Search results

  1. H

    Scalable platform for running EasyLanguage strategies

    Easy Language will be the best, and the worst, feature of this endeavor. Best, because it lets the thundering herd of Tradestation users "port" their systems with a minimum of difficulty. Worst, because Easy Language has numerous deficienciesOne-instrument-at-a-time simulation No access to...
  2. H

    Surf Anonymously

    www.the-cloak.com seems to offer a high quality service at a low price. However, they don't try to hide the fact that they're an anomymizer so when you're using the-cloak and you visit a website, your IP is logged as "the-cloak.com". Some people may not care, others might hate this. Also they...
  3. H

    Establishing a track record to attract OPM

    I hope your plan is something other than visiting Harvard and Yale, saying "I am the next Fidelity Magellan."
  4. H

    Gold is predicting big problems ahead!

    My purely-mechanical trendfollowing system went long Gold futures on 19 September 2005 and got filled (including contract rollovers) at 471.5. Gold futures closed on Friday at 554.0 for a gain (so far) of $8250 per contract. I don't personally give a crap about "fiat money" or any of the other...
  5. H

    Establishing a track record to attract OPM

    A guy at one of the big fund-of-funds asset gathering companies summed up the dilemma quite nicely: An emerging manager is searching for a VERY special type of client: smart enough to recognize the benefits of investing with CTAs / hedgefunds / absolutereturn managers, but at the same time...
  6. H

    Calculus- Useful in Systems?

    All you need to make money, is to correctly forecast the SIGN of the first derivative of price. This is so crude that the beautiful intricacies of calculus, its refined sophistications, are completely unnecessary. In fact they are misleading because they seduce you into spending your energies...
  7. H

    How to protect esl-Code

    Call up some system vendors and ask what THEY use. One likely candidate is Dean Hoffman, head honcho of www dot traderstech dot net , who sells "Synergy" and "Fusion" trading systems with software protection. I've coded my own security method that works quite well (i.e. difficult to reverse...
  8. H

    MarketZar very cool

    Congratulations to pctrader / Dow Jones! Please DO let us know whether the payoff actually occurs.
  9. H

    An idea about moving averages...

    One way to explore the question is to create hypotheses and test them. Here are some hypotheses which you could test by writing spreadsheets or BASIC programs or Metastock modules, then pumping some historical data thru them: H1: The day after the deltaMA rises, the underlying market price...
  10. H

    Theory on Trend Trading

    If it was really REALLY important to you, you could create software (or pay somebody to create software) that did the following: 1. Define an "Uptrend" to be "times when the 10 day Moving average is above the 80 day moving average". Define a "Downtrend" to be "times when the 10 day MA is...
  11. H

    generic strategies

    Betting on what will happen: directional tradingTrend Following Fading the trend (countertrend trading) Trend Predicting Trend Predicting sub-bullet A: Cycles (MESA, Wilder Delta, Seasonality, Elliott Wave) Trend Predicting sub-bullet B: Less-than-five-bar chart patterns (Candlesticks, Key...
  12. H

    European market back testing

    Yep. The two founders, Dion Kurczek and Volker Knapp, are Germans. There's quite an active discussion board on their website, in the German language.
  13. H

    Developing a Trading System Step by Step

    You have includes some of the most illiquid futures in the USA and, simultaneously, you have omitted ALL futures outside the USA. Inexcusable. Thursday's volume on March06 Palladium was less than 500 contracts, March06 Lumber was less than 600 contracts, and March06 MuniBond was five (5)...
  14. H

    Wheat

    "Buying a straddle at 335" means buying a 335 call and, simultaneously, buying a 335 put. It's a bet that price will move substantially away from 335, either higher or lower. If you don't believe that price tends to make thrusting breakouts from a symmetric triangle, don't put on this trade!
  15. H

    How much do you pay for commissions per month?

    In managed futures the standard benchmark is "Round turn trades per year, per million dollars of account equity". For my trading style it's about 1800 RT/Y/$M. Figuring a global average of $10 commissions per round turn (which includes the RAPISTS who set commissions on the Japanese Govt Bond...
  16. H

    Wheat

    Looks to me like it's forming a symmetric triangle. I'd be more inclined to buy a straddle at the apex of the triangle (335) but hey, that's just my opinion. This play assumes wheat will either break sharply upward, OR break sharply downward, from 335. Well duh Goober, that's what a straddle...
  17. H

    Did it make money?

    I have made net profits trading a system I bought from a software vendor: +40% from June 2005 to 12/30/2005. However it may not be quite as you imagine: the vendor sells a backtesting software package which also contains ten predefined systems. The software lets you modify the values of the...
  18. H

    European market back testing

    Wealth-Lab is a German product and has quite a loyal following.
  19. H

    Can scaling/averaging down be a viable trading system?

    The Wealth-Lab website has lots and LOTS of very profitable systems that average down. One example is "Oscillator Pullback" whose source code (in WL) is available free here. I've attached a table of the performance of some of these systems. You'll note that Oscillator Pullback is ranked...
  20. H

    Multiple Strategy vs. Single Strat

    Hey! Nobody can be everybody without me!
Back
Top