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Can't speak for others, but there are two
reasons why *I* post here less frequently
now than I did in 1999:
(1) I now get the O-list in digest format, a day
later. The Digest contains the previous day's
original posts and that day's batch of replies.
Usually, I have nothing to add to the discussion
beyond what has already been said the first day.
(2) My style of trading has evolved over time
and is, at present, mostly portfolio-level
position trading in futures. Salient features
are
(a) Use of EOD data only
(b) Drastically fewer trades than the prototypical
TS index futures daytrader: I do less than 3000
round-trip contracts per year per $million
(c) Same system, same code, same parameters,
many markets (more than 100 now and still rising)
(d) Portfolio level position sizing -- such as
sector heat limits, total portfolio heat limits,
volatility-induced scaling out, correlation-
induced scaling out, and so forth
(e) Multiple simultaneous systems
I find that Tradestation doesn't meet my needs
nearly as well as other software, so I don't
actually use TS software anymore. I use other
products from other vendors (no, Pierre Orphelin
and Vollker Knapp are not those vendors), and
some programs I wrote myself. Since I don't use
TS, I only subscribe to the O-List in order to
participate in discussions of _trading_ideas_ ,
of which there aren't so many at the present time.
Thus I don't post so often.
Best wishes to all,
Mark Johnson
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