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  1. V

    Guaranteed Stop Loss during economic data release?

    Or is it better to do a news straddle with CME GBP or EURO currency futures with 2 accts?
  2. V

    Guaranteed Stop Loss during economic data release?

    Which FX brokers are best for or close to honoring Stop-Losses orders during economic news? Is there an order such as 'trailing limit order' that allows a trailing order to be activated only after price hits a certain profit target?
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    Carry Trade Pairs as leading/lagging indicator for the indices

    What happened today? Yen, indices & carry trades non-usd/jpy all went up. Any comments? :confused:
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    Trader's Performance Index(TPI)

    Use this version: simple and general for anyone/instrument TPI = %R X (1 - max%DD) X %t, for example 90% return, 30% max DrawDown, 12 months time frame TPI =0.9 X (1 - 0.3) X 1.2 = 0.756
  5. V

    Carry Trade Pairs as leading/lagging indicator for the indices

    Or is is the other way round after 12noon i.e. market leads the carry trades pairs? What about other times, which is leading or lagging? Which carry trade pair would you choose to trade or follow in advanced?
  6. V

    Trader's Performance Index(TPI)

    TotalTrades? hmm...What happens if the trader is a scalper with an itchy finger on the mouse? PP? what about non-directional spread traders?
  7. V

    Trader's Performance Index(TPI)

    If they couldn't care less what others want to see, why bother even measuring their own performance? In fact, they should STFU to avoid attention.
  8. V

    Trader's Performance Index(TPI)

    a max 35% DD is a max 35% DD no matter how low his DD 1% is on any other days, meaning he or his system cannot accustom to a new situation which he has never encountered. Reminds me of a martingale automated EA, low DD, consistent return until somewhere in Aug last year just blew up compared...
  9. V

    Trader's Performance Index(TPI)

    You can sweep everything under the carpet but at the end of the day, the bottom line is people want to see is %R accounted in some form in the calculation which they can easily obtain from the accumulated balance data over any period.
  10. V

    Trader's Performance Index(TPI)

    No matter what kind of calculation is involved, the basic %R figure should be one of the factors included in measuring a trader or system. Chop shops, so called prop firms, can use whatever they want, level of leverage, etc, if prop traders do not show %R & %DD, then they are just not...
  11. V

    Averaging 5%/month. Compare to you?

    These traders you talk about might as well go rob a bank:cool:
  12. V

    Trading Systems Robustness & Market Structure

    Use TPI to gauge a trading system http://www.elitetrader.com/vb/showthread.php?s=&threadid=118573
  13. V

    What do you look for when backtesting a system?

    Use TPI to gauge a trading system http://www.elitetrader.com/vb/showthread.php?s=&threadid=118573
  14. V

    Trader's Performance Index(TPI)

    Good suggestion as an extension to TPI. Keep them coming.:)
  15. V

    A good trading system

    Use my calculation "TPI" to gauge a trading system http://www.elitetrader.com/vb/showthread.php?s=&threadid=118573
  16. V

    Averaging 5%/month. Compare to you?

    What's your TPI? http://www.elitetrader.com/vb/showthread.php?s=&threadid=118573
  17. V

    Trader's Performance Index(TPI)

    Is there a standard performance indicator for a trader? I notice that trader's perfomance based on %return or sharpe ratio are not sufficient to gauge the quality of a trader. (sharpe ratio alone cannot indicate trader is generating enough cash returns) May I propose a "Trader's...
  18. V

    marketindex 2008 Trading Championship

    Gamblers or Traders? How do you gauge a better trader? Is sharpe ratio(R/DD) more important than % return? Maybe a new index such as R X (R/DD) is a better indicator. https://www.abnamromarketindex.com/uk/TradingChampionshipLeaderboard.aspx
  19. V

    What is up with this rally?

    It's valentine's day tomorrow:p
  20. V

    Can a worldwide G8 lottery draw help to 'churn' the economy?

    Imagine the size of the jackpot prize 60% of the funds collected on every draw can be re-distributed back to the people as rebates who would probably use them to buy the next draw. It would be next biggest thing to the forex market :D
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