Do you also want to include the question 'when should I trade (or not trade) system 'x'?

Systematic trading

I had a look at MySQL, it is faster and more popular, but it seems they had kind of a disaster with a recent release not being up to scratch, apparently the management is now focusing on 'features'. I don't run a lot of big historical queries, I ...

Systematic trading

I hope we can get a good discussion going here, mikkom, it sounds like we do similar things, I do purely systematic trading I just had finished hosting my ATS on a Linux node in CA to be close to the MB gateways, I am using C++ and a Postgres ...

Systematic trading

I would also like to see somebody like acrary post here, but I suspect it is more likely somebody copying his material than acrary coming to another forum just to repeat himself. Either way, the psychology post was a good one. To be frank, all the ...

A Systematic Approach to Markets

If you do some searching there is a yahoo group devoted to the IB API with downloadable code examples if I remember correctly. <Personal Opinion> If you have any programming skills at all I would strongly recommend steering clear of the IB API as it ...

where could I find some API examples in IB?

I'm no expert, but this guy apparently made a few quid.

Averaging when already In the RED....

My opinion (for what it's worth) is that the quoted statement is just marketing bullshit designed to sucker in new clientele. Given any market grouping (forex, futures, stocks) there will be specific markets within each grouping which have more of a ...

General Market questions

Nice post JupiterOGX, I must say you sound remarkably similar to acrary.

A Systematic Approach to Markets

The blow ups are not failures of 'complicated mathematical constructs', they are a result of massive over leveraging, which is effectively the same as poor risk control. Leon, you are correct that some amount of DD will be experienced before a ...

General Market questions

Finally somebody elucidates what I have been thinking for some time

Question for experienced traders: what am I doing wrong?

Finally somebody gives the correct answer. You're dealing with mostly random markets, we can retrospectively read the tea leaves all we want looking for reasons, but it will not help.

Question for experienced traders: what am I doing wrong?

If it worked, I'd use it Yep. This stuff is easy, means & standard deviations, didn't you do this stuff at school? Edit: What is important with stuff like this is not so much to understand everything in detail (e.g. the derivation of standard ...

General Market questions

This isn't a stupid question, these are exactly the sort of questions you should be asking as finding a market where something like this is true would constitute an edge (for the amount of time the effect lasted).

General Market questions

I would define a 'trend' as the price moving beyond a certain number of deviations from the mean then continuing to do so. It is hard to 'define' a trend per se, but it is easy to define a point where the price is statistically unlikely to reach if ...

General Market questions

You need a plan that works, then you need to execute that plan. Until you have this you are just going to continue to lose, it's that simple.

Anyone blown his account before?

Merlin & Topherk88. There are a bunch of dudes on other forums which I'm deeply indebted to, but this is a FF thread.

Forex Factory Hall Of Fame

A spread is the difference between two markets (aka 'pairs trading').

Indicators... The Beautiful Lie

Let me give an example, lets say you were trading a spread, it would be perfectly valid to use standard deviation bands to measure deviation from the mean (I can't think of any other way of doing it). Another example is volatility stops using the ...

Indicators... The Beautiful Lie

You have half the story correct, endlessly permuting indicators to fit historical data is useless. But if you actually know what market effect you are trying to measure, indicators can be useful.

Indicators... The Beautiful Lie