Monday, December 17, 2007
autoregalo 
Tuesday, November 27, 2007
Who Much Does Skiing Cost
Flight No More With Aeropostal
why not more on Aeropostal flight? This decision should be the experiences that I had to suffer during the return trip to the World Forum as I need to vent that passes through any medium and for that to happen to you that I read, write what happened to me. MaiquetÃa
annoyed me a bit, would come an hour later than planned but in the end, things passing. I find QueenStorm at the airport and stay with her walking and talking while your flight leaves, there was also Nagui was already coming out (both left-an by Aserca, how lucky they are), we are also people of ubuntu -ve and the corduroy Antonio from Mexico who also went with QueenStorm (lucky ¬ ¬). After they left (it was at 1.30, the time that I was supposed to me) and I'm waiting until they came mogaal, with whom quidam bigjocker and where the last two were also hoping the same flight as me, who surprise when I say that his flight was scheduled for 3:30 pm, so I got to resign to have to leave at this time after waiting nearly finished out at 6 pm, nobody told the delay and never apologized for it, just had to accept it and now. why not more on Aeropostal flight? This decision should be the experiences that I had to suffer during the return trip to the World Forum as I need to vent that passes through any medium and for that to happen to you that I read, write what happened to me. MaiquetÃa
When I come from Puerto Fijo flying with Santa Barbara (airline treated me very well and were on time) I'm in the airport and Tatica Apostols were already starting to Puerto Ordaz, I turn to the box office airmail Information wondering if there was a chance to board the flight and I say no (and waiting for the response, there were only 5 minutes to get out and probably would not have fit, but it does not hurt to try), I ask you when is the next flight Pto Ordaz and tells me that at 12:30 (my flight) but was delayed and would-aa 1:30.
The return flight was worse than the thing, had flight from Puerto Ordaz to MaiquetÃa by Aeropostal at 2:55 PM and to the Fixed Pto Santa Barbara at 7:30 PM, I go to the airport with Mr. Henry, who came Argentina and it would take the same flight to Maiquetia-a, we hope there until about 4:30 pm (still no reason for the delay gave us remember that my flight left at 14:55) when it reaches a Aeropostal employee to tell us that the flight was delayed for 6:30 pm, people (including me) begins to bother and harass the guy to give them a reasonable explanation for the delay and the guy just left him to flee to the right, the moment arrives that under other was the supervisor of the line in Puerto Ordaz and that any questions you have, where I take to get me right about my situation, the guy tells me to call the other line (Santa Barbara) and change my flight to the other di- a, where I get confused, is supposed to be their responsibility to do all these formalities, however I look for your online Santa Barbara and when I call out an answering machine telling me that the public attention is until 5 pm on Sundays, I check the clock and marked cellular and 5:07 pm type had left the waiting room so I got to go out and look at the box office line I find and I tell him the time of the other line and the guy says it will do its best to resolve my situation and he did, he asked a guy from another airline (which is no longer remember) when would your next flight to Maiquetia he answered that at 8:00 PM, the "supervisor" told me that he could not do more for me and go through a travel agency from the airport to help me change the flight of another airline. Already at that time was too horny, but not lost control, I went to the locker of the line where he was the Argentine with a English friend who also had an international flight, and we started to form PEO, threatening that we would sue them and telling those who came to buy tickets not to fly that line, a curious fact, airmail box office was the only time that he was monitoring the national guard, after an hour or so of being there came a chama which told him my situation and also said do something to help me, the only difference is that it if he could "do something" after almost another hour of waiting (I sat in a wheelchair who was there and got to rest a bit, I think I fell asleep) at the end left another man saying that the flight of Santa Barbara had changed me for the next day (and missed that gave class-a) and I paid the hotel accommodations and 40,000 dinner that night.
I make a brief digression here to discuss my experience with the hotel I stayed. Mara called the hotel inn is in front of the airport, despite being a 4 star hotel is able to give three kicks at the intercontinental hotel had already discussed, attention was first, access to the halls as rooms only become with the keys to the rooms, making sure that there will not unwanted visitors, the buttons you came into the room and explains the services of the hotel and you have the room, the room where I stayed was spectacular, cable TV, alarm clock, Internet (the bad thing is that cable was could not connect while I was in bed), the bathrooms clean the drain uncovered, the entire roof and something I had not seen before in a hotel a rope from one side to another in the shower, I suppose, is to hang clothing: S
opinion deserves the same food, with 40 BsF they gave me the line I could eat a vegetable cream with Parmesan cheese, chicken with mushrooms, mashed potatoes and a sauce that was not but was too good and a dessert cheese, served the drink when I saw something that it had not seen before-a, the cigarette had a wrapper on top, is a detail that is appreciated.
I go early the next di-to for the flight was at 6:00 in the morning, delivered the key at reception and ask me to offer me a taxi, I tell them no because I would walk (it was only crossing Street and park) take my flight and when I turn came to Caracas to Santa Barbara to immediately check for the next flight. Oh surprise, box office tell me they actually gave me-a flight had been canceled earlier, but had not been-a made any reservation for that day, I very HDP had handled any flight to Santa Barbara: @. In Santa Barbara
tell me that I can put on a waiting list and thanks to God I could get on that flight and I get to my house.
The fact that my airmail flights have been delayed so exaggerated is no coincidence, this is due to a reason, AEROPOSTAL AIRCRAFT ONLY HAS 3 and attached to the high inefficiency in the planning of flights caused by disasters and logistical
mentioned
But why © airmail only three planes, the answer is also simple, ALL THE STAR-HA, unfortunately I have the list hand, but when it get it, will show the chronology of the airline accidents unsure of Venezuela.
I make a brief digression here to discuss my experience with the hotel I stayed. Mara called the hotel inn is in front of the airport, despite being a 4 star hotel is able to give three kicks at the intercontinental hotel had already discussed, attention was first, access to the halls as rooms only become with the keys to the rooms, making sure that there will not unwanted visitors, the buttons you came into the room and explains the services of the hotel and you have the room, the room where I stayed was spectacular, cable TV, alarm clock, Internet (the bad thing is that cable was could not connect while I was in bed), the bathrooms clean the drain uncovered, the entire roof and something I had not seen before in a hotel a rope from one side to another in the shower, I suppose, is to hang clothing: S
opinion deserves the same food, with 40 BsF they gave me the line I could eat a vegetable cream with Parmesan cheese, chicken with mushrooms, mashed potatoes and a sauce that was not but was too good and a dessert cheese, served the drink when I saw something that it had not seen before-a, the cigarette had a wrapper on top, is a detail that is appreciated.
I go early the next di-to for the flight was at 6:00 in the morning, delivered the key at reception and ask me to offer me a taxi, I tell them no because I would walk (it was only crossing Street and park) take my flight and when I turn came to Caracas to Santa Barbara to immediately check for the next flight. Oh surprise, box office tell me they actually gave me-a flight had been canceled earlier, but had not been-a made any reservation for that day, I very HDP had handled any flight to Santa Barbara: @. In Santa Barbara
tell me that I can put on a waiting list and thanks to God I could get on that flight and I get to my house.
The fact that my airmail flights have been delayed so exaggerated is no coincidence, this is due to a reason, AEROPOSTAL AIRCRAFT ONLY HAS 3 and attached to the high inefficiency in the planning of flights caused by disasters and logistical
mentioned
But why © airmail only three planes, the answer is also simple, ALL THE STAR-HA, unfortunately I have the list hand, but when it get it, will show the chronology of the airline accidents unsure of Venezuela.
Sunday, November 25, 2007
How To Build A Big Green Egg Table
VFMCL: Conclusions (and 3)
I have of this global forum? I have left I think are important things that I can consider, above all in the matter of experience and other things that could serve global forum organizers of next year.
There was a great drawing power, were too many people to the forum and all you could see the desire to learn or at least know what was all this free knowledge. I have of this global forum? I have left I think are important things that I can consider, above all in the matter of experience and other things that could serve global forum organizers of next year.
The fact that the workshops and presentations on different days were helped in the sense that did not happen, as usual, the workshops are packed while proposals are empty. I felt that there was insufficient communication between the organizers personally I realized it knowing that my flight was on Sunday and only had room until Saturday, while others went out on Saturday, they had room until Sunday.
The forum was perfect, but the hotel was a pest, I recommend to the organizers of the next global forum to review either the hotel and did not believe when they say it 5 stars is not going to take a star as in Puerto Ordaz . - Merida is known for being a city of culture tourism so I see very unlikely to repeat the treatment as the logistics people had with the speakers and participants at the event.
- last thing I have to say is that a great time, the paper but did not result as expected, the attendees loved it and talks to which I was able to attend were also very good and had excellent reception, the next year played host in Merida and definitely not to be left behind.
Saturday, November 24, 2007
How Doyo Draw A Joker Logo
VFMCL: The Bad (part 2)
Now comes the bad I saw in the Global Forum: 
Hotel, both the service and facilities here do not hold anyone of the organizing committee, because they can not fault this hotel (Hotel Intercontinental Guayana
, do not forget)
showing the danger of staying at this hotel.
