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Not sure if this is related to the exact case you specifiy but, I can offer some of my experiences trading a variety of intraday systems. Basically, I believe that systems can be grouped into two distinct categories, directional or non-directional (trending or reverting markets). Some may have...

As an engineer, I agree. Strength in math/science, while necessary to some extent does not translate into a more financially/economially successful populous. Major advances are always the result of creative and unique thinking. Engineering is problem solving (sometimes very creative problem...

Hi Andrew, Any updates regarding portfolio trading automation? If you recall, we had a dicsussion earlier regarding MC's ability to autotrade a portfolio of products using a RadarScreen-like feature as found in TradeStation. I'm curious as to your plans with respect to this feature, present...

Mark, In following some of TraderZones posts in the past I got the impression early on that (s)he rarely adds value to most discussions. I don't often discredit another poster, but, this particular handle, when questioned beyond his/her limited knowledge level often becomes hostile and...

Call it whatever you want.

Your private messaging is disabled. Enable it and I'll send you a detailed response. I'll answer here what I can. 2/20 is a stock number thrown out by many FOF's and the traditional "hedge" funds. The traditional hedge funds are likely what you're referring to and as whole did not do well...

First, consider yourself very fortunate that past generations decided to basically set you up financially at a very early age. Second, lets be realistic. Based on your recent market activities and the questions you are asking you do not yet have the skill, knowledge or emotional intelligence...

Personally, I think it's a good time to buy if you're willing to hold it for 10 years or so... This is going to be your home, right? I'd be hesistant to "invest" in real estate but buying a home to live in is a good thing to do at the moment. Why put the entire 110k down? It is a waste to tie...

Well at least your dad only lost 2k... At least he probably won't sue you when he finds out you've been buying pot and McDonalds with the money he "funded" you with. Remember, parents will only support you for so long before they decide you ought to move out of their house and start...

My drawdowns are usually when I do my best development. For me, the DD's act like a nasty reminder that I need to examine possible improvements to the systems I already trade as well as create more systems so as to achieve better diversification. It sounds like you are trying to work in the...

Personally, I think Amibroker is the best cost/performance software out there. It is array based and much faster than any of the competition. For example, I can backtest 20 years, 5 minute bars, 300 symbols in about 30 minutes using Amibroker. Tradestation takes about 5 hours, Multicharts about...

Thanks intradaybill, those are good links. Mike

When would you make the switch to fixed fractional and at what point would you start increasing position size given fixed ratio? FYI this system trades ES and the 30 year.

Thanks for those resources Daniel. I'll take a look at them. Mike

Hi joesan, No, this is not an advertisment. This is a system I've recently developed and currently testing live with a small account. I'm going to give it 3 months or $7500 max DD (whichever comes first) before I commit decent capital. Prior to fully funding this system, I'd like to test a...

Hello All, This is a general question aimed at discussing what the "best" position sizing techniques are currently utlized in practice. Lets start with the attached system stats and a $5k/contract margin requirement (max. 2 contracts open at any given time initially i.e. $10k starting...

What I would like to know is if trader3cnd even knows what Engle's fundamental ideas behind GARCH were... Well trader3cnd? I'll give you a hint, they're often referred to as "Stylized facts of Volatility". What's interesting is that Engle's original paper starts by introducing these...

Well, at least you got one thing right.

Hey - you started this BS by attacking my thought process via childish remarks. So far, your comments are either misguided or irrelevant. Simply put, your assumptions smell like you pulled em' out your ass pal. You clearly stated that trading systems are not evaluated by how they are...

You're right. In general, there are so many factors involved including a fair amount of subjectivity. When dealing with trading models, many of which are user concieved ideas about what markets function like, the basis for validation becomes subjective. Personally, I like to see at least 1000...