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  1. M

    Out of sample testing of patterns

    Why not do a "certification test" on ALL of the patterns?Wait 1,800 bars. Don't trade any of the patterns; do nothing After 1,800 bars, test ALL of the patterns on this fresh new set of 1,800 bars. Identify the patterns whose performance in the certification test pleases you the most. Call...
  2. M

    What's your Trading System??

    I buy when I anticipate that prices will probably rise, and I sell when I anticipate that prices will probably fall. Then I hope that the total profits (of winning trades) exceeds the total losses (of losing trades). Often, it does. But not always! Is that a system?
  3. M

    Seeking a small set of most diversified bond futures?

    Eventually, if you decide to place real trades with real money, you'll need a data feed. Why not get the data feed now, before you start trading, and do a bit of research? You can use historical data (volume, open interest) to assess liquidity. You can also use it to assess diversification...
  4. M

    Seeking a small set of most diversified bond futures?

    What is the shortest maturity you would accept? (Some people define "bond futures" to mean "LONG TERM interest rate futures contracts") Is this one acceptable? http://bit.ly/90UBOd How long is long enough? How about this one: http://bit.ly/9DuWoo It's a bond, and Boy Howdy is it...
  5. M

    Futures Execution: MOO & MOC Orders

    Who are your algo vendors? Why don't you like their recommendations (and instead seek other recommendations, here)? What is wrong with VWAP and/or TWAP? Why do you prefer MOO and MOC?
  6. M

    Smarter Stops - Price and Volume Thresholds

    You might want to be careful, since "SmartStops" is already a Registered Trademark in the US (see attachment below). Their website is here and they have some introductory videos on YouTube, such as this.
  7. M

    Wealthlab 'Top Scripts' Page.

    Maybe the appropriate course of action for our Original Poster ("OP") is to open an account at Fidelity and trade some of these Wealth-Lab Top Scripts with real money. A cost-versus-benefits analysis would be helpful when making the decision. Benefits are those positive-utility results that...
  8. M

    Anyone do any backtesting on "time-based" exits (ie. stops)?

    They work quite well when used in conjunction with a profit target exit and a stoploss exit. You give the trade a certain fixed amount of time to either hit the profit target or the stoploss; if not, an alarm clock goes off, you exit the trade, and use that portion of your "risk budget" to look...
  9. M

    Looking for Sponsors for a University Trading Competition...ideas?

    Manipulate T. Boone Pickens so he becomes enthusiastic about your idea.
  10. M

    OPEN Opentable IPO

    Quite a few of the higher end restaurants around here have changed their websites and telephone systems, encouraging you to make a reservation through opentable dot com, and discouraging you from trying to do so by phone. Some of them even say "press 1 for reservations" which gets you to a...
  11. M

    K. Anand 'Science of Automatic Options Profits'

    http://tinyurl.com/qlvnvk
  12. M

    Excel worksheet needed for coin toss

    If you can't talk anybody into writing a spreadsheet for free, you could consider shifting to Plan B: hiring someone and paying them. Or, as a third option, Plan C: learning to write spreadsheets yourself.
  13. M

    Nouriel Roubini: The Dollar’s Demise

    What would be the purest trade that profits most if "Roubini is exactly right"? I suspect it would be(Short US Dollar Index futures) + (Long Gold futures)What do YOU think is the optimum "Roubini Is Exactly Right Trade" ? Try to translate Roubini's ambling prose into a specific trade...
  14. M

    Big Candle Observation

    Congratulations, you have rediscovered the Volatility Breakout. The first taller-than-average candle (i.e. the volatility breakout) is followed by more tall candles of the same color --> go long volatility breakouts to the upside, go short volatility breakouts to the downside. Lee Gettess...
  15. M

    300.

    Maybe it would be useful to do some "directed" advertising that is specifically aimed towards the folks being laid off by GM and Chrysler.
  16. M

    Modified martingale/progressive concepts

    Wouldn't it be cool if you could somehow watch these concepts in action? Something like a computer simulation "test", with a historical stream of market prices that triggers lots of trades to be entered and exited (some at a profit, others at a loss), and applying your idea of how much to risk...
  17. M

    Where can I trade the Brazilian Real?

    You need a counterparty that's a Big Player. If your FCM is MF Global or someone equally huge, no problem. Just call them up on the telephone and say "I want to use an EFP to get into a position in CME Brazilian Real, please. Here is my order: Buy 6 contracts of Sept 2009 Brazilian Real at...
  18. M

    Where can I trade the Brazilian Real?

    Do it by EFP (Exchange Futures for Physical).
  19. M

    Rolling a futures contract

    Full Service brokers would be happy to do the rollovers for you. They usually charge more than "discount" brokers or "direct access" (a/k/a do it yourself) brokers, however.
  20. M

    This forum needs more life.

    Other non-Ferrous metals are worth trading as well. Two summers ago, mindless momentum traders caught an upside breakout in platinum, which ultimately rose 900 points ($45K for a one-contract position). Three months AFTER the breakout, the government of South Africa cut off electric power to...
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