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thank you guys for your detailed answers....that helped! BTW that quote was from the interview with Larry Hite..I am myself gravitating towards more volatile and more profitable trades as opposed to less volatile and more even ones..one more quote: Standard Deviation Measurement A standard...

Hi! I wonder if you are using volatility filter in your systems. This is very important issue give the current price action. Please let me know what you think on this subject. Here is a quote from the Market Wizards: You mentioned before that you used increased volatility as a signal to...

Nice article on the matter by a professor from London School of Economics, called "Those whom the gods would destroy, they first make mad": http://blogs.ft.com/maverecon/2008/09/those-whom-the-gods-would-destroy-they-first-make-mad/ Wish you a happy depression! ))

The funds strike back at the short-selling ban!!!: http://www.marketwatch.com/news/story/british-hedge-funds-sue-over/story.aspx?guid={5DE1279C-FA8F-4CA0-B0E4-65A45E5C7D4C}&dist=msr_1#comments

good...I will be watching the liquid financials during the next week to see if they behave abnormally....

here is an article which says something definite about the actual beneficiaries from this turmoil: http://www.telegraph.co.uk/money/main.jhtml?xml=/money/2008/09/19/cchedgefunds119.xml note the helplessly admonishing tone of the report..:)

that's pretty grim scenario....I do hope we get back to normal soon - the short-selling will be allowed and the funds will start trading as they did in the old days...:)

no way! :) at least there are a few other asset classes which will continue to work as before - the commodities, forex.....and if this is a temporary ban the markets should get back to normal trading when it is lifted.....

I paraphrased it into a question. My thoughts are that the usual technical patterns that the systems exploit are the product of the BALANCED interplay of the forces of supply and demand on the markets....this balance will be shifted towards the buying public if the ban stays - causing the...

Hi! Can it be that the ban on short-selling in USA and UK will bring about a massive rearrangement in market dynamics that can destroy the effectiveness of many technical trading systems which have been successful so far? What do you think? Dima

Loss of opportunity is preferable to loss of capital. from Trading with DiNapoli Levels: The Practical Application of Fibonacci Analysis to Investment Markets

Hi! Just thought I should share some of the interesting quotes I meet in the books I read recently. If you have anything interesting - please do share. Thanks! from "Being Logical: A Guide to Good Thinking" by D. Q. Mclnerny:

meaning that you need to define in advance what these unexpected news will be.....which can be a hard thing to do because they will be unexpected after all...:)

would be interesting to have a look at these papers even if it looks to be grossly oversimplified approach...

I doubt there are so many ways to CONSISTENTLY profit from the trading...

programming the neural network to detect significant divergences between the consensus forecast of a given economic release and the actual value released should not be too difficult for an average hedge fund either...

if the news are "plain" economic data releases reading them into a decision box might not be that difficult after all....the box should already have the neural network set up to react in a special manner to the value of the release economic indicator...a decent neural network will pickup the way...

I am using the same method because it is very logical....it makes sense to trade only those instruments which have shown to consistently exhibit price patterns that your system targets...the same logic would apply if someone used a wholly fundamentals-driven trading system... cheers!

Ideally you would use a set of system parameters whose past mathematical expectation varies the least across a lot of different trading instruments while at the same time generating the highest returns......just a sketchy idea of how robustness can be evaluated

ATR is best used as an input into the stops...