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RoughTrader Thanks. I have googled for 'fixed-fractional money management'. Very Interesting. The first entry is: http://www.tacticaltrader.ca/commentary2.htm

toe My market has autocorrelation of returns but also huge bid - ask spreads. I have always to wait for retracements to get my limit orders filled (which is waiting for a non-autocorrelation to happen).

Spectre2007 Thank you for your compiled list. My answers/questions are inline: 1) Dont bet against the Linear Regression Slope (long term) and short term. Agree. But what is short and long term? 10 days vs. 1 year? 2) Bet with the LR slope when both LR (long term and short term) are...

nazzdak Yes, too volatile, but I made again good %-profit yesterday. 1/10 +16.2% Its accompanied with big big risk. I am risking 90 for 10 (90:10 risk:reward-ratio in most of the trades). The result above was out of a 'campain' of many trades done yesterday.

Conclusion for a daily Dow Trading System: Buy 12500 Stop Closing Sell 12400 Stop Closing short B12500SC or S12400SC

Attached you see the INDU with 100 point grids. The System based on closings is 1) Stop 100 (on grid) 2) and Trail 100 (on grid) 3) Apply no Profit Target 4) @ at 100 point Closng Grid short 1234) S100T100P-@100C

I need to be more careful with trending stocks. I had to buy back the Straddle for a lot of money yesterday. Appl continued to raise and I didn't want to speculate on a chance in trend (and risk unlimited money): C 415 P 125 ------- T 540 To respect the trend now and I am long: +1...

Thank you all. Great information, also on wicki I found and concluded (but still reading and exploring further): Betting strategie - increase odds of winning - produce long term profits - from often loss making activities Exponential growth - grow rate of an account; maximal...

Independent of your strategy money management is most critical to a successful trader. What about designing a structure which only works on percentages? Once a loss occurs the account is for example at 50%. After the next loss it's 25% (then 12.5% ....). But never 0. If there is a...

I had massive problems with my trading stile today. I had to close my strangle because Aapl jumped up 8.45% and I was not prepared for that move. I closed the 80 Put at 0.44 I was liquidated on the Call at 4.90 In total it's 5.34 what I had payed today (not included commisions). I...

Dow seems to be bullish. Long Signal was created yesterday intraday crossing 12390 up. Trailing stop is currently at 12390 (started at 12375). Target for taking profits is 12495. --------------------------------------------------------------------------------- Grid-unit is 15 points...

Attached Graphics shows how a potential strategy on Appl could be designed (be aware that strategies in trading only work temporarly and have to be daily checked and eventually adjusted to new market conditions)...

Graphics shows Analysis of AAPL. Also showing Call and Put strike levels.

Symbol Expiration Date Description Qty Closing Price Multiplier Value Value QAAAR 2007-01-20 AAPL JAN07 90 C -1 1.936356 100 -193.64 QAAMP 2007-01-20 AAPL JAN07 80 P -1 1.484181 100 -148.42 Total -342.06 Theoretical Profit (Position is not closed yet) Straddle Sold 405.00 Settle...

The volatility of AAPL options is far above the vola of the AAPL stock. AAPL options = 47.59 Historical 30 days vola = 29.64 Ratio >1.60 That means that AAPL options are relatively expensive. See attached graphics (source ivolatility.com)

Attachment for ICE

NYX is long with stop at 101. If you want trail: 102 would be next, if NYX is crossing 103.

Hi DeltaSpread, yes, I follow GOOG, which is a phantastic story! I have attached a chart for you. Long since 486. Stop is currently at 484. I am using a 10 day grid, with 2 points resolution. For a straddle the GOOG is currently too bullish. I have to make checks on ICE and NYX...

RUT with UP and Down-Triggerline attached. Stop is always one unit (step). Also Positions are reversed on Stop levels. Therefore Systems is always activ - vs. a buy and hold system, which is the benchmark.

NDX...