no. i did not test it that way. you are clearly right. that is nonsense. 1 take highest high and the lowest low of the last x days. look at the...
recent high range indicates high range today. furthermore if recent (five to ten trading days) trading range was big this indicates not only big...
nice thought . . .
best range predictor i found is yesterday's range. amusingly simple.
from my persepcive there are two points to add: 1. within the sp future significant gaps down increase the likelihood of seeing a positive day....
some analysis on 30 minute data on the sp future since 1995: average firstBar: -0.0049% average dailyGain (Close/Open-1): 0.0318% average...
"if you love me - buy me." the rest of the world calls it prostitution, american logic says it is patriotism. peace
that is a real sad thing about this business. whenever i thought something is good, smart and beautiful it turned out to be completely useless....
- Nothing astonishing backtests have much chance to be bullshit for statistical reason ... - harry trusting so much on technology that...
the content of what you are saying does not and cannot justify the way you communicate. and i am sure you are already pretty much aware of this....
bbmat back to school mister arrogant. seems like you missed some classes in conduct or you suffer from a lack of social intelligence. or both....
harry i hope you trade well and succeed with your undertakings. good luck with the automisation process. peace
this is all just talking. build a sheet and test it out on your curve. period.
pabst if you are right, then this is really a difficult situation for people like myself. testing strategies on single stocks is not an easy...
harry my personal conclusion: 1. you don't do any backtesting, otherwise you could come with a sharpe ratio. furthermore you diminish the...
yes. and i am very glad that we are still alive! 'seen many give up. thanks for reminding me of rule number one: "stay at the table."...
main strategy is still pairs trading and that suffers from low dispersion and vola.
is the decrease in volatility.
harry i have to decide whether i will look at any of your posts ever again (sorry for sounding harsh). i like out of the box thinking, but it...
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