Recent content by hyunski

Hi guys, This post was made three years ago and hence I no longer have the code. I would suggest using a more powerful interface such as Quantopian, although you won't be able to be flexible with your assumptions. For those wondering what happened to me since I went quiet I've turned into a...

I see, so I'm assuming you bet a fixed % of your account and do not move your 15 pip stop loss. Thanks and good luck!!

Hi Airborne, I've been looking at the exact same indices for a couple of months now and asked the same question. I've figured out so far that most of the time momentum stocks will show lop-sided beta...that is they will be more resilient on downturns and more sensitive on upturns (if you're...

Hi peti, I am currently struggling with building a risk management framework and thought it'd be great to hear from you. By risking 8% equity, do you mean if you had $1,000 account you only position size to $80, or if you had a 10% stop, you position size to $800? Also when assessing the...

Hey, just PM me with your e-mail I'll send a copy. Matlab is superior to VBA in terms of dealing with data and in-built functions, but I'm sure you'll get used to it! Good luck!

I think as long as you exercise mechanical risk management, this is not a problem. Larry Hite stressed this in the same book. The stories I've read on traders who fail are those that involve 1. An opportunity of a lifetime 2. They were wrong about it. One Korean trader committed suicide after...

This is just automated scalping on crack. As retail traders with minimal trade flow, HFT's probably aren't out there to rip you off because it doesn't trigger their system. What we should really be worried about are predatory algos that move in herds to gun for stops, induce temporary trends and...

Hi all, Would love to connect with traders in Houston, especially stock traders. I'd like to share general strategies and risk management strategies! Shoot me an e-mail or leave a comment here! [email protected] <-- replace the 4 with an "a"

Single in scaling out is actually exactly what I do for swing trading. I've tried Livermore's method of scaling in and single out, as well as single in and single out but they cause too much volatility in my account and a loss in trading self confidence. The psychologically rewarding thing...

Stocks would be best...may be biased but stocks are all about information, psychology and timing. You look for explosive fundamental trends to choose the stocks, look for fearful psychology and divide up your buys to get a relatively low price. Then you flip it to new buyers. Here's an analogy...

Rethought decision. Keep CEMI...prospects of European expansion has no downside, and technicals show heavy signs of buying. Although I truly believe GWPH is a good catch, will cross fingers it doesn't go up until HIMX sold for a profit to attempt a purchase. Difficult to hold off the urge to...

3/31/14 Really interesting looking stock: GWPH. Waiting for a retest of the $57 level...may/probably will sell out CEMI in the morning to rotate for this. CEMI slight profit, HIMX flat.

Strategy 1. Pick up "fallen angels" aka good stocks that are plummeting for no good reasons. 2. Trade volatile stocks 3. News / fundamental / technical analysis 4. Sell at buying exhaustion 5. Sell at 3% stop loss 6. Use 1:1 leverage Start Date: 3/4/14 Activity 3/4/14 - Deposit $6,000 3/4/14 -...

Here's the current version: http://adf.ly/hztRa Feel free to play around with it, but don't flip it and try to sell it :) You need to edit "Strategy" module in VBA to write your strategy. Comments should explain most things. I'll get serious when there are more people but this should be enough...

Hi guys, Was wondering if anyone would be interested in using this Excel/VBA backtesting spreadsheet I've made...I'd like to see if I should clean this up and release it for people to download, learn and test different strategies they have. Basically it'll pull online data from yahoo finance...