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  1. K

    optimal f sizing test on executed trades.

    lets say i have 100k capital and 10 systems running , so every system starts with 10k and risks %70 of 10k. you may say every trade risk %7 of overall capital ,(at least at the beginning). these systems run for some time (overall profitably)then i decide to see what was the actual "optimal f"...
  2. K

    optimal f sizing test on executed trades.

    i dont use 1-2 percent heuristics . i am trying to find the logical mistake i am probably doing. the other aspects of the systems are not important
  3. K

    optimal f sizing test on executed trades.

    i am running a few trading systems automatically. in fact more than a few , 40+ systems running with their allocated capitals. the sizing is determined by the optimal f i had run on the backtest results some time ago . all systems use the same ratio on their respective capital . Naturally i...
  4. K

    What do you do with your excess cash?

    "coke and whores" is my answer
  5. K

    High Risk High Reward Trading

    Good luck to OP. if you cannot take 50% drawdown ,you should not be trading anyway
  6. K

    Know of any Good Financial Podcasts?

    - top traders unplugged- good - better system trader- good - trend followingwith michael covel, mostly self advertisement but good interviews somtimes - chatwithtraderssometimes good interviews, too much ad - econtalk good one , conservative , - freakonomics - not especially financial but...
  7. K

    cold feet after a successful period

    that was pure ET gold. unfortunately didnt take the advice, i wld have 50 time more money , lots more tail , maybe some kind of addiction.
  8. K

    TEDx Trader talks

    he predicts another crash in 2014, did it happen ?
  9. K

    Сreate a robot of your strategy, С++ FREE

    thats probably the coder cousin of the Nigerian prince.
  10. K

    Where to get Systems

    next shop to the one selling goose laying golden eggs
  11. K

    can 1.5 pf strategy work

    these are the live results from last month ? it is on %25 margin i have to accept most days were down trend days which may not happen in the future that frequently losses happened on choppy days i am working on some filters to reduce the loss on choppy days from what i see examining the...
  12. K

    Marty Schwartz at Amherst College, Spring 2013

    Last year was hıs best year Seems his method stıll workıng
  13. K

    can 1.5 pf strategy work

    Whenever i do test an idea , i look at the profit curve. The more smooth it is the more confortable i am with the results
  14. K

    can 1.5 pf strategy work

    Hi all. Thanks for all the advice. I need to make some explanations This is a non us equity. mainly devoloping country . I have no vendor to get the tick or 1 min historical data. Problem is the market conditions and players changing with time. So the latest conditions should prevail for...
  15. K

    can 1.5 pf strategy work

    1.5 PF is calculated on the whole 27000 bar time . this is a daily traded instrument . system closes positions at the end of the day. the test sample contains trend up-down and choppy times. although it is a trend following kind system it shows more profit on choppy days. i know 3 months is a...
  16. K

    can 1.5 pf strategy work

    i have 27000 bars of test data which is 1 min bars . a strategy makes 1.5 pf in around 200 trades . drawdown is not too bad and profit is good. it includes some parameters which was trained on this data. when tried on a out of sample data of 50000 one min bars consisting of the same equity...
  17. K

    Trend Following Podcasts

    i just wonder , why someone need to preach a winning strategy like a religion to the crowds . I would want my winning strategy be unknown, people do the exact opposite . just cant get it.
  18. K

    Automated Trading Championship 2011 Has Started!

    why are they not trading for themselves. are they trying to sell systems , courses , like so much here in et? what is the catch?
  19. K

    How do old people (65+) spend their money??

    they are probably growing weed
  20. K

    2ms vs. 5ms For Monitor Response Time

    i am no expert but i researched enough when buying. the answer is you can not see the difference unless you play one those fast fps games. even than 5 ms and 2 ms is same for most of the eyes. for charting and trading (maybe a little movie play) 5 ms is more than enough . on the other hand...
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