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    Shorted 1000 QQQ at 25

    What happens if it keeps dropping?
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    Shorted 1000 QQQ at 25

    But when are you getting out?
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    Shorted 1000 QQQ at 25

    This is a common fallacy made by many investors/speculators, i.e. "how low can it go? it can't go to zero". First of all, yes it can get pretty darn close to zero (see Enron, Global Crossing, Worldcom, Williams Communication, Kmart, etc.) . And secondly, declining stocks approaching zero...
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    Traders' Paradise System coded

    THREE_MAN at stockhits.com where Trader's Paradise was first introduced never answered any of questions regarding subjectivity to any degree of satistfaction, and many of his attempted answers invented "new rules" to the ones he already posted. In several of his commentaries he violated his own...
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    the rules of coincidence; of interest to some

    There are 280 million people living in the US. That means that on any given day, 280 people could experience "1-in-a-million" type experiences. Imagine if the nightly news carried 280 reports a day these phenomena. Maybe it's all probability... just like trading?
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    The perfect moving average

    You are smoking something. The MA you described removes lag and smoothness but is ultra-sensitive to noise. It will also undershoot in the example given (notice now some MA's undershoot and some MA's overshoot - depending on their volatility/frequency component).
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    The perfect moving average

    Remember in dealing with wavelets, you get maximum distortion at the edges, and the hard right edge is where we need the most accurate information. There are various tradeoffs you can make to increase accuracy at the edges but make sacrifices in any other areas (such as lag, smoothness...
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    The perfect moving average

    Alphie, start here on Jurik stuff and explore further: http://www.jurikres.com/down/ma_evolv.pdf Also recommend reading Ehler's MESA AMA (i.e. MAMA).
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    The perfect moving average

    Alphie, before you try and reinvent the wheel, look at AMA, VIDYA, TEMA, DEMA, T3, MAMA, and JMA. There are many ways to create a "better" MA but there are tradeoffs depending on what you need the MA to do. For example, you can create an MA that has: 1. less lag 2. less overshoot 3...
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    Scalping e-minis

    Aphie, You make some good points but also some not-so-good ones. The good-looking guy in a bar example doesn't work for the markets in that women look at a person's personality, attitude, & character in addition to just looks. Perseverance alone -- saying *I **will** succeed* -- has been...
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    Scalping e-minis

    It wouldn't be a "blackbox" if you developed the trading rules and just gave the system to a broker to trade. You get the convenience of supervised execution via a broker and the built-in discipline that goes with it. There are brokers that will execute your orders automatically if you give...
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    Scalping e-minis

    A variety of system development threads have popped up in the past, but they always ended up in mechanical vs. discretionary trading methods and all the mumbo jumbo that comes with it. Discretionary prop traders vs. aspiring system developers. A few quants come in and talk about their...
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    Scalping e-minis

    If I could more accurately simulate the effect of bid/ask spread on backtesting my scalping method, the resulting performance statistics would not be anywhere near what I showed. That was the point of sharing the stats, but I do appreciate the advice. I mentioned the 'one tick rule' which...
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    Scalping e-minis

    My scalping method does very well backtesting, barely profitable in real-life. The profit target and stop-losses are too small relative to the impact of bid/ask difference & commissions. Also, if I was able to more accurate simulate bid/ask in back-testing I'm sure my back-testing result will...
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    Scalping e-minis

    I agree, %win has nothing to do with profitability of a system, but has a lot to do with the resulting tolerance of the user. Heck, you can get a >90% win system quite easily. But few can handle the big hit when you lose that 10% of the time? My 65% win-rate was based on fixed profit...
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    Scalping e-minis

    I wouldn't, I was just making a point that aspiring e-mini scalpers need to realize the built-in disadvantage of bid/ask spread. The larger your profit larger/stop loss the less of an impact the bid/ask spread & commissions has on your trading. I also tried on 2m and 3m, but had to move up to...
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    Scalping e-minis

    For those looking to scalp the e-minis, when you do your math and analysis, don't forget to account for the fact that you are starting at a one tick disadvantage from the get-go due to the bid/ask spread. Say you put a buy order in at 882.50 and get filled. Now if you use a 2-tick stop loss...
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    Trader777 Exposed

    Let's not forget the difference between a random lowlife vendor shill pumping their products vs. a vendor shill who is also an ET sponsor. Isn't there a higher standard of behavior for sponsors? Especially ones shill'ing on their own sponsored forum??
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    Trader777 Exposed

    Only those who actually care about the quality of this board. Join a public, unmoderated Yahoo mailing list and see how much spam and vendor pumping you get on it. Look at Usenet or any of the MSN groups and see how much crap is there. The signal-to-noise ratio around here has already dropped...
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    Trader777 Exposed

    bungrider, this board has always policed itself for the most part. If we didn't expose the trolls and shills then every vendor will create usernames and pump their own products. Besides, what is worse, a vendor shill or another vendor pointing out a clear violation of ET netiquette? If you...
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