I'm trying to learn EL - maybe someday I will have TS to test my ideas, but first I want to know is it possible to write them in EL. My...
I think it's good to summarize all information we have about brokers who offer automated system trading. Who offers the best, cheapest, simplest...
Does it work with Tradestation 2000i? Anybody knows? Looks like Tradestation 2000i is one of the best programs for system backtesting &...
Earlier on this thread I wrote, that "The market behavior is very complicated, and it's impossible to describe it with few simple parameters. It...
voodoo: "You can optimize a positive expectancy system, you can't 'optimize' a loosing system into a winning one" I give an example. Your...
jaan is right. Or at least your % return on the account in the long term is the only thing that matters. Not P/L in dollars. I've seen on CNBC...
Hitman: Wrong again, you do not need a 10 point continuation to make money, you are carrying a load of baggage from the breakout day's of 99 and...
:D :D :D my friend told me to buy ARTG... hmmm... I saw the stock on the buying list somewhere on the internet... hmmm... I will buy it. Yes, I...
First, I'd like to say that: You can have a good result not because you're good at trading, but because your strategy had worked with some...
With good fully automated trading system "areas where traders struggle" did not apply at all :)
Hitman: Imagine you're in my situation: You have done paper trading tests which were very positive. You want to trade US stocks. You don't...
jaan, system you described is not a specified system. It has no criteria of opening and closing long or short positions. Why there're only long...
jaan - yes, I must clarify something. I will call somebody skilled if s/he, make a positive result on a big number of trades <b> but only,...
Sabena: Deep Blue computer is better than a human brain in chess. In chess, there're 10^120 variations per game. [ check:...
IF market is random > expected P/L of any strategy or system =0 > there're no "skills" > results depend only on luck. Now, I want to know...
Economy moves in trends. GNP, inflation, unemployment numbers move in clear trends. But financial markets... If majority of money is traded with a...
Uuuh... so nobody knows how high is the 2nd type of luck. everybody agree that 2nd type of luck exist? We are getting close to say, that it's...
Commission costs are completely different story. If your system has: # trades: 20 # of profitable trades: 10 # of unprofitable trades: 10 av...
I give an example. You have 2 systems: 1) # of trades: 10 % of profitable trades: 50% Av profit: 2.33 Av loss: 1.00 Total P/L : 6.65 2)...
Privateer: I think that luck and probability come together. If you make 5 trades, impact of luck on your final P/L is greater than with 500...
Separate names with a comma.