Search results

In the spirit of FTTing and Gaussianing, I had a crack at this futures stuff on the SPI (Aussie 200) while working from home today. Below is my annotated chart. All the lines and FTTs were drawn in real time. I've also highlighted where I think I missed them and also called a dodgy FBO...

Hi ES666YM, I would suggest that it is a name that was just picked because they 'look' like a Gaussian distribution, i.e. low -> high -> low.

Hi Chabah, First of all, thanks for this thread and congrats on your success in developing and implementing the system. I'm currently running a long only automated script and want to implement the short side. I'm interested in understanding why your shorts aren't getting filled, so I can...

There go some old friends.... GIGM & REDF have been good to me over the months.

Script is off again tonight. NQ down 31 points even before the opening bell. Here we go again..

Zen, How about a regular aerobic program, i.e. swim, cycle, run, etc. mixing it up with a bit of gym work as well if you like

I had my system running all night and as you would expect, no trades were entered.... Shorts would've done very well I imagine. The single trade I placed today emphasises the importance of sticking to a system I had a single and entered a trade in DTLK on Monday. The stock 'just'...

Because you're body goes into 'starvation' mode and shuts down your metabolism. Remember, we've only been 'civilised' for 5,000 - 7,000 years and our bodies are much older than that. If you starve yourself, the body responds as if you're still running around the savannah. Under those...

Ok, ran a couple of tests. I've zipped the backtest results and attached them. They were: 'Standard' 1.5% risk, no reduced position size allowed, 50% margin. 3% risk, reduced position size allowed, 50% margin 5% risk, 25% margin requirement (to simulate a larger account with a...

Hi Pointone, The problem is (and I know this from my production trades), is that you quickly run out of margin. By way of example (remembering all trades are entered with a 2% stop loss). 25k equity 20.00 entry price. Risk/share = 20 * .02 = 0.40 1% equity risk = 250 2% equity...

Just my personal opinion, but cut your losses, get out and start with a clean slate. 3/13 = 23% drawdown. That's not 'massive', painful, but not 'massive'. At least you're not 9k down. If a couple of your stocks have earnings blowouts, bad news, the market crashes, you might be that...

Palinuro, I'm running a slightly different script at the moment, which was a 'kludge' that overcame the limitations of IB's 30 day backfill. In essence, I was finding dry up stocks on an EOD database and then putting these into a watch list on my intraday database. Because I didn't have...

Good analysis John. I've often thought that Hurst / Millard, etc. would fit well with this methodology. MIKR had a takeover offer, so there's not going to be much tradeable volatility there.

That takes the cake and is an outright lie. Clearly you haven't actually read the post, and anyone who follows the link will see that. Spydertrader said nothing of the sort. In fact the quote you pasted was from someone else entirely. Congratulations, you are the first person I am going to...

Here's the equity curve from Amibroker <a href="http://imageshack.us"><img src="http://img150.imageshack.us/img150/2619/equityce4.png" border="0" alt="Image Hosted by ImageShack.us" /></a>

As some of you are aware, I have developed a script that auto-trades the 'beginner method' outlined at the end of Journal 1. Due to limited intraday data (from IB and then IQFeed), this auto-trade method has meant that I have had to search for dry up stocks in one EOD database and then...

T280, There's a simple solution to that. Ignore him. I personally am not a 'zealot' but have developed a profitable system from what Spydertrader (and Jack) have posted. To me, that's all that matters.

That would've hurt.... Good point, though. You can avoid trading around earnings announcements, but you can never plan for takeover bids. In the current market, where there are deals happening everywhere, this is even a greater risk.

That was gold...

And that last statement is the whole point! One task may be to go back and try to work out how much of GROW's rise would you have captured using the methodology. I am sure you would've been in and out of the stock several times.