Now comes the bad I saw in the Global Forum:
the logistics of attending the public, just the way they were treated was definitely not the best, it seems the fact that the forum was free disenfranchise them treated with dignity, both on the part of the refreshments in the registry, and time to deliver the certificates for the workshops.
The logistics that received the speakers, more or less the same reason of the foregoing, I miss people that he was given his red bag of gifts, the speakers are treated so unkind in many cases. Hotel, both the service and facilities here do not hold anyone of the organizing committee, because they can not fault this hotel (Hotel Intercontinental Guayana , do not forget)
- advertising this hole as a 5 star hotel but it's going, this was not a motel 6 story very expensive: the drain of my shower was clogged, could not bathe for more than 10 minutes because the water was overflowing.
- Updated:
showing the danger of staying at this hotel.
as icing leave a couple of photos taken in the room and Part of the frieze that fell 
Next post: my conclusions global forum
Next post: my conclusions global forum
How To Turn On Cams With Webcam Spy
VFMCL: The Good (part 1 )
Re-opening my blog with new design, let's start with what I thought that was the good of the world forum.
Re-opening my blog with new design, let's start with what I thought that was the good of the world forum. is gathered a lot of capable people in many aspects related to free knowledge willing to give workshops and papers. 
meeting was achieved major groups of users in Venezuela: Glove, Unplug, Gulip, ActivistasXSL, Gulman, and Ubuntu-Ve CLUG among others.
separated dates of the workshops of the papers, which did not go down the number of attendees to either. - is showcased with attention to the speakers in relation to the opening and dinner.
-
Tuesday, September 4, 2007
Moh Exam, Model Papers For Dentist
A small kit-kat
Well holidays are over and back again to work and back again to the contract and the contract will come. When I went on vacation in early August had thought that when I returned in September continue to blog, but the truth is that things have overwhelmed me enough, between the club, systems and anything else you do during the session just I have a little time to devote to the blog, so I'll have no choice but to let a season, and is that with so many things need to discard some continue to focus on what really interests me, which is in the systems.
This month, the blog serves a year old, and is a good month to do a little break.
When I began to imagine that I would extend well ... but it has.
I think it's in a good summary of how it has been this past year, with its joys (and the evolution of the portfolio in recent months of this year) and also some disastrous penalties have helped me to learn my mistakes (such as Visual Chart) and I hope it has served as a lesson for some people.
Nor do I want to extend too much, look forward to working at times on a new page I am creating, and my own space to hang a more complete form below, start with a blogspot blog to hang out okay, but if you feel like hanging files or do something a little more advanced remains limited. Anyway was a great place to go telling my experiences to learn from my mistakes and also to meet interesting people as I have known over the last year and also taught me some very positive things.
For now we make a small Kit-Kat, and at the end of the month will continue to publish results of the systems in Inshala Investment Club and also doing some collaboration clasesdebolsa.com sporadic.
To all the people who have entered interested to read from time to time the thoughts and ideas of this "sorcerer aprediz" thank you very much for it, and we all soon.
SOON
David (Marting)
PS: I take this entry to recommend you all to throw a look at the fourth betting bag invertirol where distributed prizes cash, and fill out the form as explained on its website will be no more than 30 seconds) if it happens that the man who wins it has entered through this site to remember drink Coca-Cola (see also Whisky chupitazo) to my health ;-) Good luck!.
Well holidays are over and back again to work and back again to the contract and the contract will come. When I went on vacation in early August had thought that when I returned in September continue to blog, but the truth is that things have overwhelmed me enough, between the club, systems and anything else you do during the session just I have a little time to devote to the blog, so I'll have no choice but to let a season, and is that with so many things need to discard some continue to focus on what really interests me, which is in the systems.
This month, the blog serves a year old, and is a good month to do a little break.
When I began to imagine that I would extend well ... but it has.
I think it's in a good summary of how it has been this past year, with its joys (and the evolution of the portfolio in recent months of this year) and also some disastrous penalties have helped me to learn my mistakes (such as Visual Chart) and I hope it has served as a lesson for some people.
Nor do I want to extend too much, look forward to working at times on a new page I am creating, and my own space to hang a more complete form below, start with a blogspot blog to hang out okay, but if you feel like hanging files or do something a little more advanced remains limited. Anyway was a great place to go telling my experiences to learn from my mistakes and also to meet interesting people as I have known over the last year and also taught me some very positive things.
For now we make a small Kit-Kat, and at the end of the month will continue to publish results of the systems in Inshala Investment Club and also doing some collaboration clasesdebolsa.com sporadic.
To all the people who have entered interested to read from time to time the thoughts and ideas of this "sorcerer aprediz" thank you very much for it, and we all soon.
SOON
David (Marting)
PS: I take this entry to recommend you all to throw a look at the fourth betting bag invertirol where distributed prizes cash, and fill out the form as explained on its website will be no more than 30 seconds) if it happens that the man who wins it has entered through this site to remember drink Coca-Cola (see also Whisky chupitazo) to my health ;-) Good luck!.
Wednesday, August 8, 2007
Full Standalone Installer Easyshare Software
're going on vacation!
After the disastrous start that had our systems in early August, within two days has managed to make up the coup and placed back in blue numbers, and the lesson we can draw from that is, not be overly optimistic after 10 consecutive positive operations, and do not be pessimistic extremandamente operations after 10 consecutive negative!
As we mentioned earlier this week, at the end of this we were going on vacation, so we took advantage of the strike positive systems have had in recent days and we are again with the batteries recharged to continue making war on September 3
. A
see you then! 
After the disastrous start that had our systems in early August, within two days has managed to make up the coup and placed back in blue numbers, and the lesson we can draw from that is, not be overly optimistic after 10 consecutive positive operations, and do not be pessimistic extremandamente operations after 10 consecutive negative!
As we mentioned earlier this week, at the end of this we were going on vacation, so we took advantage of the strike positive systems have had in recent days and we are again with the batteries recharged to continue making war on September 3
. A
see you then!
Friday, August 3, 2007
Nurse Emigrating To Australia - Can Partner Come
We added a new method to "operating systems"
Excerpted from the website great www.Onda4.com upload a new link section of a PDF that explains how to create systems with a triple crossing of moving averages.
View PDF
take this entry to say that the next paragraph your page you can find information on the theory of Elliott Wave and other mechanical strategy that can be useful, you can also find the method Speculation Turtle translated into Castilian (literal translation). 
Excerpted from the website great www.Onda4.com upload a new link section of a PDF that explains how to create systems with a triple crossing of moving averages.
View PDF
take this entry to say that the next paragraph your page you can find information on the theory of Elliott Wave and other mechanical strategy that can be useful, you can also find the method Speculation Turtle translated into Castilian (literal translation).
Tuesday, July 31, 2007
Digiscoping F-adapter -ebay
4 th consecutive positive week in the portfolio!
With this we do the 4 th consecutive month in which the portfolio end systems with a positive result.
month has been quite complicated, and most of the time the overall result of the systems has been moving slightly between the positive and the negative. by the end recent operations in the Oil and American indices have managed to finish a new month in positive adding + € 2179.75 between all systems.
One of the things I like about the global evolution of the systems is that so far this year have been getting good results with a maximum Drawdown very content.
The truth is that if we had used continuous systems or systems on the market longer estuveran surely we would have obtained better results, however, continuous systems are often much more extensive drawdowns, and the margin requirement to be portfolio also take is much higher.
diversification is working well, particularly this month can be seen as results of the systems on European indices DAX and CAC accumulated losses while systems on American index Russell 2000 and S & P Mid Cap 400 accumulated earnings.
Diversification is helping us to reduce the standard deviation (Drawdown) global, while increased the expectation of benefits.
And now a question can we further improve the ratio Benefit / Drawdown?
course!.
In recent months I have been working on a portfolio to currency futures on Globex I'm sure I will implement if we would have even better results, but friends, as I do not have unlimited resources and I have no castle to sell right now I have no choice but to leave things as they are!
:-) Then upload a graphic that shows the ranking of all systems in the portfolio since January this year to date.
Ranking systems:
Crude The system is spectacular and this month returns to make a new record. The volatility in this market remains very positive and that makes our system that opens and closes positions the same day to take big movements. So far we are providing very positive results showing a very good correlation with other systems, so we let it linger to see if it is for many more months!
The two systems on the ibex are behaving very well this year.The Swing-Trading system that leaves open is more specialized positions on the short side, so this month has had a slightly negative. The intraday system however, is more focused to take advantage of short strokes, and this month has been found in the sauce.
Both systems interpenetrate each other very well covering each of them the weak point that has the other. Both are behaving in a neat and showing strength over the months, and also so let them continue their streak.
systems on DAX and CAC 40 have had a bad behavior. These are the two stones in the shoe that brought me crazy during the month. The reading this might wonder: how is it that has gone wrong if these markets have had a few falls as strong?.
If you look at the list of operations almost every day have made one or another operation trying to get some movement, however, the two systems operate in a given time frame, and we had the misfortune of any falls have been taken in that time slot. Although during the last days I've been working on these systems testing new changes none of them gives me better results than we have implemented, so we let them continue to run anything, and give them a vote of confidence for the coming months.
