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    Single most important book for a trader

    http://www.amazon.co.uk/exec/obidos/ASIN/0285630954/
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    Trading Off Indicators Alone

    Yes I also trade from indicators without looking at a price chart and without looking at a Profit-and-Loss chart. In my case I'm trading >40 commodity futures markets out of the same account, and I just do what the indicators tell me to do, without price charts or P-and-L charts. I don't...
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    Whats a realistic Profit Factor?

    Math fact: Profit Factor of system "Buy and Hold" is infinity. However, many people do not trade this system. Conclusion: Profit Factor doesn't tell the whole story.
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    Equity curves and the effect of compounding

    Suppose YOU are trader C. What steps can you take or changes can you make, that will transform you into trader A with absolutely guaranteed 100% certainty?
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    Thoughts on money management.

    One way to experiment with your idea, is to implement it using fully mechanical trading systems. If you do this, you can test out the idea (on past history) and see how well or how poorly it would have worked. The past isn't a perfect map of the future, of course, but it may be better than...
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    Does your portfolio pretend to be diversified?

    My portfolio includes Cotton, Coffee, Canadian Dollars, Japanese Govt Bonds, EuroBOBL, Brent Crude Oil, the FTSE-100, Fed Funds, Oats, Silver, Lean Hogs, White Sugar #5, Australian 3 Year Notes, Mexican Pesos, the EuroSTOXX 50, and more than 40 other futures instruments. Yes, it pretends to be...
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    Speculative Strategy

    At what age will you stop trading? How many years do you have left before you stop? Is it the best use of your time, to fool around with trading approaches that you yourself don't believe in? (if you did, why'd you ask a website full of total strangers for advice?)
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    Williams %R

    I am sure you are all aware that you can trade the %R signals as trendiness indicators rather than overbought/oversold indicators. In fact when %R breaks through +/- 100% is the exact precise instant of a "breakout". One may as well call it %T for Turtle (the canonical examples of breakout...
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    Negative Roll Yield commodity futures

    Call some grain merchants and say "Gosh I wish the futures prices were closer to the spot prices and didn't include such an awful negative roll yield. Will you wager with me on the future price of corn but give me a better deal than the futures exchanges?" Who knows, they might say yes. You...
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    is this the ultimate trading system?

    There used to be a guy called Henry Masselin who roamed the hallways of Paranoia Palace, yelling "Quah"! Have you met him?
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    Strongest trending markets?

    A slightly different question is: which markets have historically produced the highest profits for trend following mechanical systems? I hired a programmer to write software that would run several hundred different trendfollowing mechanical trading systems, against 90 futures markets...
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    Negative Roll Yield commodity futures

    Surprise, there's no free lunch. If you want exposure to the entire price movement of the physical commodity, trade the physical commodity, don't monkey with futures. This means you'll have the pleasure of delivering, accepting delivery, storing, and insuring the physical product (hogs, oats...
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    For you profitable traders

    You can draw a trendline without knowing the tick size. You can recognize a "cup with handle" or a "head and shoulders" or a "key reversal day" or a "bullish engulfing shoji Candlestick watanga bojangga" pattern on the chart, without knowing the tick size. You can compute a moving average...
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    Multiple Strategies

    I'm another one who trades multiple simultaneous strategies. Software backtesting has convinced me that it increases the gain-to-pain ratio significantly. Real money results have been satisfying too. Unlike a previous poster, I take every signal from every system. This means I occasionally...
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    Why not share your winning strategy?

    Ann has a winning strategy. She canTrade it herself Sell it to others for money Give it away for free, i.e. "share" it Throw it away, discard it, forget about itWhat course of action do you recommend for Ann, and why?
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    See Johnny Trade Commodities

    If you want to trade "small" contracts, there are much better choices than Oats. Attached is a list of world futures markets, sorted by volatility. I've used the 5-day range (highest High price of the last 5 days, minus lowest Low price of the last 5 days) as my definition of volatility...
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    Greatest Movie Lines of All Time

    Wrong. It was Madelaine Kahn, whose character was named "Lily von Shtupp."
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    Pairs Trading

    In hindsight, this was a half decent recommendation. Look at the chart on 1/27/2006
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    Positions overnight

    I hold the majority of my futures positions for more than a year. http://www.elitetrader.com/vb/showthread.php?s=&postid=974668#post974668
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    Liquid and Volatile Instruments

    DAX (Eurex) Nikkei 225 (Singapore) Bund (Eurex) KOSPI (KRX)
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