Search results

I must not have made my point well enough. The point was that if a system can survive super-worst-case fills, you have something very tradable. As indicated, most systems cannot, but I nonetheless find it an interesting test to run.

I'm actually curious to hear what you think. The "promo" material looks neat, but I just don't like even entertaining software with black-box algorithms.

I often tell her how the month has gone. I've actually made it a principle not to look at my running total until the end of the month. It's about trading well, not making money (for me at least). When I take a big hit (=loss) I end up "complaining", and she tells me that I'll make it back and...

I doubt this will offend any danish folks. I'm Danish and have no idea what/who you're cursing :) BTW: fen does not mean devil. We need to work on your vocabulary

It's interesting how we're all different. My trading has improved significantly since I don't have a TV in my trading office anymore. I just trade and don't listen to anyone or anything.

I doubt that's the case. Larry Williams includes copies of his broker statements in one of his books. The issue generally is with simulated performance and making extrapolations of those to future returns. Brandon - I really wish you'd settle this once and for all. I've seen you trade live...

As always these sorts of arguments could be settled by providing an audited broker statement showing consistent net gains. If Brandon is as good as he presents, he should simply provide these on his new web site and be done with it. I have no problem paying for advice and training (and have...

Main computer is a 3 GHz hyper threaded P4 with 2 GB of memory, plus 2 21" LCDs (not that that really matters). Hyper threading helps for multiple Java apps, so I recommend that.

I'd suggest that you replace the memory you already have if possible. Java really "likes" at least 512MB. Given the age of the PC you may actually have a difficult time finding memory. It's definitely not being manufactured anymore in volume. In the end, you're probably better off buying a...

That's what spam filters are for :) Seriously, you cannot make them stop.

I find it interesting to listen to Cramers opening to the show. I actually think he has a very good understanding of how some funds think, operate and trade. Why anyone would want to follow his trading advice, that's a whole other story :)

FWIW, that's exactly what my trading computer was until about ayear ago. I ran TWS with no problems. Only difference was I had ~700 MB of memory.

Maos, I think it looks promising. The fact that you're seeing such large difference between simulated fills and worst-case fills, worries me. I think the simulated equity curve and statistics looks very good. In the end you'll never know until you trade it, so I'd put 100 shares behind...

that's what often happens, unfortunately. Having 8% CAR with 50% exposure is decent. 50% DD is too much. So I suspect that the system is suspect in how it enters/exits, probably assuming slightly unrealistic fills. The fact that you still generated a net profit is VERY GOOD. Many swing...

EricP, I had similar findings: 1. Single process/ single thread applications running without hyper threading is faster. [for me at least] 2. Windows shows CPU utilization that's not "accurate" for hyperthreaded applications. I've found that one process only is able to get CPU...

I think your system looks promising. Given the length of the trades, there is one final test I'd do. If you can buy and sell and the worse possible price of of the day and stay profitable, I'd put money on it. E.g (long). buy at the high of the entry bar and sell at the low of the exit bar...

He turned 74 today. I can see why he wants to spend more time with his family. I certainly wouldn't want to spend my retirement dealing with politicians

I recall Don Bright posting statistics on his offices a few years ago. I did a search but couldn't easily find it in his many posts. I recall that the stats looked pretty good for those who had the stamina to stay with it for at least one year.

If you're an engineer, join IEEE. They have excellent healt plans and decent dental.

ric, if you can do annual return of ~50% and keep max drawdown under 30% you're doing well. Most hedge funds, CTA, etc rarely manage to keep DD better than 30% over any extended period of time, and most are pleased to do 15% to 25% annually. Remember, Warren Buffet's compound annual...