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99% profitable? i would be checking, then double checking, then tripple checking my coding. but congrats. i'll be interested to see how it performs real time.

ptf, im a little confused by your trading methods. you said you take trades from a statistical point of view. however later on you said you use discretionary as well...???

i learnt something from this post. hope it continues.

realised you said day trading. forget my posts :p

PLEASE! your saying its just as hard to blow an account with no leverage than an account with leverage! i completely understand your point of this post, and its a great topic... but if your completely exposed (e.g. 10-20 times your capital, assuming 5-10% collateral requirements)...

havent read all the posts so may have been said. would be extremely easy with leverage. just conitnually expose yourself as much as you can every day. you cant win every day, period. would be interesting to see what would happen if he wasnt using excessive leverage though.

will need a lot more info than that. i wouldnt have much confidence in a system that has only had 10 trades in a year, but thats just me. How consistent is the profit? Biggest D.D.? How do the systems perform when combined? Is the profit/D.D. ratio alot higher with the systems together. Do...

:D funny bastards just google hedge fund books, lots of them come up.

as usual, every one 'knows' that this strategy deffinately doesnt work. yet i bet most of you havent even traded a similar system.

in a day and age where in some cases you only have to put up 1-5% collateral? im not going to make any assumptions as i dont know what strategies they use, but im going to guess they'll make a decent amount when the market finally moves favourably for them. or who knows, maybe they will go...

20% D.D. **** been a long day at work

so 30% and 25% drawdown respectively. yes thats a HUGE $ amount. but not overly suprising as a D.D.%. the markets been tanking and agressive hedge funds are down 25-30%, who's to say they wont make that back when (or should i say if) the market rebounds. its all relative

great post

defining a pullback is easy. finding congestion mathematically (coding) before the next break up is a little more challenging. ill wait to here yours first i think.

* why your clients didnt take the trades... did you end up finding out?

backtesting. if the system has had a 90% winning rate in the last 10years it could (possibly) be assumed it has a high winning rate. not alot of information given on the trades so couldnt say. im currently weighing up options on 2 long systems im trading. 1 is way better then the other, but...

i dont know. but i would like to hear more on why they didnt take the trades... read through the first few pages and hadnt been posted yet...

i know traders who make lots of money with a pure statistical approach. isnt that what a systems trader generally does? what do you mean by funamental premise? how do you factor fundamental data into your trades if your a systems trader?

thanks for that everyone, i trade EOD so the hershey stuff might not be suitable but i will have a look at everything. any other suggestions would be great. cheers.

Hello, Had made great profits in the last quarter, and have recently got snapped by two trades. It has motivated me to chase the next level in systems trading... more advanced concepts anyway. I was hoping people could suggest books, subjects, or anything i should focus on. Subjects ive...