The Mini Russell and the S & P Mid Cap 400 have had a good month and the two systems have benefited very well falls in the last days. If we look at the blog on 4 April (4 months ago) publish this news to . As the S & P and Russell are moving in a very similar had divided the two contracts that were carrying in Russell's system, leaving only one for this going the other market and the S & P Mid Cap 400. Our goal was to reduce the risk of lead with 2 contracts operate on a single market through diversification, let's see if we have achieved:
Looking at the past 4 months we have:
If we had continued to operate 2 Mini Russell contracts during April, May, June and July would accumulate a loss of € -399.26 .
Having diversified by adding a contract to Mini Russell and a contract to S & P Mid Cap 400 accumulate between the two +911.57 a profit of € during April, May, June and July.
diversification in this case has gone without a hitch, and even helped us to mitigate the bad behavior of Russell Mini system.
Bund The system ends the month with a positive profit of 432 €. On this system I have little to comment because as you will see is a very quiet very few persons transactions per month and needs a lot more data to stabilize the statistics, in the 5 months he has been working lates year loss - € 920, nothing was out of schedule, so we also run without modification.
Overall I am very happy with the overall performance of the portfolio.
If we look at each system independently all have their weak point, but what is interesting in this type of approach is the overall result of the portfolio, rather than the result of any particular system. However I'm still working on improving the overall result day.
That's all for now folks, greetings and good trading.
With this we do the 4 th consecutive month in which the portfolio end systems with a positive result.
month has been quite complicated, and most of the time the overall result of the systems has been moving slightly between the positive and the negative. by the end recent operations in the Oil and American indices have managed to finish a new month in positive adding + € 2179.75 between all systems.
One of the things I like about the global evolution of the systems is that so far this year have been getting good results with a maximum Drawdown very content.
The truth is that if we had used continuous systems or systems on the market longer estuveran surely we would have obtained better results, however, continuous systems are often much more extensive drawdowns, and the margin requirement to be portfolio also take is much higher.
diversification is working well, particularly this month can be seen as results of the systems on European indices DAX and CAC accumulated losses while systems on American index Russell 2000 and S & P Mid Cap 400 accumulated earnings.
Diversification is helping us to reduce the standard deviation (Drawdown) global, while increased the expectation of benefits.
And now a question can we further improve the ratio Benefit / Drawdown?
course!.
In recent months I have been working on a portfolio to currency futures on Globex I'm sure I will implement if we would have even better results, but friends, as I do not have unlimited resources and I have no castle to sell right now I have no choice but to leave things as they are!
:-) Then upload a graphic that shows the ranking of all systems in the portfolio since January this year to date.
Ranking systems:
- System on Crude (QM) System
- Ibex (intraday)
- Ibex System (SwingTrading)
- Dax System
- System on S & P Mid Cap 400
- on CAC 40 System
- on Mini Russell 2000 System.
- Scheme on Bund (FGBL).
Crude The system is spectacular and this month returns to make a new record. The volatility in this market remains very positive and that makes our system that opens and closes positions the same day to take big movements. So far we are providing very positive results showing a very good correlation with other systems, so we let it linger to see if it is for many more months!
The two systems on the ibex are behaving very well this year.The Swing-Trading system that leaves open is more specialized positions on the short side, so this month has had a slightly negative. The intraday system however, is more focused to take advantage of short strokes, and this month has been found in the sauce.
Both systems interpenetrate each other very well covering each of them the weak point that has the other. Both are behaving in a neat and showing strength over the months, and also so let them continue their streak.
systems on DAX and CAC 40 have had a bad behavior. These are the two stones in the shoe that brought me crazy during the month. The reading this might wonder: how is it that has gone wrong if these markets have had a few falls as strong?.
If you look at the list of operations almost every day have made one or another operation trying to get some movement, however, the two systems operate in a given time frame, and we had the misfortune of any falls have been taken in that time slot. Although during the last days I've been working on these systems testing new changes none of them gives me better results than we have implemented, so we let them continue to run anything, and give them a vote of confidence for the coming months.
The Mini Russell and the S & P Mid Cap 400 have had a good month and the two systems have benefited very well falls in the last days. If we look at the blog on 4 April (4 months ago) publish this news to . As the S & P and Russell are moving in a very similar had divided the two contracts that were carrying in Russell's system, leaving only one for this going the other market and the S & P Mid Cap 400. Our goal was to reduce the risk of lead with 2 contracts operate on a single market through diversification, let's see if we have achieved:
Looking at the past 4 months we have:
If we had continued to operate 2 Mini Russell contracts during April, May, June and July would accumulate a loss of € -399.26 .
Having diversified by adding a contract to Mini Russell and a contract to S & P Mid Cap 400 accumulate between the two +911.57 a profit of € during April, May, June and July.
diversification in this case has gone without a hitch, and even helped us to mitigate the bad behavior of Russell Mini system.
Bund The system ends the month with a positive profit of 432 €. On this system I have little to comment because as you will see is a very quiet very few persons transactions per month and needs a lot more data to stabilize the statistics, in the 5 months he has been working lates year loss - € 920, nothing was out of schedule, so we also run without modification.
Overall I am very happy with the overall performance of the portfolio.
If we look at each system independently all have their weak point, but what is interesting in this type of approach is the overall result of the portfolio, rather than the result of any particular system. However I'm still working on improving the overall result day.
That's all for now folks, greetings and good trading.
Dark Skin In The Corner Of My Eye
trading systems that work
In this section we will be gathering information about public methods that really work . If someone wants to bring some method or have any questions about any trading system in particular can leave a message in comments.
I hope you find them useful !.
In this section we will be gathering information about public methods that really work . If someone wants to bring some method or have any questions about any trading system in particular can leave a message in comments.
I hope you find them useful !.
Richard Dennis, the man who made millions of dollars began his teaching techniques to explain their 12 students known as "Turtle."
PDF In explaining exactly all the rules used to enter and exit the market. NO TRICKS
system ruptures classic that works well in markets trend in PDF that all information how to use this method and temporary spaces that can be applied.
Flagship trend follower system. Premise; buy high to sell even more high and sell low to buy even cheaper.
system described by Chuck Le beau , author space www.traderclub.com which explains how to exploit the stochastic + a picture of candlesticks to find Pull - Backs being trend.
Andrés GarcÃa , manager of one of the best places in internet of systematic and Castilian trading presents a breakdown of volatility method based on ATR .
This PDF is from the book Building wining Systems with Tradestation is described by George Pruitt and John Hill. This explains a method based on the breakdown of the bands Bolliger. Trend follower system that works on a wide range of assets, as seen in the article.
PDF from the book Building wini ng Systems with Tradestation I t Hohn Pruitt and George Hill.
Explanation of a method of breaking bands co n dynamic parameter. The document explains how you can set this parameter depending on market volatility.
written in this PDF ww.onda4.com explains a method described by Scot Lowry based on moving averages crossing 3. In the article you can find the specific rules of entry and exit as well as a simulation on the Ibex35 made with Tradestation.
PDF In explaining exactly all the rules used to enter and exit the market. NO TRICKS
system ruptures classic that works well in markets trend in PDF that all information how to use this method and temporary spaces that can be applied.
Flagship trend follower system. Premise; buy high to sell even more high and sell low to buy even cheaper.
system described by Chuck Le beau , author space www.traderclub.com which explains how to exploit the stochastic + a picture of candlesticks to find Pull - Backs being trend.
Andrés GarcÃa , manager of one of the best places in internet of systematic and Castilian trading presents a breakdown of volatility method based on ATR .
This PDF is from the book Building wining Systems with Tradestation is described by George Pruitt and John Hill. This explains a method based on the breakdown of the bands Bolliger. Trend follower system that works on a wide range of assets, as seen in the article.
PDF from the book Building wini ng Systems with Tradestation I t Hohn Pruitt and George Hill.
Explanation of a method of breaking bands co n dynamic parameter. The document explains how you can set this parameter depending on market volatility.
written in this PDF ww.onda4.com explains a method described by Scot Lowry based on moving averages crossing 3. In the article you can find the specific rules of entry and exit as well as a simulation on the Ibex35 made with Tradestation.
I Wore My Wife's Girdle
We add new section to blog, Day-Trading Systems, Swing-trading and Long-term. Digg's New invertirol
We have a new section on the blog called "Systems operating " from which you can we click access on the link on the right.
In this space I will go up all the proven methods that work in the public domain.
not to extend too with each of the methods (as I am I would very much time) write a short introduction to each and go up the link or PDF described by the author.
hope you find it useful!.
If anyone knows any system "public" that is not on the list and wants to share you can send an email to dav_hurry@hotmail.com explaining what is to add.
Regards and good trading! 
We have a new section on the blog called "Systems operating " from which you can we click access on the link on the right. In this space I will go up all the proven methods that work in the public domain.
not to extend too with each of the methods (as I am I would very much time) write a short introduction to each and go up the link or PDF described by the author.
hope you find it useful!.
If anyone knows any system "public" that is not on the list and wants to share you can send an email to dav_hurry@hotmail.com explaining what is to add.
