i'm interested in this topic as well. i completely understand, 'systems' represents a very broad set of criteria to generalize as it includes...
agreed. agnosticism is a valuable concept. i think so many traders want some things more than they want actual financial security, like feelings...
i was just watching "very bad things" on comedy central this afternoon, and i think christian slater put it very eloquently just after they had...
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hypo, i must have missed a beat :) to be honest i didn't even look at posters names, i just skimmed the thread and noticed nobody had mentioned...
in my experience, the reason you can't just fade any negative equity curve is because of transation costs. if you want to see an equity curve...
who's offering $1/round trip on globex ... what does it factor out to when you include the seat fees etc? what's the best r/t off the exchange?
even if the user unwittingly installs malicious content on their pc, if the firewall is set to only enable outgoing data on a case by case...
it sounds like you've got a mechanical system that you're trading against, and i can definitely relate to your situation if i read you correctly....
this may be a naive question, but what advantage does this give you over staying flat until the moment you would normally drop the losers and...
Def, Thanks very much for your explanation. I'm really happy with IB's service, and your presence here is highly appreciated. no complaints....
excellent, thanks bob. btw - i am still working on ways to get variance figures in bulk from TS. appreciate this suggestion very much.
can you elaborate ... are you saying that arbitrary parameters are preferable? hard core system people, how do you measure efficiency? since...
my concerns are more along the lines of the reverse engineering thread that came up a few weeks ago. does IB research customer equity curves, and...
excellent question, i wonder the same all the time. it seems like there are probably laws which prohibit the use of this non-public...
yes, curve fits are bad. i hesitate to trade more than two degrees of freedom, three max. what i'm working toward finding are the loci of...
excellent suggestions guys, thanks. Bob, what platform are you using to calc standard error of an eq curve? I know in TS, I could plot the...
Using tradestation's standard set of optimization parameters as building blocks, what is the best measure of linearity in an equity curve that...
smitty, do you know, using the app at the link you pasted below, is it possible to identify the coordinates of a specific point on the 3d...
funny you should post this question today. just this afternoon, i was trying to figure out how to intentionally set my mouse so that the pointer...
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