Trade #19: 6.12.07 17:00 Sell 0.6 lots EURUSD @ 1.3319 TP: 1.3119 SL: 1.3359

tdion's Almost Live Trades

I'll be reading this thread with interest. What is going against the books? Is that like going to the mattresses?

Going against the books. Can it be that easy?

What market can I buy that in? Isn't it a CBOT instrument?

Rollover management for swing trades....

I enjoy reading your thread, Kevin.

kharvell's Trades

Trade #18: 06.08.07 11:00 Sell 0.5 lots EURUSD @ 1.3397 SL: 1.3437 TP: 1.3197 Trade #12: TP: +198 Trade #13: TP: +198 New Balance: $12,587 Pip Count: +548

tdion's Almost Live Trades

Trade #16 SL: -32 New Balance: $9921 Pip Count: +54 Trade #17 TP: +98 New Balance: $10607 Pip Count: +152

tdion's Almost Live Trades

I am continuing to struggle with this issue. Part of me thinks that putting a TS at breakeven after 50% of my TP is reached is very wise. The other part of me says a trade never gets old (gets stale, whatever) and if the price moves back to ...

To Trailing Stop or Not To Trailing Stop....

My definition of curve fitting is creating a system of rules that work on a random set of data. Your backtests show profits in the past, but the future could (according to Merlin, will likely) be nothing like the backtests. If you found a pattern ...

Curve Fitting: The Ultimate Conundrum

For those of us who don't know what sentinel is, can you explain? Thanks.

The Ugly Drawdown

This is a bit off topic, but where is there more information on this method? -Thanks

Curve Fitting: The Ultimate Conundrum

This is not true! I want to play center for the Dallas Mavericks. How many layups do I need to do before they will hire me? I'm not going to candycoat this (and Hilmy this is not directed at you) if you create a system with no true advantage and got ...

Is the sky the limit or is it too good to be true?

Al, I am setting up to trade a large fund of money with my own system. Here are some ideas I have: Suppose I have $100,000 of venture capital. I will put $90,000 of it in a 1 year CD at my bank. I will only trade $10,000 (10%) over the course of the ...

The Ugly Drawdown

Trade #16 2007.06.01 17:00 sell 0.7 lots EURUSD @ 1.3425 sl: 1.3455 tp: 1.3325 Trade #17 2007.06.01 19:00 buy 0.7 lots EURUSD @ 1.3440 sl: 1.3410 tp: 1.3540

tdion's Almost Live Trades

This post doesn't really have much to do with the Megaphone Hedge, but it's a related topic. I've been thinking of ways to pyramid out of a losing position. Suppose you open 1 long and 1 short. The market goes short (say 100) and you TP the 100, but ...

Megaphone Hedge

Are news trading straddles the only edge that can exist for us? Merlin, I've got a sick feeling in my stomach. This is my system performance from '01-'07, all based on curve fitting.... I guess my imagination ran away with me as I thought I would ...

Curve Fitting: The Ultimate Conundrum

My rebutal to this is very simple: what is the risk/reward ratio of the system's trades? Case and point: If my risk has been reduced to 1.5% per trade (because I am below 90% of my highest capital achieved), but my reward is a 6% gain, I will climb ...

Dynamic risk allocation

On Easter Sunday I started this thread about a dynamic risk allocation for dealing with drawdown: url It is not magic, but might be a nice backbone for a dynamic var feature in the future. Regards.

The Ugly Drawdown