Regards and good trading!
Monday, July 30, 2007
Kates Playgroung Blog
"MinvertirOL" New Blog
Invertirol continues to grow and this time it does launch its own menéame called " Minvertirol " .
This is a new project in which we participate every reader of the portal by posting news on various topics that encompass the investment world. It is involved in a space where you can share and find information from different partners in a centralized way. The following
link can see the news that they have posted on his blog about the project.
From here we wish them well as sistemasdetrading our best wishes with your new section!
Invertirol continues to grow and this time it does launch its own menéame called " Minvertirol " .
This is a new project in which we participate every reader of the portal by posting news on various topics that encompass the investment world. It is involved in a space where you can share and find information from different partners in a centralized way. The following
link can see the news that they have posted on his blog about the project.
From here we wish them well as sistemasdetrading our best wishes with your new section!
Marily Sakova Hardcore
Financial Network Interview
Fianncial Red , the network of blogs in English regarding launching a new space focused Trading Systems promises to be at least interesting. So now you can find some items initialization for those who want to go deep into the exciting and challenging world of mechanical systems.
From here, my best wishes!. 
Fianncial Red , the network of blogs in English regarding launching a new space focused Trading Systems promises to be at least interesting. So now you can find some items initialization for those who want to go deep into the exciting and challenging world of mechanical systems.
From here, my best wishes!.
Monday, July 16, 2007
Full Boobs Boobs Pitcher
Invertirol. Features
To clarify a bit more all the aspects and features of the Club Joaquim Castells has made me a little interview for their blog invertirol.com , here I'm uploading this in case you want to take a look.
particular link in this blog is . 1.For
To clarify a bit more all the aspects and features of the Club Joaquim Castells has made me a little interview for their blog invertirol.com , here I'm uploading this in case you want to take a look.
particular link in this blog is . 1.For
start, could expose an introduction about you? What is your profession, education, age, hometown, his beginnings in the world of the bag ...
My name is David Magpie, I have 28 years and was born in Gijón (Asturias).
4 years ago I quit my job to devote only and exclusively to the difficult world of the bag. Since then my work has focused primarily on research and trading in futures markets.
My history goes back to 2001, at that time I had finished my studies in electronics and worked for a company in the sector. At the same time my family had bought more shares of India from which he spoke often, little by little I became interested in the subject and began to study and investigate on my own. At first used 1 or 2 hours a day while returning from work, but within a few years I was combining 2 hardworking and dedicated to the bag about 4 or 5 hours a day. Finally I decided to quit my job to devote only electronic business.
During this period I also had time to study an e-master of financial markets with the Universidad Complutense de Madrid through the Internet.
2. How is a day either on the agenda of David Magpie? Do you have to meet many commitments? Could you describe a little as a day of work for you?
The truth is that virtually none commitments since most of the time I dedicate to negotiate.
I get up at 8:30 and get ready to start work at 9:00.
A normal day could be divided into three parts or three rounds of operations:
The first would be from 9:30 until 13:00, usually on European indices and the German Bund, the mornings are usually pretty quiet and do not usually have too many simultaneous operations.
From 13:00 until 16:00 just usually do any transaction, often I take this time to recharge the batteries and take strong round two.
At 16:00 begins the second round in the European indices which lasts until 18:00 or so, at this time the markets are more volatile and it is not uncommon for the best day's operations in Europe are given in this schedule . From
19:00 to 22:00 I have the latest series of business on American products, commodities and indexes, there are times when I have enough time in the simultaneous open positions so many times is often the defining moment of the day. At 22:00
make calculations and if the day has been good perfect! but ... no problem, tomorrow at 9:00 am again the fight continues.
3.How was the idea of \u200b\u200bcreating an investment club?
The club was created by President George Boast is www.clasesdebolsa.com administrator.
When we met George and the Club had up and was looking for some alternative way of managing a club of the capital through trading systems, this was just what I could contribute and also was exactly what I was planning to do on my own, so we quickly realized that could make a good team.
4. Could explain a bit like the club official? Who would be the president, treasurer, secretary, partners ...
So far we are 8 members telling me. In the coming weeks is expected that I go to join the board as secretary to the Steering Committee is composed as follows: PRESIDENT
Jorge Pardo
Boast TREASURER: Javier Palacios Lopez
SECRETARY: David Urraca Ordiz.
5. Each member how much you could? Every 15 days each month, a year?
In principle, the investment in the club resembles a mutual fund. Ideally, the investment is made in the long term. To collect the money should make a disinvestment in the club and would be charged according to net asset value to reach the club in the month in which divestment is sought.
6. They invest the money of the members and his own? Stocks, bonds, warrants, futures ... And what kind of operation carried out?.
The club will be operating through trading systems applied to futures markets, encompassing indices, commodities and foreign currency bonds. Our goal is to negotiate with a broadly diversified portfolio that allows us to choose to obtain returns whether markets rise as fall. All systems should be designed to negotiate in the short term and are of two types: Day trading and swing trading. The following link
can find more detailed information about the club's operating systems.
7. That members receive information and how often? Can follow the daily operations done?
made daily operations would be a hard job difficult. The club publishes a monthly report which will report the net asset value of the shares and the evolution of each of the systems in a detailed way. Specifically this will be done during the first five days of each month and day of each publication will be announced to all community members.
8. As will ensure that all partners sign the authorization and registration of the investment club? We will email or find them all?
will be by email or regular mail. However it is an Assembly shall convene at least annually, in also discuss and approve the relevant issues concerning the club, we will have the opportunity to all community members to meet and chat about the market situation and developments in the club.
9. Now I ask you about the market and what is your view, how is the current market situation? How do you see the technical side of the main stock indexes in the world?
understand that there are people who may feel disappointed with my answer, so I'll apologize in advance.
One of the things I never usually do is try to predict the market, since I assume that this is totally unpredictable, so it take me this business as a unique set of probabilities. In this case I can only say that if the market is going down I'll want to be short and if you are climbing effort will be long.
11. Want to add something else?
I'll take this little space to show my gratitude to other members and Jorge Boast for giving me the opportunity to implement my systems, all of them THANKS.
12 What do you think about our blog www.invertirol.com?
I sincerely believe that their managers are doing an excellent job of gathering information, to innovate and offer a very comprehensive which may find very interesting articles and information updated constantly. For me it has become one of the main sites I visit daily.
Many thanks to David Urraca. We are currently preparing the interview with Jorge Boast and are hoping that Jose Luis Cava we answer a pending interview.
Saturday, July 14, 2007
Best Place To Get A Wax
investment club.
For more information about Club Inshala here climb the features and legal aspects taken directly from www.clasesdebolsa.com.
new partners: September 2007
NAV Calculation: September 1, 2007. CONTACT
For more information about Club Inshala here climb the features and legal aspects taken directly from www.clasesdebolsa.com.
INSHALA Investment Club
This section is tailored primarily to community members Inshala investment club.
LEGAL CLUB
An investment club is a civil society (a figure similar to a partnership) adapting to the provisions of the Civil Code (Articles 1665 to 1708) on Real Communities and Code of Commerce (Articles 392 to 906) where it regulates. It consists of a group of individuals who freely choose to join together to invest capital in bag with a primarily educational purpose. The investment club owners are, therefore, the commoners own the club.
Investment Club was formed legally Inshala day of February 16, 2007 and is governed by statutes approved by its constituent members. The club earned a CIF on 23 February 2007 and is organized by the Assembly of Members and Management Committee. The Steering Committee currently consists of:
PRESIDENT: Jorge Pardo Boast
TREASURER: Javier Palacios Lopez
SECRETARY: Alberto Pardo Boast
The President is the representative of the Club and manager to give orders in the market.
The Treasurer shall keep accounts of the Investment Club and economic issues receiving membership dues and informing, at intervals determined by the Assembly and in any case every month, about the evolution of the Investment Club and investment.
The Secretary shall organize social gatherings and keep such records relating to them in the corresponding minutes book, will sign with the President. Also you can sign in place of the President, the orders for securities investment operations, maintaining a file of them.
In the coming weeks will be input as a new club secretary David Magpie, a specialist in setting up and monitoring mechanical trading systems, replacing Alberto Boast.
David Boast Urraca and Jorge will be responsible for giving orders in the market and to make resource allocation and currency management club.
To admit new members to the Club is necessary to expand the social capital having to pay each new member the corresponding 1% of capital to enter the club to pay the stamp duty tax required by the Community of Madrid.
The club will publish its net asset value once a month, especially during the first five days of each month. The day of each publication will be announced to all community members.
For new entries to the club, the minimum payout is 3000 euros and will be made on behalf of the partner in mind that the investment club has in the Caja Madrid. Buy as many shares as is obtained by dividing the amount of money provided from the net asset value of the shares. It is imperative that the capital requirement of the new community member is fully credited to the account before the last day of the month preceding the entry is requested.
OPERATING INVESTMENT CLUB
The club began operations on February 26, 2007. Because of the advantages
involved negotiating with mechanical trading systems, the club has redesigned its entire operation and start operating from September with a portfolio of mechanical systems built on different assets.
