Search results

I think higher volatility without higher return would of course lower the sharpe ratio. For the systems I've simulated so far, I haven't seen a parabolic upward sloping equity curve that have a shape ratio of less than 2. If 2 is a low relative sharpe ratio from your perspective, then please...

How do you determine the Step number for each MA? Would you say the finally set of MAs would display the general characteristics of short, medium, and long term trends in most markets? Can we rank the optimization by sharpe ratio? Is profit factor more important than sharpe ratio...

I don't have the name of the book, but I found out about this book on ET before on a thread where I couldn't remember the thread title. Hence, the search function is useless to me... It talks about how a fund can save money on commissions, and some other ways to save money. I remember the...

Thanks for fixing the 4th decimal price issues in the new TWS version. Now that if you guys would allow us to route to more places instead of ARCA for bidding and offering, that would be perfect!

Please. I would be very appreciated with that effort. If you guys would allow more direct routing to market makers and fix the 4th decimal places trading, I can guarantee that you will steal a lot of penny stocks business from myTrack and other discount brokers.

What do you mean by marketable? Market order? I will never do a market order in bb stocks. If that's the case, it means my order will only go to ARCA. I used to be able to bid and offer with NITE on some bb stocks (not all, please explain to me why this is happening?). Yes, it's your...

Yes, I called IB, the support guy told me that, as I was trying to get my order routed to NITE. It used to be with NITE when I use SMART. So right, now, SMART goes to ARCA, ARCA goes to ARCA. I guess you can lock the market with ARCA to get your order filled, not an issue to me so far, as...

Agree. That's why trading bb stocks needs to use special methods, including special T/A techniques. In addition, since most players in this market are jokers, imagine you have the professional insight and experience, including order routing techniques with old school L2 and time and sales...

IB has cancelled the order routing to NITE, now only ARCA works on penny stocks. This is another issue in addition to the 4th decimal places problem. How hard can it be to fix the 4th decimal places issue? I understand that getting more order routing places could be hard (I don't see they...

Thank You.

Which website are you talking about? There are two websites circulating on this thread, depends on how you view the word "original", please post the link. Thanks!

I will have to say this ROC (2) thingy is one of the most valuable tools I've learned last year. Thanks. Does this Canadian dollar chart also mean it will bounce a little bit from here for 1 to 2 days, then more downside to come?

No, trading off weekly chart is not really my cup of tea, but I'm sure in terms of T/A, it should still work, just without high precision. Your 2 week ROC will be considered OT here, as I can't even talk about 5 min ROC (2)... yes, do your own research, it's not hard to understand. Though I...

Right on target so far on the buy day and high probability sell off, just need the sell off to last a little longer. This ROC thingy is pretty cool, under certain patterns and conditions, it can do more than one day of prediction by combining other tools...

we're talking about catching a couple of bars here, is that how you trade off the 5 min charts ? Yes, I tried this ROC (2) method on 5 min chart for two days, scalped Eurostoxx, Euro, Swiss Franc, Yen, DAX, CAC, Euro Bunds, FTSE, and EN so far... it works fine in terms of calling the next 1 or...

i don't know what you're looking to see out of this . . . new Mo highs are new Mo highs, and higher prices followed Are you talking about Month Highs, just want to know for sure, as if I use the same method on an intraday 5 min charts, what would be the equivalent of Mo highs and lows? Or...

I think it's because your chart image is too wide, the webpage has to become wider in order to display your correct image size. All you need is to shrink the size of the image, then things will look alright.

I don't know, I'm not there yet... in terms of using pivot for this ROC thingy. Sorry, can't be much more helpful.

Appreciate your thoughts, thinskis. I don't know much about this method, just observing it. I think ROC (3) is better simply because the chart here: Need to copy and paste the links...

Shorted SPY at $118.65, based on my own method, but monitoring your ROC method too (feel good to get a confirmation today). Would the difference be big if I use ROC (3), instead of ROC (2)? I somehow think ROC (3) is better. Thanks for bringing this ROC topic up.