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Re: "unless it's when prices are absolutely flat! You can't trade that :-)"
Think options: Try short straddles, short strangles in flat markets.
> -----Original Message-----
> From: Ian [mailto:ianomega@xxxxxxxxxxxxxx]
> Sent: Monday, March 09, 2009 8:21 AM
> To: dpevergreen@xxxxxxxxx
> Cc: 'Omega List'
> Subject: Re: Untradeable Market Characteristics
>
> Not sure if there is such a thing as an untradable market
> unless it's when prices are absolutely flat! You can't trade that :-)
>
> Most market conditions can be traded with a suitable system -
> the trick is knowing what particular 'mode' the market is in
> at any particular time and then applying the necessary system.
>
> Ian
>
> David Pyle wrote:
> > My question is more general theory. What are untradeable conditions?
> >
> > I understand that as systems switch between active and idle
> that there are missed trades. These are acceptable as are
> price patterns that are not aligned with my systems approach.
> >
> > My surprise has more to do with when my account equity
> curve flattens when market conditions seem tradeable based on
> my system's history.
> >
> > dp
> >
> >
> >
> >
> > --- On Fri, 3/6/09, Adrian Pitt <apitt@xxxxxxxxxxxxx> wrote:
> >
> >> From: Adrian Pitt <apitt@xxxxxxxxxxxxx>
> >> Subject: RE: Untradeable Market Characteristics
> >> To: dpevergreen@xxxxxxxxx, "'Omega List'" <omega-list@xxxxxxxxxx>
> >> Date: Friday, March 6, 2009, 8:52 PM
> >> Dp,
> >>
> >> Can you explain what you mean by each system competes against each
> >> other? Is only 1 model trading at any one point in time, depending
> >> upon market conditions?
> >>
> >> Also, what do you define as 'untradeable market
> conditions'? Is that
> >> just times when your models are switched off?
> >>
> >> What are some of the price patterns you feel are
> untradeable within a
> >> multi-system approach?
> >>
> >> Adrian
> >>
> >> -----Original Message-----
> >> From: David Pyle [mailto:dpevergreen@xxxxxxxxx]
> >> Sent: Saturday, 7 March 2009 3:44 PM
> >> To: 'Omega List'
> >> Subject: Untradeable Market Characteristics
> >>
> >>
> >> Hi,
> >>
> >> I am running a system that does well under several market
> conditions.
> >> It sets three system against each other to compete for trading
> >> rights.
> >>
> >> I have become interested in nontradeable maket conditions.
> >> I am surprised by
> >> the price patterns that appear to be untradeable within a
> >> multi-faceted system.
> >>
> >> Has anyone done any work on untradeable market conditions?
> >>
> >> Thanks
> >> dp
> >
> >
> >
> >
> >
>
>
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