A trading system is a set of objective rules which together generate unified buy-sell signals. The main objective of mechanical systems is to exploit market inefficiencies to earn profits. To achieve this, quantitative methods are used in the past have proven to have a positive mathematical expectation and give us the necessary advantage over other operators.
All systems will implement in the club on futures markets, encompassing indices, commodities, bonds and currencies, and be designed to try to take advantage of both rising and falling movements of the different markets.
The portfolio will consist of two types of systems:
- systems that leave no open positions at night (Day Trading)
- operations systems that can leave open at night (Swing-Trading)
Most systems are set to Day trading, which means they will close all positions at end of day. This kind of strategies apply them to volatile markets, which have an intra-day range sufficiently broad as to which may be used by the system.
A small part of the systems are set to swing trading. Such methods seek to exploit market movements even if it means leaving open positions to day. Apply these strategies to less volatile markets that require more time and space to generate revenue. Both
Day trading systems such as Swing trading as a safety have a fixed stop loss based on Euros.
The main advantage of working with a portfolio of systems is the significant improvement ratio risk / return , which in turn leads to curve smoothing results. This occurs because the effect combination of three different diversifications that are
- About
- different assets (bonds, currencies, indices and commodities)
- on different time frames (or systems Day trading Swing trading on different time scales)
- on different methods (baseline-versus-baseline)
The plan of the club:
Although in principle we would like to begin operations with a broadly diversified portfolio will depend on the size of the funds of the club, we have developed an orientation plan covering different types of strategies depending on the capital available:
Between 60,000 € and 80,000 € will negotiate a single contract of markets with moderate leverage, the systems would be:
Scheme on the future of the CAC 40 (Day -trading) 1 Contract
System on the future S & P Mid Cap 400 (Day-trading) 1 Contract
System on the Future of the Bund German (Swing-trading) 1 Contract
System on the Future of mini Oil (Day-Trading) 1
contract system on the Future of e-mini Russell 2000 (Day-Trading) 1 Contract
between 160,000 € and 190,000 € will negotiate with a contract on ecualizarÃamos leveraged markets on small nominal systems for the portfolio is not unbalanced.
Scheme on the future of the DAX (Day-trading) 1 Contract
System on the future of India (Day-trading) 1 Contract
System on the future S & P Mid Cap 400 (Day-trading) 2 Contract
System on the German Bund Futures (Swing-trading) 2
System Contract for the future of the CAC 40 (Day-trading) 1
System Contract on the Future of Oil mini (Day-Trading) 3
System Contract on the Future of e- mini Russell 2000 (Day-Trading) 2
Contract From € 190,000 will negotiate with all the systems available in the club, (9) including 2 new systems that leave positions open at night on the future of India and the future of the pound sterling.
Scheme on the future of the DAX (Day-trading) 1 Contract
System on the future of India (Day-trading) 1 Contract
System on the future S & P Mid Cap 400 (Day-trading) 2 Contract
System on the German Bund Futures (Swing-trading) 2
System Contract for the future of the CAC 40 (Day-trading) 1
System Contract on the Future of Oil mini (Day-Trading) 3
Agreement on the Future System e-mini Russell 2000 (Day-Trading) 2
System Contract for the future of India (Swing-trading) 1
System Contract for the future of the pound sterling (Swing-trading) 1 Contract
In all three cases, the plan has been calculated under the philosophy of the club to maintain a moderate risk.
addition, our intention is to continue developing new systems once tested can keep adding to the portfolio of the club.
Finally, besides our main operating through mechanical trading systems may use a small part of the social capital of the club to make discretionary operations.
NEXT ASSET VALUE CALCULATION OF THE CLUB AND NEXT ENTRY OF NEW MEMBERS. Tickets
new partners: September 2007
NAV Calculation: September 1, 2007. CONTACT
For more information on legal and administrative aspects of the Club, please contact us by e-mail (servicios@clasesdebolsa.com) or telephone (690,369,660)
Friday, July 6, 2007
What's The Best Overall Baja Mini Bike
The importance of the contract price
E ste is one of the most important when attempting to develop a profitable system.
The contract price has to be appropriate in relation to the minimum tick for commissions and slippage costs do not end up with positive expectations of the system.
Especially in commodity markets where fluctuations in% were acute, it is normal that the contract price happens to be favorable to unfavorable for the system in a matter of time
To display a button :
Figure 1: Continuous Future Gold Mini 2002-2007
This is the evolution of the Gold Mini contract since the end of 2002 to the current date.
This future has risen by 110% during this period, but let's look at what has taken this carefully.
The minimum fluctuation of the future was and is 0.1 points, or $ 10 per contract.
In late 2002 the future trading at 300 points, implying that to have a minimum variation of 0.1% points, you should swing a 0.033%.
current date in the future is trading at 650 points, which means that to have a minimum change of 0.1 points %, Should swing a 0.015%.
Ultimately we would need far less than half of the same trip in% necessary in late 2002 to make the same money with the same contract.
In the following case I upload an example of an actual system Back-Test:
Figure 2 shows the evolution of Future top of Ibex from the January 14, 1993 to July 18 2001 and below the evolution of one of my systems on the market for the same date.
The mean for business is 0.1% and expenses between committees and landslides are 5 points. Knowing this, the question is; What is the minimum level at which you must quote the Ibex for the system to cover costs taking into account this average per transaction?
To calculate the Break Even; (5 * 100) / 0.1% = 5,000 points .
According to these data, with an average per trade of 0.1% and spending 5 points would be impossible to generate profits below 5,000 points.
Looking at the graph we see that the system was fully immersed in Drawdown from the beginning of the period until early 1997. From the moment the system started to generate profits in an "acceptably stable."
Figure 2: Back-Test IBEX system
1993-2001
This happened just as the future of India began rise above the 5,000 points, which was and is to this system our minimum level to generate profits.
As a general rule the further you are the price of its minimum required level system will have better prospects, this is because the fraction of the movement in% holding cost is reduced as the price goes up scale.
That's all for now.
Regards and good trading.
Marting. 
E ste is one of the most important when attempting to develop a profitable system.
The contract price has to be appropriate in relation to the minimum tick for commissions and slippage costs do not end up with positive expectations of the system.
Especially in commodity markets where fluctuations in% were acute, it is normal that the contract price happens to be favorable to unfavorable for the system in a matter of time
To display a button :
Figure 1: Continuous Future Gold Mini 2002-2007
This is the evolution of the Gold Mini contract since the end of 2002 to the current date.
This future has risen by 110% during this period, but let's look at what has taken this carefully.
The minimum fluctuation of the future was and is 0.1 points, or $ 10 per contract.
In late 2002 the future trading at 300 points, implying that to have a minimum variation of 0.1% points, you should swing a 0.033%.
current date in the future is trading at 650 points, which means that to have a minimum change of 0.1 points %, Should swing a 0.015%.
Ultimately we would need far less than half of the same trip in% necessary in late 2002 to make the same money with the same contract.
In the following case I upload an example of an actual system Back-Test:
Figure 2 shows the evolution of Future top of Ibex from the January 14, 1993 to July 18 2001 and below the evolution of one of my systems on the market for the same date.
The mean for business is 0.1% and expenses between committees and landslides are 5 points. Knowing this, the question is; What is the minimum level at which you must quote the Ibex for the system to cover costs taking into account this average per transaction?
To calculate the Break Even; (5 * 100) / 0.1% = 5,000 points .
According to these data, with an average per trade of 0.1% and spending 5 points would be impossible to generate profits below 5,000 points.
Looking at the graph we see that the system was fully immersed in Drawdown from the beginning of the period until early 1997. From the moment the system started to generate profits in an "acceptably stable."
Figure 2: Back-Test IBEX system
1993-2001
This happened just as the future of India began rise above the 5,000 points, which was and is to this system our minimum level to generate profits.
As a general rule the further you are the price of its minimum required level system will have better prospects, this is because the fraction of the movement in% holding cost is reduced as the price goes up scale.
That's all for now.
Regards and good trading.
Marting.
Monday, July 2, 2007
White Boobs Black Nipple
I am pleased to announce that I'm embarking on a new project that am thrilled, this is part of a INVESTMENT CLUB which will have the opportunity to implement my systems trading.
After many conversations with George Boast, chairman of Inshala Investment Club and director of portal www.clasesdebolsa.com have agreed to form Partly as a member of the Board of the club held the post of Secretary.
addition to this position, he will gain share as the rest of the members and would entail me directly with all club activities. But
is no setback and everything progresses as planned we will begin the journey in September 2007. Doors Inshala investment club is now open to new partners. The minimum capital to pay is 3,000 € and participation will start with a value very close to 1,000 €.
I find it very difficult to project on possible returns we could get in the club, as this will depend greatly and including the initial capital available for implement different strategies. Broadly speaking, I say as guidance find acceptably satisfied by obtaining a average return of 15% -20% annually, we will remember that as an alternative investment management our goal is to achieve positive returns every year regardless of market direction.
