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Search: Posts Made By: Autobot
Forum: Trading Reviews and Vendors October 13th, 2010, 07:32 PM
Replies: 4
Views: 3,968
Posted By Autobot
Excellent resource, thanks. Everyone here should...

Excellent resource, thanks. Everyone here should read this, even though it contains some uncomfortable truths.

Quoting Matt Klein:
Commit publicly to a particular trading system.
Then stand by...
Forum: Trading Reviews and Vendors October 13th, 2010, 04:39 PM
Replies: 4
Views: 3,968
Posted By Autobot
Anyone on Collective2?

One frustration I have with this forum is a universal lack of objective trading statistics. Obviously most members are reluctant to share details of their strategies for understandable reasons, but...
Forum: Trading Journals October 13th, 2010, 03:50 PM
Replies: 905
Views: 166,571
Posted By Autobot
Merci

Reassuring to know you are human (and err)... :) Keep up the hard work
Forum: Trading Journals October 13th, 2010, 01:34 PM
Replies: 905
Views: 166,571
Posted By Autobot
Hey Paris -- Had a look back to see Friday 8th...

Hey Paris -- Had a look back to see Friday 8th results...but didn't find them. Am I missing something? Would be nice to see posts of your bad days as well as the good.

Autobot
Forum: Trading Journals October 13th, 2010, 01:25 PM
Replies: 1,776
Views: 321,555
Posted By Autobot
I'm impressed both by your trading prowess and...

I'm impressed both by your trading prowess and your discipline in keeping this journal.

I'm curious about what your plan is for going live...do you have defined goals or stats that you need to...
Forum: Psychology and Money Management October 13th, 2010, 12:48 PM
Replies: 6
Views: 2,454
Posted By Autobot
My approach

For what it is worth, I follow Pardo's approach in continuous assessment of real time performance (not limited to DD, but including %win and W/L ratio) versus the 'idealized' model performance; in...
Forum: Traders Hideout March 5th, 2010, 05:08 PM
Replies: 4
Views: 3,749
Posted By Autobot
Guess that would explain the positive ROI, eh?...

Guess that would explain the positive ROI, eh? Could you post the code or a chart?
Forum: NinjaTrader January 28th, 2010, 04:57 PM
Replies: 8
Views: 4,593
Posted By Autobot
Well I for one won't be holding my breath...

Well I for one won't be holding my breath...
Forum: Traders Hideout January 28th, 2010, 04:50 PM
Replies: 2
Views: 3,609
Posted By Autobot
Could you clarify whether or not you included...

Could you clarify whether or not you included commissions and slippage?
Forum: Traders Hideout January 12th, 2010, 08:52 AM
Replies: 5
Views: 3,532
Posted By Autobot
Send me the rules and if they're not too...

Send me the rules and if they're not too complicated I'll do a backtest. Which instument - NQ?

Autobot
Forum: Traders Hideout January 5th, 2010, 08:47 AM
Replies: 17
Views: 9,289
Posted By Autobot
Intuitively this makes sense, but do you have...

Intuitively this makes sense, but do you have some data to illustrate this, e.g. a plot of performance for your target versus a hard (static) target?



Are you using these in an automated or...
Forum: Traders Hideout January 4th, 2010, 04:38 PM
Replies: 17
Views: 9,289
Posted By Autobot
Sure there is a profit target, so exits are by...

Sure there is a profit target, so exits are by way of profit target being met or else by a stop loss (hard or trailing). The point is that the profit target is held constant for all of the backtests,...
Forum: Traders Hideout January 4th, 2010, 03:42 PM
Replies: 17
Views: 9,289
Posted By Autobot
Hard versus trailing stops as exits

It took me a while to test this, but here are the results of a hard versus a trailing stop for the same data and same trading system.

Data comprised 2.5 years of ES 10 min bars (2006-mid 2008) --...
Forum: Traders Hideout December 7th, 2009, 05:13 PM
Replies: 17
Views: 12,114
Posted By Autobot
Indeed, to illustrate the point that you can use...

Indeed, to illustrate the point that you can use MAs to generate profits using any data, here are the results for a system of two SMAs applied to ENTIRELY RANDOM PRICE MOVEMENTS. I generated data...
Forum: Traders Hideout December 5th, 2009, 09:51 PM
Replies: 2
Views: 3,840
Posted By Autobot
I have used Disktrading (FOREX Historical Data,...

I have used Disktrading (FOREX Historical Data, Major Indices and Futures Historical Intraday and Daily Market Data - Through Download and on DVDs/CDs. (http://disktrading.is99.com/disktrading/)) for...
Forum: NinjaTrader November 25th, 2009, 07:29 PM
Replies: 92
Views: 100,690
Posted By Autobot
So why haven't you retired to Barbados with a...

So why haven't you retired to Barbados with a pile of cash already?? With 80% winners (lower than your ~90%), you only need the profit factor (average win/average loss) to be >0.25 (in other words...
Forum: Traders Hideout November 16th, 2009, 03:32 PM
Replies: 10
Views: 13,215
Posted By Autobot
I have been working on implementing a strategy to...

I have been working on implementing a strategy to trade gap fills and tested one similar to the 'rules' posted by verge. Basically, go long if the open is lower than the previous day low; go short if...
Forum: NinjaTrader November 16th, 2009, 02:30 PM
Replies: 92
Views: 100,690
Posted By Autobot
Your backtest/optimization was for about 2 weeks...

Your backtest/optimization was for about 2 weeks of data...what is the outcome using a more realistic time period, e.g. at least 12 months?
Forum: Platforms and Indicators November 9th, 2009, 03:51 PM
Replies: 5
Views: 4,057
Posted By Autobot
It's not free, but it is cheap: I got 10 years+...

It's not free, but it is cheap: I got 10 years+ data for futures from Disktrading -- email Iavor at [email protected].
Forum: Trading Reviews and Vendors November 9th, 2009, 03:32 PM
Replies: 83
Views: 44,461
Posted By Autobot
Stonertrading.blogspot.com --> Not exactly a name...

Stonertrading.blogspot.com --> Not exactly a name that instills confidence...
Forum: Traders Hideout November 9th, 2009, 03:27 PM
Replies: 10,645
Views: 14,241,678
Posted By Autobot
Introduction

Finally decided to register to be able to view some of those tantalizing equity curves that have been posted...

I've been voyeuristically following your blog since inception, Mike -- delighted to...
Forum: Traders Hideout November 9th, 2009, 03:23 PM
Replies: 25
Views: 14,723
Posted By Autobot
So, any updates on the Sim performance? ...

So, any updates on the Sim performance?

Also, having read this thread, I would like to add that I would never trust a backtest run on anything less that 3 years of data. Personally, I backtest on...
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