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  1. robster970

    Mean reversion based strategy

    Indeed. Generally speaking I would avoid entering unless price had move maybe a couple of standard deviations away. That said your observation regarding the pro-trend based move having a better profit potential is exactly the reason I am interested in the question; Is the principle of mean...
  2. robster970

    Dax in the Evening

    You mean Rochdale. And they are considerably better than they used to be. Ask CV as he visits Sandy Lane I reckon.......
  3. robster970

    Mean reversion based strategy

    Yes that's broadly it. Point me at the forum?
  4. robster970

    Mean reversion based strategy

    Not really George. At least not currently. I was trying to get a sense of preferences from here before making a call on what to do next.
  5. robster970

    Mean reversion based strategy

    OK, I'll try and be a bit more specific instead of you guys trying to guess what is going on in my pea-head. Take a look at the attachment. On the left, we have a little bit of basic maths stuff which plots the best estimate of what is happening with the trend. This was $ES_F yesterday around...
  6. robster970

    Mean reversion based strategy

    It does basically distill down to taking counter-trend trades but what I have managed to do is de-trend trends even when they are not really going in a straight line (i.e. parabolic - usually as the trend fades and starts to lose momentum). No pairs. Single instrument.
  7. robster970

    Mean reversion based strategy

    Folks, I have been messing around during the quiet periods with a mean reverting strategy which is showing some interesting results. The question I have is whether you take trades in both directions, particularly if there is good evidence of a trend on a higher timeframe. Answers on a...
  8. robster970

    Master class in hind site trading

    Kinell bud. Doin' a stretch like that should help you get your nut in the game and avoid p1ssin' around trading the smalls. I'm off down the gym to watch my mate break another power lifting record. After a glass of Merlot of course. BTW, I predicted in hindsight just where spooz would land on...
  9. robster970

    Master class in hind site trading

    Apparently so. They're at home watching Quadrophenia.
  10. robster970

    Master class in hind site trading

    Pleasure. Been worrying me for some time since that spat with the rockers in the 60's. Good to see the mods marking territory on T2W.
  11. robster970

    Master class in hind site trading

    Are the mods OK with this??
  12. robster970

    Master class in hind site trading

    I disagree and this is why:
  13. robster970

    Master class in hind site trading

    Do you know what Sharpe is?
  14. robster970

    Master class in hind site trading

    Guys - I am suspicious of your 'teh expert' status. Can you tell me what you sharpe's are?
  15. robster970

    T2W Website Updates (New Features/Bug Fixes/Server Problems)

    Still getting static content missing, mainly images Sharky. For example: http://static2.trade2win.com/boards/images/ranks/ranks_t2w_moderator.gif Gives a 502 Bad Gateway error.
  16. robster970

    whether a proprietary trading firm needs be regulated by FCA in the UK or not?

    The advice I was given by the FSA was no. Check out PERG 2.8.4 - http://fsahandbook.info/FSA/html/handbook/PERG/2/8 - "Dealing in investments as principal" I would double check this is still valid. Call them, they are helpful.
  17. robster970

    What ever happend to The Bramble

    That is terribly sad news. I last spoke with him in 2012 but he disappeared not long after and I thought nothing of it. A great shame.
  18. robster970

    The Difference between Risk & Uncertainty - Poll #1

    I'll go with Fermat, Pascal and Laplace's view of things until somebody of their stature turns up and re-writes it all if you don't mind. The Daily Mail doesn't feature as a credible source of contemporary thinking on probability theory. As an accountant would you ask my mum about off-balance...
  19. robster970

    The Difference between Risk & Uncertainty - Poll #1

    It's nice being on the water. I miss it. I have owned two motor cruisers. You are familiar with this Q&A: Q: What are the two happiest days of a boat owners life? A: The day you buy your boat and the day you sell your boat. God knows why I did it twice. That said, we're moving to the coast in...