Welcome Jack. Everyone please hold the discussion right here if you would please. There is something we need to do before going further. It will...
Yes you would think it would even out, but my experience has been that it doesn't. The way I learned about this was by developing systems on...
Let me reframe your question to be "why can't i reliably execute at the closing print?" Understand that the issue with BoWo goes beyond that, but...
As you can see, I'm still avoiding the intellectual heavy lifting in this thread... but this is a good question. Let me answer in random stream...
This is almost surreal... not sure this has ever happened before in the history of the internet. We have a thread with differing opinions and no...
In spite of my many valid points, and the work I did to actually improve the so called Pairs System (which actually isn't pairs trading at all),...
No need to go back to being a spectator TSGannGalt. Other opinions and perspectives are certainly welcome here... as I have said many times this...
There have been a lot of good posts in this thread and I confess I haven't been able to carefully go through them all. I know it sucks to ask...
Black Diamond - thanks for this. a lot of info... give me a couple days to look at it before answering.
Wow... I think I finally caught up on all the posts here! On this position sizing idea. I think this basically comes from the Turtle...
Another installment investigating backtests, walkforward results and system design in general. To kick us off, here's another post by BoWo...
First of all, thank you to everyone who has contributed to this thread. I think we really have something of value here, and I hope those who are...
Use something like this: = (today's close - lowest low of past 10 days) / (highest high of past 10 days - lowest low of past 10 days)
So you actually had no point?
Just wanted to invite BoWo to continue to the discussion of the new, much improved BBB (BoWo But Better) QID QLD system. I thought it was also...
Mike, thank you. I don't want to write a half assed reply so I will get to this soon. I have some thoughts on volatility I was planning to share...
I think of everything as a percentage return, not a per share return. That is the way to normalize across all price ranges. In fact, the actual...
Hey TZ, what is your point? Are you suggesting that I intend to launch a website? Is this what you are trying to say? If so, man up and say it....
Well in backtesting you will see pretty consistently that most technical ideas for stocks do better on the long side than the short side. For a...
It's fine to have slight differences in the database, but people starting work like this are surprised to find that even a simple question like...
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