledge and experience.

Hi all, I have something I would like to hear your opinion on - rolling using spread orders. Do you think using spread orders is benefitial for amatures (like me)? This morning I did roll some of my contracts using spread orders, hoping that I can save some amount of spread cost. However I...

GAT, I am sorry that I offended you. I will be more carefull, so please keep me in!

I am sorry the image contained blank areas...but good that image capturing worked. here is the modified version (slope starts at (6.67, 0)), for reference. You need to look carefully as the diffence vs. the previous charts is small (then why bother? may be a good question!)

I am also considering modifying thresholding process a little bit. I was wondering I might be more benefitted from the thresholding if the flatten part of the line (the forecast - multiplier relationship line) is narrower. The charts below compares target number of conctract comparison, with...

Regarding the error I found yesterday. It is about the "buffering" to avoid unnecessary trading related to signal errors. I found I had run the rounding operation BEFORE the buffering calculation, in calculating target number of contract. Through some exercise, I realized that the rounding...

Oh your signal is strong enough to hold one contract. My integrated signal is 0.6 for Leanhog, with 33% weight on carry rule and reduced weight for fast variations of EWMAC and breakout rules. Interesting we see slight differences depending on the implementations! Actually I once asked Rob...

Regarding the podcast, I head Rob mentioned Leanhog is doing good. I was wonderging which trading rule made him take position on Leanhog. I once had a position for a short period of time in November or December last year, but since then I never have position. My carry signal is at its low max...

Hi bebleach! I think you can although I am not quite sure as I am relatively new in this thread. Indeed margin trading is mentioned in Rob's book "Leveraged Trading". In my quick calculation it seems to work, altough the cost is double vs. my most expensive futures instrument. You can...