Search results

Why woudl you want to do that? -> the key is making $$$ in the market is to let profits run and know when to cut losses. By setting profit targets (which, aside from S/R trading is really one of the only few ways to do it) you'll have a high win % but REALLY suffer in profitablility

Now explain using 3d surface charts for 2paramteres....god, I hate reading those surface charts ^_^

as long as the system is profitable in its base level, and surrounding optimization paramteres are profitable, you're probably okay. E.g., if 22 is optimal and 20,21, 23, etc.. are also profitable, you should be okay; but it 22 is optimal and 20 or 24 or arodun there tanks and looses you money......

I'm holding them more long-term - hence why I have fewer trades. Maybe I just need to look at new commodities, haha ^_^

they lie? i can't begin to count the number of liers (and co-insidently, 'millionaires' on here :D )

How would you go about assessing statistical relevence of strategies on weekly charts? Assuming you capture the actions you want, you're probably looking around 9-18ish trades in a 10-15yr period (atleast I am, heh). Of course it's really hard to assess relevence with such few trades (even if...

Nikkei is down 400pts.........we're all going to die tomorrow (today)!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!11111111111111111111111111oneoneoneoneoeneoneoneoneoenoenoeonenoone :D

Just checking ^_^

How can a system predict a trend - it can't - nothing can predict the future in chaos (Regardless of how many chaos theroies there are). It can only respond. It's like talking to me 5yrs ago - 'GRRRRRRRRR, I can predict the markets and make a kabillion dollars because I know I can predict...

Let's market it on the infomercials for 4 easy payments of 29.95 :D

With the key being to rape the markest when they trend and to minimize losses in directionless phases with smart money management Oh yea, there's no doubt it works - I wrote many a paper on advanced time series applications in finance, HOWEVER, it does not work as well as the good old...

Sorry, not buying it, especially since it violates rule #1: Though shalt not predict the market, only respond to it Anyways, you keep on using it to predict the market; i'll use my math dbackground to keep writting stuff like monte carlo simulators so I can use it to analze the results and...

I'm being underpaid to run our fund :(

Haha, so true. I'm actually quite suprised at some of the attitudes of people in this forum, so much so at times that I almost begin to question myself just because it's human nature to try to follow the herd mentality.....but then I remind myself that I've worked at a manged futures firm...

Yea, too bad it's always live and learn, hehe I cann't begin to count the countless hours I wasted studying 100pg PhD. dissertations about applying mathematics to modelling standard markets (not option pricing, but like predicating futures or stock actions)........I read them and re-read them...

^^^ you can't build something to predict the market, only respond to it my background is in statistics&actuarial science; i remember years ago going 'oh boy! now i'm a math brain i'm going to rape the market!!!' I was in for a big suprise. If you want math+market, go into option theory, not...

that though isn't exactly a very good way about it though - it's very hard to find dependency of returns, and taking a smaller and smaller position you could miss out on really big moves *shrug*

Btw, one thing I forgot to add is that the key is definately to think outside the box - obviously I'm not goign to tell you what I'm doing ( ^_^ ) but I found a lot of success with technical trading once I identified niche markets that met various factors of mine like liquidity and were properly...

I was kind of suprised reading this post of the views some (most) have on here. I've worked at a managed futures investment firm, wealth management firm and now run a hedge fund, all of which used automated trading systems. Granted you can't turn continual profit, but with proper design...

I know; what i meant is if they *only* speculated w/ buy/holds to try to pull a storng return w/o regard to volatility of returns