Recent content by michaelguan326

oh please dont misunderstand me, i am not searching for the mthod to make rich....its more of research, understanding it, so i can develop my own strats.....you have to agree all methods we traders use come from somewhere, adapted here and there and u land with on yourself... i am just open...

Hello, Has anyone tried to backtest the darvis system? Also adding a ranking overlay there like momentum? Or has anyone have any experience and thoughts on trading this method? Success or failure? Thanks, MG

yea....its may already. Hope everything is going well.... Hows trading going on for you? I was thinking of starting a new account that just targeted towards the currency pairs. I am having trouble figuring out how to optimally select pairs that are lowly correlated as possible... After was...

what happened? did this discontinued?

I have a volatility trailing stop paired with a low of last two day as my initial stop. I want to implement the system to diversify my strategies,,, but having trouble figuring this kne out. I gave it more a thought and found that actually these systems are just another type of trend following...

Hi T2W forum members, I have been in the process of developing a system; as the title suggests, it aims to buy dips in a strong uptrend and sell rallies in a strong downtrend. Currently, I aim to trade the the following markets with the following system...Gold, Silver, Corn, Soybean, Wheat...

I really admire that you have the courage to be honest... not many people can keep up doing this after seeing 2months of hard work erased in a single week Good trading~

http://www.tradingrecipes.com/files/csmith.pdf thought you may be interested, great article

I wish I knew..... Btw, from reading, you use a breakout model too right? Do you have other systems you implement? Also do you program your strategies and backtest? Which software do you use? I read your name and it suggests you probably know a lot on The subject of mean reversion...:D His...

http://www.tradingblox.com/forum/viewtopic.php?t=8342&highlight=combining+systems The above link should support both our point... One thing I see myhedgefund doing to reduce volatility is by implementing some option hedge strategy. The only glimpse i ever came across is from Kevin bruce in...

I am 100% with you in Following the trend as its really dumb not to. The reason I am wary about TF is in the long run will the system I employ turn to be like obsolete just like the turtle system? From reading your "my hedge fund" blog, you seem to be using a ATR band breakout with some MA...

Apologies for taking the thread discussion off topic! To be honest I don't know what I am talking about! :cheesy: it's just that I've reading here and there and found certain things to make sense but I actually haven't tested much ideas out! I just stumbled upon the threads about systematic...

Yes, the option strategy is used by some CTAs like Kevin Bruce, it will help reduce volatility of portfolio. It all boils down to equity curve smoothness. There's a guy in blox forum that did a experiment with combining several systems. You can see the combination really improved MAR. (the guy...

Wonder if you considered adding another shorter term mean reversion system into your arsenal. Although TF systems do work well in the long run there are times when choppy markets decreases returns. From reading the whole thread you are expecting a drawdown of 35% but from what I have read in...