Search results

  1. T

    How to research and verify trading ideas

    Hmmmm.... http://www.hussmanfunds.com/rsi/misfitstocks.htm
  2. T

    IB: LOO orders

    Hi, Does anybody on here have experience with Limit-on-open orders? I had a limit-on-open order in for 100 AAPL at 210.00. But it didnt execute (even though the price opened well below my limit price) and I got an error message saying: "Your limit order did not execute at the opening...
  3. T

    Truth for Beginners

    Perhaps he was a little bit harsh but I reckon Trader Zones was right on the money.
  4. T

    Does a winning strategy have to work in all markets ?

    Relax buddy. Trackstar did.
  5. T

    Position sizing

    +1 Great post. I need to look further into this, it makes complete sense but its just never crossed my mind before. Thanks for sharing.
  6. T

    Does a winning strategy have to work in all markets ?

    I agree with South Beach. Trackstar - I understand what you are saying but there are many many ways to test for robustness and to avoid curve fitting.
  7. T

    R600 versus X301

    Which one is the better laptop for trading on the go? They seem hard to pick apart, except from what I've read the Toshiba seems to have the better screen but the ThinkPad takes the honours in durability. In terms of price, they are both around the same. Does anyone here have either one...
  8. T

    how to model slippage for stocks.

    Hi, Be very careful with buying on the open type strategies on US exchanges. One system of mine that backtested beautifully could not actually be traded because in reality there is not enough volume at the exact open. Nasdaq stocks are a bit better but still only $200-300k goes through...
  9. T

    Biggest Trading Mistakes

    You obviously know what you are talking about and I tend to agree in most part but you don't need to automate your systems to know if they have a positive expectancy. Automation will just give you extra efficiency in terms of decreased screen time, less mistakes and quicker execution.
  10. T

    Biggest Trading Mistakes

    Having a plan means nothing if you don't know if that plans leads to a positive expectancy.
  11. T

    Trader's World Tour

    How did this go guys? Did it end up happening?
  12. T

    The Rise of Tripled Leveraged ETF's

    Funny guy. You have misunderstood me. 90% of the system will be in a long-only Long term trend following system on stocks, where you buy breakouts, let winners run, cut losers short. Very profitable. Only problem is severe drawdowns. What Im proposing is to put 10% of the capital into an...
  13. T

    The Rise of Tripled Leveraged ETF's

    Ok lets give an example. A 100k portfolio starts right at the market top. Investor A. 100k longterm trend following. Investor B. 90k longterm trend following, 10k on BGZ. The longterm trend following component goes into a 40% drawdown as the market crashes. Lets say the market...
  14. T

    The Rise of Tripled Leveraged ETF's

    Hi, Does anybody here use "Short" ETFs for hedging a long term portfolio? For example, you buy $10k worth of BGZ for every 100k in your longterm trend following portfolio, and you are still effectively maintaining a bullish bias of about 77%. And you wouldn't have to pay interest on the...
  15. T

    Most losers in a row you have had?

    I agree wholly. Conversely, Its also possible to lose money with high hit rate systems. Positive expectancy is the key.
  16. T

    Most losers in a row you have had?

    Alternatively, you could exit all positions before the close :cool:
  17. T

    Most losers in a row you have had?

    Even if your hit rate was 95%, having 2 losses in a row would happen once in a while. Me personally, I think around 9 a couple of years ago. Last year longest streak was 5. I wasn't fussed though. I know from my testing that with my 50% hit rate system, even 13 losses in a row would be...
  18. T

    Where would you trade?

    Does anybody know where abouts in Mexico Vinnie Chase was living it up in the first episode of season 5 Entourage? I recall him saying he could live like a King for $80/day? I wonder if they have stable, reliable internet there LOL ?
  19. T

    Where would you trade?

    Thanks for this. Solid post.
Back
Top