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  1. M

    2002 is about over

    I am a swing trader and up 25% since the begining of march. I starded trading in march. The worst monthly drawdown was 4,5% on cash. I go long and short but do not use margin.
  2. M

    system traders - question ?

    yes dow 30 and sp 100 stocks EOD. ES Intraday IMHO: develop your own if you buy one it will fail.
  3. M

    how to calculate correlation to s&P

    when hedge funds publish there performance they mostly do it with some numbers like correlation to the S&P. For example: Statistics Avg. annualized return 17,34% Maximum drawdownt -20,84% Standard Deviation (annual) 25,27% Correlation S&P - 0.120 Correlation MSCI...
  4. M

    Poll: Are you a system trader or a discretionary trader?

    hi I trade a system with no overruling. I can go shopping or do some sports and my excel sheet do my trading for me. No stress no head ache! I can trade without fear and greed and that is my major reason. When I am in a draw down phase I can get confidence from my backtests and...
  5. M

    Something very simplistic

    i agree with you because you do not describe your system exactly.... but "almost anything will work" is not the case.... annyway If it works for you great keep on doing it. I see the main problem in limiting profits with a limit order. FOR ME PERSONALY I found one rule as the moste...
  6. M

    Something very simplistic

    corse I see the trades the system made but not for today!!!! I do nut update every day in my database of historical data... If a system has not worked last year and the 2 years before - IMHO it's not worth watching real time.
  7. M

    Something very simplistic

    I do not feed every day the tradestation with data. This result are historical results last year and 300 days back.
  8. M

    Something very simplistic

    interesting system - i have don a little bit backtesting. I have used exact the time you give us in your 1st post. I've played around a while with stochastic mcd rsi the best I can get is this one over 300 days. WITHOUT SLIPPAGE AND COMISSION!!!! Corse there are times when the system...
  9. M

    Wrong trade at IB (MOO) ???

    There are people out there who swinging stocks for 2 - 5 days and don't want to sit the whole day in front of the computer and watch every tick. IB offers a great tool to use automated trading!!! Therefor I use MOC and MOO orders. happy labor day
  10. M

    Look over the shoulder of a successful trader

    but i have watched him all day long. You can see his trades he made today at: http://mitglied.lycos.de/tradingchallenge/screen.htm
  11. M

    Look over the shoulder of a successful trader

    http://mitglied.lycos.de/tradingchallenge/index_.htm funny - a trader sitting there in his Hawaii shorts and trading the FDAX and ES mini. FOR FREEE!!!! take a look on MW
  12. M

    auditing your returns

    thanks for your answer..... My problem is that I plot the performance each week on the website open for clients to provide transparency ???? should I calculate the performance fee on a weekly basis? I only charge performance fee if the equity curve is in this quater on a new alltime...
  13. M

    auditing your returns

    Aron - thanks for your postes verry interesting topic. You say "performance incentive fees are net - including"... now lets say for example I have 2% managed fee and 20% performance fee calculated quartaly. So my equity chart drops every first day in the quarter down 20% on the performance...
  14. M

    stock trading: monthly return

    lets say everybody out there how can make 10% each moth over a year or two, do not risk more then 10% each moth and only have 2 draw down moths each year is IMHO a magician .......
  15. M

    Realitytrader Index Trading Room

    try the same thing with the future and add the commission.... add also the slippage. If there are 50 and more people in the room and all jumping the gun the same time with 1000 Q or 10 NQ - all tradingsice below makes no sence because you have to pay 200 bugs each month - good luck...
  16. M

    Realitytrader Index Trading Room

    the file sorry its late here in austira ;)
  17. M

    Realitytrader Index Trading Room

    if you have problems to read it correctly replace , with . for english computers... A - the result from site B - com. results without com C - 0.01 cent a share 0.02 tourn thanks
  18. M

    Realitytrader Index Trading Room

    hi i have copied the trade by trade results from the site and put it into excel, then draw a chart and the result was very nice - stable results with small drawdown but to get a realistik view I have added 0.01 cents per side (IB) NO slippage and the result is around break even after 3...
  19. M

    If I only was allowed to trade one stock...

    the single best stock to trade with ****** * PG * ******
  20. M

    IB UK jokes

    interesting topic I have 10 and more round turns too. Are there any alternatives? I havn't found one. So for me personally I have to try harder especially as a 10 rt trader. But if you know an alternative please let me know.
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