Most strategies to implement in the home are of a Day-trading, and we will try to diversify as complete as possible uncorrelated assets from different sectors, such as indexes, bonds, currencies and commodities. This diversification again depend on the size of available funds.
tell you that if anyone is interested in obtaining information can contact me through this e-mail or calling the telephone number listed in the signature.
Finally I want to thank the president of the club for giving me this opportunity and other partners to share this new experience.
THANKS to you all!.
David Urraca.
dav_hurry@hotmail.com
(34) -966-811-700
Thursday, June 21, 2007
Satellite Phased Array
INVESTMENT CLUB A word about the publication of results. We release
first thing I would say about this difficult task is that I hate having to publish the results in the blog , and is something I do not like to do or where systems are performing well or even when you're doing wrong.
one hand when you are doing fine there have been people who have come to wonder if I publish the results to raise my ego, I can assure you I could do any less for this reason, because if we go to the other end is very difficult for me to have to show the results when the systems are the doldrums in the middle of Drawdown. Not a good feeling to know that there are people watching what you're doing it wrong then, but ... So this game is going to do!
The upside of publishing the results is that I'm taking some account of the odd friend and this helps us to be well informed as will each of them.
Greetings to all and good luck in trading.
Thanks!
Marting.
first thing I would say about this difficult task is that I hate having to publish the results in the blog , and is something I do not like to do or where systems are performing well or even when you're doing wrong.
one hand when you are doing fine there have been people who have come to wonder if I publish the results to raise my ego, I can assure you I could do any less for this reason, because if we go to the other end is very difficult for me to have to show the results when the systems are the doldrums in the middle of Drawdown. Not a good feeling to know that there are people watching what you're doing it wrong then, but ... So this game is going to do!
The upside of publishing the results is that I'm taking some account of the odd friend and this helps us to be well informed as will each of them.
Greetings to all and good luck in trading.
Thanks!
Marting.
Sunday, May 27, 2007
Funeral Jobs In Japan
and NinjaTrader Tradestation platform! Capital
Finally!, After several weeks without lifting head of the code, migrating and testing systems on Monday I started to work with Tradestation.
'm feeding it with the IB data feed through Owndata and release orders in the TWS I am using the super interface of NinjaTrader.
The Tradestation is an impressive platform, it seems that every last detail has shined. The Easy Language is relatively easy and fast, most of the functions are abbreviated and this makes the program a system does not require many lines of code in other languages \u200b\u200bsuch as Visual Basic or AFL. Apart
this, in the default program are many strategies that can serve to give us ideas on how to improve systems, different trailings stops, entrances, exits, etc.
statistics are complete systems and everything is perfectly detailed, ultimately ... Now I can see that we're playing in first division! .
The NinjaTrader software is a simply spectacular, I came on the recommendation of a friend (thanks James) to use its interface between TWS and Tradestation, and that's how I'm using now, but I'm giving use can assume only 5% of all the tools you have. It is a complete platform for developing and implementing automated systems.
Among the many functions have:
is an innovative platform that I'm sure will be talking about in the coming years, the team notes that more work in the software content in the presentation itself (although is also is good) and that is something that gives me confidence.
And now the big question what platform or use NinjaTrader Tradestation?
In my time I have not yet drawn a definitive answer, but I've noticed a few details.
The tradestation software is a much lighter, consumes less resources and frequency of plotting is a bit faster than that of NinjaTrader. The latter seems to be a little heavier and it takes longer to load, is slow to load the workspaces and charting the frequency is slower.
For now I can not make an objective assessment as to which of the software is better, what is clear is that both platforms are impressive. And possibly in the coming months I will do is to develop systems in the NinjaTrader (since the Walk Forward Optimization method saves a lot of work) and deploy them to the Tradestation because it is something less heavy.
That's all for now folks, a greeting and good weekend.
Marting.
Finally!, After several weeks without lifting head of the code, migrating and testing systems on Monday I started to work with Tradestation.
'm feeding it with the IB data feed through Owndata and release orders in the TWS I am using the super interface of NinjaTrader.
The Tradestation is an impressive platform, it seems that every last detail has shined. The Easy Language is relatively easy and fast, most of the functions are abbreviated and this makes the program a system does not require many lines of code in other languages \u200b\u200bsuch as Visual Basic or AFL. Apart
this, in the default program are many strategies that can serve to give us ideas on how to improve systems, different trailings stops, entrances, exits, etc.
statistics are complete systems and everything is perfectly detailed, ultimately ... Now I can see that we're playing in first division! .
The NinjaTrader software is a simply spectacular, I came on the recommendation of a friend (thanks James) to use its interface between TWS and Tradestation, and that's how I'm using now, but I'm giving use can assume only 5% of all the tools you have. It is a complete platform for developing and implementing automated systems.
Among the many functions have:
- Language Ninjascript for the development of indicators and strategies.
- Interface to automate systems from Tradestation and eSignal.
- strategies Optimizer (normal variables).
- Optimizacior strategies through Walk Forward method .
- Automation in NinjaTrader strategies designed in 12 different brokers.
- FA supports both bills as NinjaTrader Tradestation.
- Statistics very comprehensive systems (drawdowns, net profit, MAE, MFE etc.).
is an innovative platform that I'm sure will be talking about in the coming years, the team notes that more work in the software content in the presentation itself (although is also is good) and that is something that gives me confidence.
And now the big question what platform or use NinjaTrader Tradestation?
In my time I have not yet drawn a definitive answer, but I've noticed a few details.
The tradestation software is a much lighter, consumes less resources and frequency of plotting is a bit faster than that of NinjaTrader. The latter seems to be a little heavier and it takes longer to load, is slow to load the workspaces and charting the frequency is slower.
For now I can not make an objective assessment as to which of the software is better, what is clear is that both platforms are impressive. And possibly in the coming months I will do is to develop systems in the NinjaTrader (since the Walk Forward Optimization method saves a lot of work) and deploy them to the Tradestation because it is something less heavy.
That's all for now folks, a greeting and good weekend.
Marting.
Monday, May 14, 2007
Difference Between Graduated And Inverted Bob
initial risks and drawdowns.
I wanted to write this article for some time, but in recent weeks with this "monkey business" platforms I just had some time to devote to anything but not this. The
issue of how to determine the initial capital to launch a system or set of systems is something on the one hand many brokers or companies that provide management services to customers recommended minimum capital in most cases is extremely low, there are even companies that appear to compete with each other to see who gets to offer their customers more for less money systems. Actually and unfortunately, some of these companies are more interested in the customers' money to generate commissions be monetized, and this is the root of most problems are caused by mismanagement in monetary management.
On the other side after searching and searching information in books and implementation of systems have not found any concrete way of determining the capital that is clear and convincing. In most cases the typical formula for calculating it is explained:
Initial Capital = Maximum Drawdown * (2 or 3) + guarantees
The main problem with this formula is the risk involved .
If we had a real operational Drawdown that will provide 2 times the maximum calculated Drawdown Back-testing this would nothing more and nothing less than a total loss of 50%! ( in the event that guarantees maximum is equal to Drawdown)
may well think that this situation is very difficult for you want, but you just have to shop around the net to see that there are dozens of systems qu and have multiplied X 2 and X 3 peak Drawdown in recent years.
If we operate with a set of systems the chances of this happening are increased even more, because systems, like that markets can go from having a negative correlation to positive quickly and that do two drawdowns that occurred at different points in simulation are given at the same moment in a situation real.
For these reasons I do not like this way of calculating the initial capital, so after giving a lot around the issue have come to a conclusion much more conservative calculation, that is:
Calculate what Drawdown will be the future, this will be the maximum Drawdown thrown in back-testing multiplied by 3, and this information must account for 25% of initial capital for just one example:
If I have a set of systems with a maximum Backtesting drawdown of € 5,000 in then: DD
future = 15,000 €
Initial Capital = 15,000 / 25% = 60,000 €.
In this way we ensure that even in an extreme case where we have a real Drawdown 3 times higher than in back-testing, it will not be a loss of more than 25% of the total capital and this would be an 8, 33% in back-testing.
In the case of decreasing the risk even further could reduce the% Max Drawdown will mean the future, the less risk as ever greater capital in icial and vice versa.
Finally I uploaded a screenshot that represents the different initial capital as a function of different percentages assumptions Drawdown for a maximum of 15,000 €
That's all for now, if anyone has come up here and have not fallen asleep or is drooling keyboard thank you very much! and over if you want to leave a message with your opinion a lot better still.
A greeting and good weekend!
I wanted to write this article for some time, but in recent weeks with this "monkey business" platforms I just had some time to devote to anything but not this. The
issue of how to determine the initial capital to launch a system or set of systems is something on the one hand many brokers or companies that provide management services to customers recommended minimum capital in most cases is extremely low, there are even companies that appear to compete with each other to see who gets to offer their customers more for less money systems. Actually and unfortunately, some of these companies are more interested in the customers' money to generate commissions be monetized, and this is the root of most problems are caused by mismanagement in monetary management.
On the other side after searching and searching information in books and implementation of systems have not found any concrete way of determining the capital that is clear and convincing. In most cases the typical formula for calculating it is explained:
Initial Capital = Maximum Drawdown * (2 or 3) + guarantees
The main problem with this formula is the risk involved .
