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Apears Mr N has gotten over his Trading God complex.Or he has finally realized there is a God of Size,and he will have the final say.

You solely address "make more money"/"lose less money". That appears to be your ultimate barometer. How is it taken into account?

If this were true,do you take into account volatility of returns,max DD etc?

I dont quite get why the OP can not see that scaling out is simply "2 sytstems" with identical entries but different exit scenarios. It is possible that there is a combination can be found that produces more profit or less volatilty/drawdown.To not talk about volatility of return has the...

BS12, You have 2 systems with identical entries. System 1,all in and all out, has a 25 percent return, Sharpe of .34 and max drawdown of 46 percent. System 2,identical entry's but scales out has a 15 percent return,Sharpe of .88 and a max drawdown of 17 percent. Which system do you trade?

Do you run multi strategies or are you a single strategy trader? It certainly appears the latter,which would explain your "conviction" Is "expected return" the sole determinant of strategyselection,or does volatilty/drawdown factors play a role?

How is it anything but that?

Scaling out is no different than having 2 different strategies,both with the same entry,just different exits.

I think for a few gifted individuals or those who spend an incredible amount of time pouring over charts,the placement of stops and managing them is an art. I would agree that picking a spot and lving wth the consequences may be a very viable option,if not the best.But with a little effort,with...

Let's make believe you have qualitatively or quantitatively determined that a 3 -1 reward to risk ratio works best for your trading style/ risk appetite. Let's also make believe that despite all the back testing you have done,it simply bugs the shit out of you when you place a trade,it moves...

AAII is as good as it gets for the price,but you would most likely need Stock Investor Pro at some point.Maverick is right regarding his assessments,and I do think his point was missed.FYI,if 30 bucks per month is too high a cost for a trading operation,one might want to rethink about the...

Joel, programs like Amibroker, Quantshare, Stratasearch can create composites of any indices you choose, or that you create.You can then calculate percentage of stocks above their MA, various A/D ratios or anything else you can think of. The real question is how comfortable you are at...

You can use any product like Quantshare, Amibroker or Stratasearch. All you have to do is code the 30 week MA cross and visually inspect charts. I'm sure there are free services as well.

Let me just say thank you for alerting me to the fact that this thread is 8 years old. was looking at the 7/25/14 charts of BRCM and MRVL,and I was wondering how in the world HK lost 400k on stocks unless he took down 10 million in notional

The easiest is AIQ or Stratasearch.. Quantshare in my opionion is easier than Amibroker.. Do you want an equal weighted composite as well?

are we seriously entertaining a conversation with someone whose opening line is this is why ATM calls are so cheap compared to ATM puts... I do get his math,and its one where one doesn't take into account carry,divs etc..... This is common with traders/investors who are fundamentally...

Hi Wallace, I have trained, taught and competed in Tai Chi for years.As much as I enjoy it, I wouldn't say its a cardio, or strength protocol.It is much closer To a moving meditation which is exceedingly beneficial in its own right. I think most people place way too much emphasis on...

Hi Sergio In one milion years I could not code what Master Brain did, nor would it be a prudent use of my time attempting to do so.The important thing is Amibroker is capable of doing so.QS can do it also, but is not built in and takes programming skills beyond my ability.I defer to the...

Sergio , I fully agree with you and that is the very reason I bought QuantShare.

Unfortnately I cant help but this is my point.If I were You I would contact Ami support and pay them to do it.