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  1. M

    If you never went to college, what's the best job to have now?

    Per your assessment of risk, depending on the degree, the risk makes plenty of sense. While many who do go through the degree process never gain any real skill sets, the hard sciences offer analytical skill development and actual "real world" knowledge. Straight out of college, a kid with a...
  2. M

    running money - 35% a year

    Total nonsense CW. Lets see the math that quantifies this statement please.
  3. M

    running money - 35% a year

    Because he doesn't know how to do it right.
  4. M

    what else in Amibroker shall I pay attention if I want to backtest futures?

    Are you serious? You really see this "mixing" issue as a problem with the software? You do realize this can be easily handled by writing proper code in every single tool mentioned thus far, right? What you're talking about is coding a simple lock out mechanism. The problem is behind the...
  5. M

    Obamas health care reform

    When someone is uninsured and requires serious medical attention either one of two things happen: 1. Bankruptcy. 2. Collection account that will likely never be paid off. Who pays the bill in both cases? The public. If everyone is forced to contribute to the insurance pool, the costs...
  6. M

    Obamas health care reform

    This is a very good plan and a very good start. Why people don't support this simply amazes me... they either must be in fear of change of any kind, lack empathy to some degree or just plain unaware of the facts.
  7. M

    Automating the creation of several windows with strategies in TradeStation

    I've been a user since 2006. I trade mostly intraday, futures and stocks on a tick-by-tick basis, i.e. i generate most of my orders intrabar but my holding time is usually 3-5 hours. Futures I use TS as the broker, Stocks I route to IB or via TS depending on size and availability. Something...
  8. M

    running money - 35% a year

    You didn't answer the question. Because money stated is kinda important, silly guy. Here's a tip since I realize you're slightly special: If you're acutally running a fund (0% chance here but lets roll with it), and you're fudging the "money stated" on your AUM tally, or on your...
  9. M

    running money - 35% a year

    Still don't see a blotter, you "took it down". Why exactly did you take it down? Its pretty easy to produce a clearing firm snapshot, or even a simple broker "CTRL+ALT+PRT SCREEN". "Retarded" and "power of the Coolweb"? What are you 16 yrs old? Oh, BTW, how did that $350k CC loan you took...
  10. M

    running money - 35% a year

    Actually, the majority of those posters from '05 were quite frank about what they thought of your persona... you should re-read the thread with the ignore feature off. Well, back it up then! Its quite simple really; you haven't provided any closed/open P/L stats nor any execution...
  11. M

    Automating the creation of several windows with strategies in TradeStation

    I'm not going to re-explain the details of the above because its been explained in depth on the TS forums. Its primarily a matter of tracking down the snippets of code that some very adept and generous TS members have posted. Time for you to spend some time doing research homework on the TS...
  12. M

    Automating the creation of several windows with strategies in TradeStation

    You can export historical trades from radarscreen using custom code but you can't optimize. That said, just get amibroker to do portfolio level testing, AB is such a better tool than TS in that regard. You can also export and filter TS historical data into AB.
  13. M

    Automating the creation of several windows with strategies in TradeStation

    Get familiar with the .placeOrder macro and rework your strategies so that they trade from RadarScreen. RS is way more efficient and robust and you can run your strats on up to 2k symbols in real time tick-by-tick. Mike P.S. I think Amibroker is a terrific product and its one of the best...
  14. M

    running money - 35% a year

    LOL - sorry... "Coolio" was Coolweb's nickname a few years ago after he got spanked by a few of the more senior posters for paper trading and not admitting as much, and, for just kinda makin' stuff up in general too. We need a new nickname here... Hopefully things don't turn out like...
  15. M

    running money - 35% a year

    If you've been around long enough (i.e. on ET for a few years), you've likely seen Coolio's random attempts at sounding credible... LOL, you beat me to the punch flip, nice.:D
  16. M

    Efficient Use of Capital, Position Sizing, Model Allocations

    Thanks Hugin, What do you think about manually altering the LSP joint probability table to include the disaster scenarios? For example, say historically you are trading 3 systems and your systems don't have a historical probability associated with all three being down 10% in one day due to...
  17. M

    Efficient Use of Capital, Position Sizing, Model Allocations

    This may be the issue; your study may not have an adequate system/portfolio of systems, or, sample set from which to draw these types of conclusions. Most all models have some element of correlation, either high or low. Ideally, we want to trade models with low correlation together such that...
  18. M

    OEC/Tradestation EasyLanguage Strategy

    I'm glad you're making the changes and its too bad you view my posts as displaced anger (they're not BTW). Your comments about "Its just money anyway" are IMO misguided as there are a lot of people out there who are looking for just a few hundred bucks to start a business, hence the kiva...
  19. M

    OEC/Tradestation EasyLanguage Strategy

    Let me blunt here; you're in for a rude and painful suprise. There are people here with a tremendous amount of experience (myself included) telling you that what you are doing is flawed. Statistically speaking, in terms of a low sample size - you need many more trades in different regimes to...
  20. M

    OEC/Tradestation EasyLanguage Strategy

    You have to simulate all limit orders with "trade through limit" price movements. This means that if you place a limit to "sell next bar at 1125.00 limit", the price high of the next bar has to be 1125.25 or greater for you to actually get filled. You will find that this will make a substantial...
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