If we had a real operational Drawdown that will provide 2 times the maximum calculated Drawdown Back-testing this would nothing more and nothing less than a total loss of 50%! ( in the event that guarantees maximum is equal to Drawdown)
may well think that this situation is very difficult for you want, but you just have to shop around the net to see that there are dozens of systems qu and have multiplied X 2 and X 3 peak Drawdown in recent years.
If we operate with a set of systems the chances of this happening are increased even more, because systems, like that markets can go from having a negative correlation to positive quickly and that do two drawdowns that occurred at different points in simulation are given at the same moment in a situation real.
For these reasons I do not like this way of calculating the initial capital, so after giving a lot around the issue have come to a conclusion much more conservative calculation, that is:
Calculate what Drawdown will be the future, this will be the maximum Drawdown thrown in back-testing multiplied by 3, and this information must account for 25% of initial capital for just one example:
If I have a set of systems with a maximum Backtesting drawdown of € 5,000 in then: DD
future = 15,000 €
Initial Capital = 15,000 / 25% = 60,000 €.
In this way we ensure that even in an extreme case where we have a real Drawdown 3 times higher than in back-testing, it will not be a loss of more than 25% of the total capital and this would be an 8, 33% in back-testing.
In the case of decreasing the risk even further could reduce the% Max Drawdown will mean the future, the less risk as ever greater capital in icial and vice versa.
Finally I uploaded a screenshot that represents the different initial capital as a function of different percentages assumptions Drawdown for a maximum of 15,000 €
That's all for now, if anyone has come up here and have not fallen asleep or is drooling keyboard thank you very much! and over if you want to leave a message with your opinion a lot better still.
A greeting and good weekend!
Tuesday, May 1, 2007
How Can You Gift Property To A Family Member
Comparison system closures AmiBroker
This system Buy 2 contracts when today's close is greater than yesterday's close. If given the opposite condition sold 2 contracts.
has 3 buttons that are configured Start Trading, Trading and Close End Open positions.
Copy and paste in the Formula Editor window
StaticVarGet Autotrading = ("Autotrading");
if (IsNull (Autotrading)) StaticVarSet (Autotrading ", 0);
ATonTrigger = ParamTrigger (" Start Trading Machine "," START ") ;
ParamTrigger AToffTrigger = ("Weekend Trading Machine", "STOP");
if (ATonTrigger) StaticVarSet (Autotrading ", 1);
else if (AToffTrigger) StaticVarSet (Autotrading", 0);
Autotrading = StaticVarGet ("Autotrading");
/ / terms of purchase
Buy = Ref (C, -1)> Ref (C, -2) AND (Autotrading)
if (LastValue (Buy)) {
Avulsion
GetTradingInterface ibc = ("IB");
/ / check that
ok if (ibc.IsConnected ()) {
/ / comrobamos no
positions if (ibc.GetPositionSize (Name ()) {< 0 )
/ / / / retrieve orderID from previous run, will be empty if no order WAS Placed Before StaticVarGetText
OrderID = ("OrderID" + Name ());
/ / launched a market order and transmit
ibc.ModifyOrder OrderID = ( OrderID, Name (), "Buy", 2, "MKT", 0, 0, "Day", True);
StaticVarSetText ("OrderID" + Name (), OrderID);
}}
} / / terms of sale
Sell = Ref (C, -1) < Ref( C, -2 ) AND (AutoTrading);
if (LastValue (Sell)) {
Avulsion GetTradingInterface
ibc = ("IB");
/ / check if this ok
(ibc.IsConnected ()) {
/ / Check that there is an open position
if (ibc.GetPositionSize (Name ())> 0)
{/ / / / retrieve orderID from previous run, will be empty if no order WAS Placed Before StaticVarGetText
OrderID = ("OrderID" + Name ());
/ / launched a market order and transmit
OrderID = ibc.ModifyOrder (OrderID, Name (), "Sell", 2, "MKT", 0, 0, "Day", True);
StaticVarSetText ("OrderID" + Name (), OrderID);
}}}
CerrarTodo = ParamTrigger ("Close all positions "," CLOSE ALL ");
if (CerrarTodo AND autotrading) {
ibc.CloseAllOpenPositions ();
StaticVarSetText (" OrderID}
",""); / / Draw arrows
Plot (Close, "Close", 1, 128);
PlotShapes (IIf (Buy, shapeUpArrow, shapeNone) 5.0, L, -20);
PlotShapes (IIf (Sell, shapeDownArrow, shapeNone), 4.0, H, - 20);
/ / notice if trading is active or not
Title = "\\ n" +
"MODE OF TRADING:" + WriteIf (Autotrading, "ON", "OFF");
IMPORTANT: To make the system work the first order is to launch at market manually.
This system had run for an hour without any problem, this is the capture of all orders made:
Once the system is working to stop and cancel the press position Right-click on the graphic that is inserted the system (in this case below) go to Settings / Cancel All positions.
This system Buy 2 contracts when today's close is greater than yesterday's close. If given the opposite condition sold 2 contracts.
has 3 buttons that are configured Start Trading, Trading and Close End Open positions.
Copy and paste in the Formula Editor window
StaticVarGet Autotrading = ("Autotrading");
if (IsNull (Autotrading)) StaticVarSet (Autotrading ", 0);
ATonTrigger = ParamTrigger (" Start Trading Machine "," START ") ;
ParamTrigger AToffTrigger = ("Weekend Trading Machine", "STOP");
if (ATonTrigger) StaticVarSet (Autotrading ", 1);
else if (AToffTrigger) StaticVarSet (Autotrading", 0);
Autotrading = StaticVarGet ("Autotrading");
/ / terms of purchase
Buy = Ref (C, -1)> Ref (C, -2) AND (Autotrading)
if (LastValue (Buy)) {
Avulsion
GetTradingInterface ibc = ("IB");
/ / check that
ok if (ibc.IsConnected ()) {
/ / comrobamos no
positions if (ibc.GetPositionSize (Name ()) {< 0 )
/ / / / retrieve orderID from previous run, will be empty if no order WAS Placed Before StaticVarGetText
OrderID = ("OrderID" + Name ());
/ / launched a market order and transmit
ibc.ModifyOrder OrderID = ( OrderID, Name (), "Buy", 2, "MKT", 0, 0, "Day", True);
StaticVarSetText ("OrderID" + Name (), OrderID);
}}
} / / terms of sale
Sell = Ref (C, -1) < Ref( C, -2 ) AND (AutoTrading);
if (LastValue (Sell)) {
Avulsion GetTradingInterface
ibc = ("IB");
/ / check if this ok
(ibc.IsConnected ()) {
/ / Check that there is an open position
if (ibc.GetPositionSize (Name ())> 0)
{/ / / / retrieve orderID from previous run, will be empty if no order WAS Placed Before StaticVarGetText
OrderID = ("OrderID" + Name ());
/ / launched a market order and transmit
OrderID = ibc.ModifyOrder (OrderID, Name (), "Sell", 2, "MKT", 0, 0, "Day", True);
StaticVarSetText ("OrderID" + Name (), OrderID);
}}}
CerrarTodo = ParamTrigger ("Close all positions "," CLOSE ALL ");
if (CerrarTodo AND autotrading) {
ibc.CloseAllOpenPositions ();
StaticVarSetText (" OrderID}
",""); / / Draw arrows
Plot (Close, "Close", 1, 128);
PlotShapes (IIf (Buy, shapeUpArrow, shapeNone) 5.0, L, -20);
PlotShapes (IIf (Sell, shapeDownArrow, shapeNone), 4.0, H, - 20);
/ / notice if trading is active or not
Title = "\\ n" +
"MODE OF TRADING:" + WriteIf (Autotrading, "ON", "OFF");
IMPORTANT: To make the system work the first order is to launch at market manually.
This system had run for an hour without any problem, this is the capture of all orders made:
Once the system is working to stop and cancel the press position Right-click on the graphic that is inserted the system (in this case below) go to Settings / Cancel All positions.
planetalinux 
Sunday, April 29, 2007
Laptop Wholesalers In Uae
System Cross for AmiBroker
This system was found in an English forum in which he wrote occasional formula in AFL, is a comprehensive system. They are examples of many of the functions that return values \u200b\u200bof the TWS, you can optimize Back-Testing and also automate it. I've been trying for about an hour and the code works without problems.
The purchase orders for sale are very simple, if crossing closure upward exponential moving average of N periods "Buy" if it crosses down "sale."
