Search results

I seem to remember you mentioning that you used TradeStation as your backtesting environment. Is that the case? As I understand it, TradeStation allows you to test only one market at a time. I think other platforms allow the testing of strategies on entire portfolios. Will look into it.

Smart thinking. I think these sort of insights could constitute part of a scoring system that generates daily bet sizes. Building on your thoughts, another lens to look at the OR with comes to mind. Where is the OR in relation to yesterday's data? Above the high, above yesterday's close...

Has anyone looked at holding a chunk of a winning trade overnight? i.e. 50% closed out MOC, 50% closed out on the next day's open. Might be interesting to find out. Might need some extra filters/rules though. AM

Trend Following by Michael Covel?! What an absolute waste of space!!! Outside of a broad introduction to the arena, it's a truly useless piece of journalism. Should one be interested in learning about Trend Following, look towards: http://www.originalturtles.org/

just posted this to an et index futures thread. relevant here as well though, I think. -------------- if one develops a sustainable edge in orb trading, i would think it makes sense to test/deploy it across other markets. have you backtested your stragegy on electronic futures in other...

if one develops a sustainable edge in orb trading, i would think it makes sense to test/deploy it across other markets. have you backtested your stragegy on electronic futures in other sectors? i.e. fi - bunds energy - brent fx - eurusd softs - london cocoa metals - gold that said...

and expanding it seems. http://jobs.efinancialcareers.co.uk/job-4000000000151455.htm would also be interested to hear more about them.

Hi Michael, Interesting posts. Reassuring or worrying that your methodolgy is similar to the Example System?! I'm now considering the system's money management. MM is looked at briefly in the original article. However I reckon there is more to be gained in developing this area further...

Interesting. Thanks for the reply. Given that you appear to primarily trade a US index and also appear to be from the UK, I wonder if you use European index performances to inform trading in the US session. It strikes me that looking at the markets this way provides further contextual...

Another quick thought... I recall the risk taken by the system, the stop level, varies according to the size of the opening range each day. This might not be optimal. Would it be better to calculate market-calibrated stop levels, relative to volatilty perhaps, to be applied individually...

Hi Cheese, Thanks for your posts on this system. Below are some (edited) comments of yours I found thought provoking. "means of validly recognizing or predicting " "appears to use available raw data and is only on a backtested basis" "real understanding of the context" The context...

On the off chance you love reading: http://www.trading-naked.com/Articles_and_Reprints.htm Anyone care to share their views/experiences on trading energy intraday? It's not an area I have a lot of experience in. However, I may dip my toes in shortly... AM

Haha, cheers fella. First time back on this site for a long time. Anyone trading at Andy Priston's (Braveheart's) new venture yet? http://www.cftfinancials.com/index.htm AM

Haha. Like it. AM back from the dead. How are tricks out there?

Just found this thread. Interesting ideas Lefty. Thanks. A question for you on the back of your post: would you expect a systematic trading system's returns to have more useful / predictive qualities than a market's returns? AM

Anyone here trading mechanically intraday in European contracts? Good article here illustrating how to develop a robust methodology. http://www.trade2win.com/knowledge/trading-strategies/articles/general%20articles/developing-a-trading-strategy and part 2...

Just noticed your post. Thanks for the link. Any updates from European traders on recent events? Anyone looking at seasonalities?

I find Trading in the Zone the most direct book within the trading & psychology sphere. Trying to rank books that cover different topics is equivalent to arguing whether emotion or logic, food or water is more important. I have more than one book in my collection.

Maybe slightly different to the previous few posts. Thought I'd post an image of the set up I use on CQG. - 2 min bar chart - Default RSI - Upper red band, 20 period moving average of highs - Lower red band, 20 period moving average of lows I consider the market as either bid or offered...

Fair enough. :cool: