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http://www.elitetrader.com/vb/showthread.php?s=&postid=1195669#post1195669 Q ------------------------------------------------------------------ Quote from risktaker: Austin, I've been to your "bought here...sold there" site and my impression is your "trading" is...

Are you suggesting we should pay a small fee collectively (or donate it to his nominated charity place) for inspecting his brokers' statements for about these few transactions on this thread? That would be a good idea. :)

I think Oanda, in addition to other firms you know, should pay you guys some PR fees for positively promoting Oanda products. :cool:

I also have a few PhDs in maths/ music/ trading/ etc. at XYZ University (who teach my kids), a President at White House, a few brokers at ABC brokerage firm, so ... :) :D

I agree 100%, as the best position sizing method is knowing in advance betting 0% on all losing trades/ signals and keeping 100% on all winning ones. Holy Grail! :cool:

How would you know 'On this site practitioners of advanced, "modern" TA are Pabst, Man, Spike, myself and few lurkers.', if practitioners of advanced TA are not posting their methods? :confused: :D

Politically and diplomatically speaking, your back-testing statement might be 80% to 90% correct for now. :D

It's ET. :D

The following is for automated trading (on ET, of course): I don't have a mechanical system of PF 8.0+ Yet. But I do know a way how to multiply the total profits by 20 times and at the same time to reduce DD by 90% for all systems with PF 8.0+. (Please don't ask me how I can carry out...

Publish more books about trading for a living seriously! :)

In terms of statistical and QA terms, that would be trading-wise correct, loosely speaking. :D

There was a Wal St (not Wall Street related) newsletter reporting most traders using traditional TA would get 50.5% right per trade; those using non-traditional TA get 50.9% right; using non-TA get 50.75468% right; using anything random-based get 50.0% right; using statistics 50.83% right; using...

Spot on. I also see they can be different animals during especially weak conditions, even trading an always-in-the-market system.

It seems there could be no any specific regulations are made for spot fx funds, as mentioned several times on ET. However, not much details have been discussed about why. How could it be possible that running and investing spot fx funds would require no specific regulations? Is that...

That means the traders don't care about the progress of P/L even if encountering a streak of losses until too late. How dangerous!

Your comprehension skill, besides marketing one, is good. :)

Thanks Nkhoi and Golablue.

Hi Don, There are other threads on ET recently telling traders not to display their active P/L figures on screen. One of the posters even mentioned their prop firm pre-set their screens that cannot display their active P/L. Do you have any comments for that? TIA.

Thanks Don. This thread is not about taking losses. Your suggestion above including re-entry decisions would allow too many discretionary actions - a main source of leaving money on the table, as I guess.

Many thanks for the quote. Now I know I need to upgrade my exit rules. :)