Copy and paste in the Formula Editor window
PointValue = 100;
NumContracts = 1;
MarginDeposit = 100;
PositionSize = NumContracts * MarginDeposit;
Range1=Optimize("range1",2,1,10,1);
Range2=Optimize("range2",2,1,10,1);
Plot(EMA( Close,range1), "Stopline", colorBlue );
Buy = Ref(Cross((Close),(EMA(Close,range1))),-1);
Buystop = Ref(EMA(Close,range1),-1);
BuyPrice = Max(Buystop,Open);
Sell = Ref(Cross(EMA(Close,range2),(Close)),-1);
Sellstop = Ref(EMA(Close,range1),-1);
SellPrice = Min(sellstop,Open);
Short = Sell;
Cover = Buy;
/////////////////// Automation Code //////////////////
PrevDT = StaticVarGet("DateTime");
DT = LastValue(DateTime());
NewBar = DT != PrevDT;
StaticVarSet("DateTime",DT);
if( NewBar )
{
StaticVarSetText("OrderID","");
Plot(1,"",colorYellow,styleArea
AToffTrigger = ParamTrigger("Stop AutoTrading","STOP");
if( ATonTrigger ) StaticVarSet("AutoTrading",1);
else if( AToffTrigger ) StaticVarSet("AutoTrading",0);
AutoTrading = StaticVarGet("AutoTrading");
CancelALL = ParamTrigger("Cancel All Orders","CANCEL ALL");
CloseALL = ParamTrigger("Close All Positions","CLOSE ALL");
MAnualBuy = ParamTrigger("Manual Buy","BUY");
MAnualSell = ParamTrigger("Manual Sell","SELL");
LastBuy = LastValue(Buy) OR MAnualBuy;
LastSell = LastValue(Sell) OR MAnualSell;
ibc = GetTradingInterface("IB");
IBcStatus = ibc.IsConnected();
IBcStatusString = WriteIf(IBCStatus==0,"TWS Not Found",
WriteIf(IBCStatus==1,"Connecting to TWS",
WriteIf(IBCStatus==2,"TWS OK",
WriteIf(IBCStatus==3,"TWS OK (msgs)",""))));
if( CancelAll )
{
ibc.CancelAllPendingOrders();
StaticVarSetText("OrderID","");
}
else if ( CloseAll )
{
ibc.CancelAllPendingOrders();
ibc.CloseAllOpenPositions();
StaticVarSetText("OrderID","");
}
if( IBcStatus AND AutoTrading )
{
OrderID = StaticVarGetText("OrderID");
IBPosSize = ibc.GetPositionSize( Name() );
if(IBPosSize == 0 )
{
if( LastBuy AND OrderID == "" )
{
OID = ibc.PlaceOrder( Name(), "Buy", 1, "MKT", 0, 0,
"DAY", True );
StaticVarSetText("OrderID",OID);
Plot(1,"",colorBrightGreen,styleArea
Plot (1, "", colorRed, style Area
ORderStatus = ibc.GetStatus( LastOrderID , True );
if( ORderStatus != "" ) StaticVarSetText("OrderStatus",ORderStatus);
}
else IBPosSize = 0;
LastOrderID = StaticVarGetText("OrderID");
ORderStatus = StaticVarGetText("OrderStatus");
Title = "\n"+
" Trading Mode: "+WriteIf( AutoTrading,"ON","OFF")+"\n"+
" Last Signal: "+WriteIf(LastBuy,"BUY",WriteIf
(LastSell,"SELL","NoSignal"))+"\n"+
" IB Status: "+IBcStatusString+"\n"+
" Last OrderID: "+LastOrderID+"\n"+
" OrderStatus: "+ORderStatus+"\n"+
" IBPosSize: "+NumToStr(IBPosSize,1.0)+" shares";
< orderid ="="" oid =" ibc.PlaceOrder("> Plot(C,"",1,128);
PricesOnInclude = ParamToggle("Plot Trade Prices","HIDE
} if (ArrowsOnInclude) {
PlotShapes (IIf (Buy, shapeUpArrow, shapeNone) 5.0, L, -20);
PlotShapes (IIf (Sell, shapeDownArrow, shapeNone), IIf (Sell == 3, 6 ,
IIf (Sell == 2, 7, 4)), 0, H, -20);
PlotShapes (IIf (Short, shapeHollowDownArrow, shapeNone), 4.0, H, -3);
PlotShapes (IIf ( Cover, shapeHollowUpArrow, shapeNone), IIf (Cover == 3,
6, IIf (Cover == 2, 7 5)), 0, L, -3);}
Here I go capture all executions that has made the system
If you test the code and you have a problem with the implementation of the signs I've enabled comments so that you can write and see if together we can solve them. Greetings
This system was found in an English forum in which he wrote occasional formula in AFL, is a comprehensive system. They are examples of many of the functions that return values \u200b\u200bof the TWS, you can optimize Back-Testing and also automate it. I've been trying for about an hour and the code works without problems.
The purchase orders for sale are very simple, if crossing closure upward exponential moving average of N periods "Buy" if it crosses down "sale."
Copy and paste in the Formula Editor window
PointValue = 100;
NumContracts = 1;
MarginDeposit = 100;
PositionSize = NumContracts * MarginDeposit;
Range1=Optimize("range1",2,1,10,1);
Range2=Optimize("range2",2,1,10,1);
Plot(EMA( Close,range1), "Stopline", colorBlue );
Buy = Ref(Cross((Close),(EMA(Close,range1))),-1);
Buystop = Ref(EMA(Close,range1),-1);
BuyPrice = Max(Buystop,Open);
Sell = Ref(Cross(EMA(Close,range2),(Close)),-1);
Sellstop = Ref(EMA(Close,range1),-1);
SellPrice = Min(sellstop,Open);
Short = Sell;
Cover = Buy;
/////////////////// Automation Code //////////////////
PrevDT = StaticVarGet("DateTime");
DT = LastValue(DateTime());
NewBar = DT != PrevDT;
StaticVarSet("DateTime",DT);
if( NewBar )
{
StaticVarSetText("OrderID","");
Plot(1,"",colorYellow,styleArea
AToffTrigger = ParamTrigger("Stop AutoTrading","STOP");
if( ATonTrigger ) StaticVarSet("AutoTrading",1);
else if( AToffTrigger ) StaticVarSet("AutoTrading",0);
AutoTrading = StaticVarGet("AutoTrading");
CancelALL = ParamTrigger("Cancel All Orders","CANCEL ALL");
CloseALL = ParamTrigger("Close All Positions","CLOSE ALL");
MAnualBuy = ParamTrigger("Manual Buy","BUY");
MAnualSell = ParamTrigger("Manual Sell","SELL");
LastBuy = LastValue(Buy) OR MAnualBuy;
LastSell = LastValue(Sell) OR MAnualSell;
ibc = GetTradingInterface("IB");
IBcStatus = ibc.IsConnected();
IBcStatusString = WriteIf(IBCStatus==0,"TWS Not Found",
WriteIf(IBCStatus==1,"Connecting to TWS",
WriteIf(IBCStatus==2,"TWS OK",
WriteIf(IBCStatus==3,"TWS OK (msgs)",""))));
if( CancelAll )
{
ibc.CancelAllPendingOrders();
StaticVarSetText("OrderID","");
}
else if ( CloseAll )
{
ibc.CancelAllPendingOrders();
ibc.CloseAllOpenPositions();
StaticVarSetText("OrderID","");
}
if( IBcStatus AND AutoTrading )
{
OrderID = StaticVarGetText("OrderID");
IBPosSize = ibc.GetPositionSize( Name() );
if(IBPosSize == 0 )
{
if( LastBuy AND OrderID == "" )
{
OID = ibc.PlaceOrder( Name(), "Buy", 1, "MKT", 0, 0,
"DAY", True );
StaticVarSetText("OrderID",OID);
Plot(1,"",colorBrightGreen,styleArea
Plot (1, "", colorRed, style Area
ORderStatus = ibc.GetStatus( LastOrderID , True );
if( ORderStatus != "" ) StaticVarSetText("OrderStatus",ORderStatus);
}
else IBPosSize = 0;
LastOrderID = StaticVarGetText("OrderID");
ORderStatus = StaticVarGetText("OrderStatus");
Title = "\n"+
" Trading Mode: "+WriteIf( AutoTrading,"ON","OFF")+"\n"+
" Last Signal: "+WriteIf(LastBuy,"BUY",WriteIf
(LastSell,"SELL","NoSignal"))+"\n"+
" IB Status: "+IBcStatusString+"\n"+
" Last OrderID: "+LastOrderID+"\n"+
" OrderStatus: "+ORderStatus+"\n"+
" IBPosSize: "+NumToStr(IBPosSize,1.0)+" shares";
< orderid ="="" oid =" ibc.PlaceOrder("> Plot(C,"",1,128);
PricesOnInclude = ParamToggle("Plot Trade Prices","HIDE
} if (ArrowsOnInclude) {
PlotShapes (IIf (Buy, shapeUpArrow, shapeNone) 5.0, L, -20);
PlotShapes (IIf (Sell, shapeDownArrow, shapeNone), IIf (Sell == 3, 6 ,
IIf (Sell == 2, 7, 4)), 0, H, -20);
PlotShapes (IIf (Short, shapeHollowDownArrow, shapeNone), 4.0, H, -3);
PlotShapes (IIf ( Cover, shapeHollowUpArrow, shapeNone), IIf (Cover == 3,
6, IIf (Cover == 2, 7 5)), 0, L, -3);}
Here I go capture all executions that has made the system
If you test the code and you have a problem with the implementation of the signs I've enabled comments so that you can write and see if together we can solve them. Greetings
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