Hi, guys I asked this question in Software but I think that might be the wrong forum; no takers. Hopefully this is the right forum. I'm...
Don't hold back, tell us how you really feel! :D :D TA purely and simply is just analysis of price action and volume action. A great deal of...
Post-optimization is an attempt to solve a dynamic problem with a static solution. That's called "inherently sub-optimal". :D :D
Why would discretionary traders need math skills? I thought you guys did it by magic or psychic powers or something. :D :D Mechanical traders,...
According to a lot of the reviews at amazon, this book is crap. If there are blank charts that should have data and somebody actually advocating...
http://www.jurikres.com/catalog/ms_ama.htm#top
It's Jurik, not Juric, and I'm pretty sure it's not FIR. It seems to be like John's filter: first-order IIR, and if I had to guess, I would guess...
http://mathworld.wolfram.com/MovingMedian.html
Using a simple moving average to remove the noise from your data is like using a meat grinder to remove the fat from your steak. :D Median...
It's real simple (in principle). To have a worthwhile trading system, it has to do two things. First, it has to make a profit AFTER fees,...
I would hesitate to trade a market-specific strategy unless I backtested it completely and found it superior to the best general system I had...
You can backtest a strategy on any data as long as you're not just seeking to curve-fit the data. The goal is to have a robust system: one that...
Not necessarily. The point of backtesting is to test your system, not to test your data. Even if the historical data is flawed, you can still...
Yes. It isn't time, it's trades. The number of trades in your backtest minus the number of indicator parameters you're optimizing has to be 30...
Filtering isn't stupid at all. My TA totally depends on it. The question is, is a given filter based on reasonable or unreasonable...
I was fascinated by the fact that although math whizs Eckhardt and Trout disagreed on the value of moving averages (Trout was right :D), they both...
"Everything should be made as simple as possible, but not simpler." ~ Albert Einstein In other words, there's just as much danger in...
:eek: Hear, hear!! :) :) I am a confirmed member of the roll-your-own school of TA. :cool:
So according to your definition, there's no such thing as a trend, because there has never been an infinite sample of data collected even if we...
The ker doesn't require an infinite sample. Maybe you should reevaluate your definition of trend.
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