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  1. V

    Paul Rotter and the Order book

    A good scalper, actually.
  2. V

    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    I know 6:1 is too much for me. A 0.50% adverse move in ESTX50 will cause a 3.00% drop in equity. That's just 20 ticks. Of course it works both ways. However, leveraged directional funds with high returns invariably exhibit high downside volatility. See Schindler Trading (before April 2005)...
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    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    I would calculate the leverage as the ratio of the economic value of the positions to the available capital. Say 3 long ESTX50: 3 * 3991 * 10 = 119,730 euros On a 20k euros account this is a 6:1 leverage (assuming no offsetting position). On a directional trade, it is not considered...
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    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    Just a thought: did you calculate the maximum leverage you ever used? With a 3x leverage the challenge is the eventual big drawdowns: NB. To avoid the psychological damage of big drawdowns, Schindler Trading cut its leverage by half in April 2005.
  5. V

    Complete Noob Excel Problem????

    So here "return" is equivalent to Ctrl+V. Thanks for the tip :)
  6. V

    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    I think Paul Tudor Jones put a "don't average losers" in front of his eyes because he was prone to do it ;)
  7. V

    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    Playing countertrend is difficult. I have a friend always fading the trend. After getting stopped out at the exact high/low a couple of times, he took the next trades without stops. Guess what happened...
  8. V

    How to gain confidence letting profit ride?

    To smooth the process you can start by taking quick profits on say 75% of the position and sit tight with a very small size, thus gaining confidence and eventually be able to sit tight full size++
  9. V

    iberdrola suspension

    I have a good broker :) ++
  10. V

    iberdrola suspension

    In about 10 minutes from what I hear++
  11. V

    neiderhoffer

    In June, Manchester Trading was down 9.10% YTD and up 39.28% since April 2005 (source: Barclay).
  12. V

    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    Actually I do... and currently trying to find a more systematic way to enter positions - while keeping position size and exit discretionary. Finding the right balance is no piece of cake ;)
  13. V

    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    Hi there, Do you follow your system religiously or do you sometimes add some discretion? ++
  14. V

    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    Nice one++
  15. V

    5min/1h TrendFollowing on ESTX50, SMI, & GBL

    Because of a tight stop?
  16. V

    linda B

    Top 10 traders ranked based on Barclays Trading Group Mays Ranking.... Granat Fund: May return 7.61%; 2006 YTD: 8.00%
  17. V

    getting serious: wealth-lab vs amibroker

    http://www.wealth-lab.com Check out: http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/search http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=ChartScriptSearch.htm
  18. V

    COT (committment of traders) report cancelled?

    <div align="justify"> "In view of the changes in markets and trading patterns described above, the Commission is now seeking public comment concerning whether it should adopt any changes to the way data are presented in the COT reports. Such action could be taken as part of the...
  19. V

    Blue Screen

    http://www.pcstats.com/articleview.cfm?articleID=1647
  20. V

    Best books for system design?

    http://www.amazon.com/gp/product/007135980X/qid=1152340030/sr=1-1/ref=sr_1_1/102-9818781-6886561?s=books&v=glance&n=283155 ++
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