Recent content by Xephen

Murray, Will the real time product be the evolution of the off line product or will they be completely different products? I don't need real time. But I also don't want to get sidelined into a different product from everyone else. Xephen

I'm giving away another trade secret here, although this isn't much of a secret. Actually just pointing out the obvious. If you are optimizing as a 1 lot, then your optimization is likely not a good choice across a diversified portfolio. The reason is that the trades are completely skewed...

I would pick the 1.25 multiplier for the cycle. 1)The netprofit is sort of symmetrical around this number. 2)It doesn't make much difference because WHATEVER you pick will not be the "best" number going forward. You are just trying to get in the range of acceptable choices. 3) Significantly more...

Murray, Is CycleStudio available now?

Murray, I am indifferent personally. But I think people who are interested in the topic will actually appreciate that there is a lot of material in the thread. If I am interested in a basket approach, then I will be glad to see that there is a lot of discussion on the thread about it, and I...

Murray, can we do both? Or is this an either/or? My preference would be to finish one and then discuss the issues with other core concepts. Would you do this? X Xephen Merchant Systems

swingman, please send me a wire transfer for $50,000. That is a very cheap price for what I am about to tell you... Don't read further until you send the wire... :) Stop trying to make the long side and the short side work the same. Separate them into different entries and different exits...

If you are using CSI as your data provider, you can do this pretty easily. There is a setting that will output the data with the contract month used in the continuous series to replace either the volume or the open interest. Now, you have a field you can reference that will tell you when the...

Beng I use CSI. I used to use Genesis. And I think they are fine. But I like CSI's international coverage and the terrific flexibility they give me in outputting raw data vs. adjusted etc. I do NOT appreciate their extra charges for accessing more than x number of markets in a portfolio...

dandxg, the long term nature of the systems I use reduces "news" to "static." If you are trading very short term and using stops, I guess this kind of news may be something you need to worry about. But consider this: I develop my systems over data that goes back to 1980. This is an arbitrary...

Traded my first contract in 1989. I've been trading more or less consistently since then. (That's trading consistently, not profitably trading consistently.) About 50% of my accounts are pure systems. About 50% are discretionary spread trading with an occasional outright view. What "made" my...

Tell me more, swingman. I've personally never had any luck with very short term trading. All my success has come from the extreme long term view. Xephen

By the way, I agree about the exit strategy. I have a dozen systems that perform really great as stop-and-reverse. But I have always struggled with building really good exits. I have learned a few good tricks over the years. For a hint, see my first post to this thread. Some things you hear as...

swingman, I'll take a stab at this one. The answer is Yes. TradersStudio can be an alternative for TradeStation and for Trading Recipes and Rina's portfolio systems. Using a Visual Basic like language, which is a lot like the TradeStation programming language, as well as macros and trading...

Yes! You can demonstrate this very easily. Take a breakout system like the Turtle 20/55 and change the logic so instead of buying on a stop, the system puts in a limit order the next several days to buy at the breakout point. You will get filled the vast majority of the time and minimize...