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  1. R

    Limitations in backtesting

    Money Management (MM) means different things to different people. I primarily think of MM as "position sizing". That is, managing the number of contracts (futures) or shares (stocks). Others, obviously refer to MM as stoploss and profit targets. Richard
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    New To Trading...

    Grizzly, Thanks for the overview of your trading. I wish you continued success. Richard
  3. R

    New To Trading...

    Grizzly, Would you mind giving a short overview on how you trade? Richard
  4. R

    New To Trading...

    While you're a lot more prepared than I was when I started, what makes you think that 2 years preparation is adequate compared to the successful minority of traders who have had over 20 years of actual trading experience? You need to be prepared to lose money before you'll be able to make any...
  5. R

    What the hell - CECO

    David, What's your definition of an "expensive" stock? Do you look at things besides the P/E ratio? Richard
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    Trouble again: Quote.com

    Quote.com feed to QT just started working (7:38AM PST).
  7. R

    Trouble again: Quote.com

    My qcharts is working OK but Quotetracker with the same quote.com feed refuses to respond even though it says it's connected and running. Richard
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    IB symbol limit increase for automated trading

    Option_Attack, Can I ask you what data source you're using with QT. A couple of sources I've used have been rather unreliable. Richard
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    Running a backtest on the 4000 nasdaq stocks

    maxpi, Are you aware that Matlab already has toolboxes that allow you to do some of this. In terms of data sources, they provide connections to Bloomberg, Interactive Data and yahoo: https://tagteamdbserver.mathworks.com/ttserverroot/Download/8406_9808v03_DataF%u2026ed_Toolbox_DS.pdf It...
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    Running a backtest on the 4000 nasdaq stocks

    newestmember, If you're interested in running relatively simple backtests such as a "backtest to test shorting any stock over this past year that was up 5 consecutive days in a row" I would suggest learning a computer language such as C. There are lots of good books out there for this...
  11. R

    Average system/strategy return breakdown

    I'm confused by your question concerning commissions. Are you asking how one should take commission costs into consideration when backtesting? If so: your backtest should replicate as closely as possible your actual trading experience. So, as far as commissions are concerned, use the...
  12. R

    How did everyone do today?

    Just as well. You would have given it all back in the PM :) Richard
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    Evaluation of Backtested System Results

    Just get rid of the last ".": http://www.traderstech.net/WCS.htm
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    Trading Strategy

    Eric, I'm not clear what "rsi < lower bollinger band" means. BB's are applied to price and appear in the same price chart pane. I've always seen RSI appearing in a separate pane. How does one make a comparison between RSI which is scaled to fit between 0 and 100 and BB's which are in units of...
  15. R

    10/15/03

    This morning's high (in the day session) was exactly 1053.80. Just wondering, Did your model give you this number based on EOD up until last night? Have you actually found any positive results using neural nets? (From my limited knowledge of the subject, there appears to be some recent...
  16. R

    What software is fastest for backtesting?

    prophet, Does Matlab allow you to compile code, using their C compiler, which allows one to use their graphics library in a stand-alone software to plot bar charts, indicators etc. Richard
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    Traders' Most Commonly Asked Questions

    Slim, dbphoenix and I have had this discussion before, just wondering where you stand. When db says "Practically any trading method is profitable. The problem is the trader." I couldn't disagree more. I have done much backtesting of stock trading strategies and it's very clear to me that...
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    Traders' Most Commonly Asked Questions

    Slim, Any comments concerning the cycle work of John Ehlers? Is it useful? Ehlers doesn't much care for Fourier analysis, which I understand Hurst uses. Richard
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    How do you trade the night session?

    Geo, I couldn't agree with you more. On the odd occassion I stay up and watch CNBC Europe they've had technical analysts prognosticating on the action of the SP etc. It makes for interesting listening for traders. US CNBC programming is much more heavily focused on company news. I guess it's...
  20. R

    Price series analysis in pre development

    acrary, The book you mentioned above 9 months ago has since come out. Do you still recommend it and why? That is, in particular, what will it help me to be able to do? Richard
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