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LOL! That is linkedin. Are you aware what we are talking about ? http://en.wikipedia.org/wiki/LinkedIn http://www.linkedin.com/ Did you think i setup a site to steal your passwords ? That's funny. I would have better things to do... ;-)) Tom <img...

Not sure about what is the question. What do you mean by having an association in a reference ? [That is simply a discussion within a linkedin group, just like the discussions we make here on ET forums. I am clearly participating in the discussion ... ] Tom

trading without *systematic* trade-level stops has nothing to do with letting losses run until ruin. i think i have now explained (and demonstrated practically) this concept so many times ... see also for instance...

LOL! emg you are so right. Never get tired to repeat it ! stops are expression of naivety, which has high correlation with losses ... ;-)) Tom

I did not realize i was replying to an older thread, the one where we are posting now is actually this one: http://www.elitetrader.com/vb/showthread.php?s=&threadid=222126&perpage=6&pagenumber=9

I sometimes talk of "countrentrending" or "trending", just to use a language more understandable to most traders or readers. In reality, i have a different picture in my mind, which i try to reflect in the strategic construction. Let' s see if i can depict this vision of mine without sounding...

Hi Lear, let me first answer the first question. <b>>1. one account can have 2 different direction position at the same time or it is just an internal logic...? </b> All positions must be vieved as "virtual". Clearly, in the actual account you will have the "algebrical result" of all the...

It's fine to discuss here the aspects of broader interest. [Your first folio was a huge one, of almost 70 simultaneous instruments, if i remember well. It may be useful also to mention the instruments or at least the folio size, so that one can put results in perspective. Also maybe you are...

Yes, you have a different variant than the one i used last week (mine is "flatter"). Lately, i am really accelerating my tests developing variants on a daily basis: i want to get a feeling of how any change can impact on not only pnl/dd, but also the general "feeling". It's almost like...

Thank you Mickson, It's my honor to collaborate with you guys. The last month, very unexpectedly, the number of people helping with this project or testing the strat has increased dramatically, which is for me a big incentive to put extra effort for best results. Keeping up with ET...

The weekly session ended fine. Very small dd and nice profit (7.6K). I think i like the way this new approach manages to have a small position most of the time. Next week i will start a new thread devoted to this new strategy. It will have smaller dd, therefore we must also expect smaller...

This is the PNL situation (about 3.5 days). Those spikes on the (new) realized curve demostrate that phenomenon i was talking about when discussing the new realized algo. They are due to the fact that the algo matches with higher priority the higher scalps. [ So there can be orders which...

So about the new strategy. First of all have been distributing to all my friends helping me with testing and to the traders, the new version. I will redistribute soon a another build with further strategic improvements. In this new version i am totally focused on the dd issue, especially...

So, just as promised, we came out with a profit from the worst period in several years, juggling a large folio of 13 instruments (without stops). The 2 significant drawdown were caused 2 large cycles of investment (mainly RB first, and GC). In real trading, these would have dealt with by...

ahah thank you for the dedication! I am very honored. I will be following your work, so be careful ;-)) I also do hope to learn something: so, surprise me! :-) Tom PS. Don't just post single trades. It really makes absolutely no sense. Tell us about your strategic ideas...

Thank you Laurent! This PNL decomposition is actually: PNL = (Realized) Gain + (Realized) Loss + Unrealized where i use the words "Gain" and "Loss" are short for "Realized gain" and "Realized loss" (please correct me if you have better wording). So we have that: Realized =...

Here is what may look like the above decomposition of PNL: Gain = thick dotted green Loss = dotted red Unrealized = dotted blue/green PNL = solid cyan <img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3268289" width="1200" />

As promised, while we wait that also our investment in GC and CHF volatility works, i will discuss here a few details about the new <b>PNL decomposition: <center>PNL = Gain + Loss + Unrealized</center></b> To make it easier to follow the discussion for traders and people who don't do much...

as an example, these are the trades of CL. The maximum position reached was (short) 3 contracts (on a range of almost 2000 ticks). Here it is apparent how the bot distributed parsimoniusly the investment and scalped on drawdown, until the move reached exhaustion. This way it places itself...

hi, the last month has been one of the most volatile we have seen in a while, with a strongle bubble and instruments which have gone up over 5,000 ticks (like RB) ! A pretty catastrophic scenario, "good" to check how the bot behaves. As i have anticipated in the previous post when we...