rufus, is this kind of performance typical for someone at an ibank prop desk? or would you say this is particularly outstanding? what would be...
it does not seem to be working properly with this code. vars: tt(0),size(1),lasttrade(1); tt=totaltrades; if tt>tt[1] then begin if...
actually, something strange is happening. i can't pinpoint the exact problem but sometimes it will add size, sometimes it won't.
thanks protrader. this is adding on size correctly when there are no bars in between trades. but when there are bars in between trades, it does...
yes, just testing the idea.
i'm saying if profit from previous trade is profitable, then add 1 contract to the previous contract size if profit from previous trade is not...
Has anyone successfully programmed martingale position sizing in Tradestation? I am have trouble getting my code to work. if...
Here's something interesting. I tried to do the edge test that acrary described in his posts. I simulated random trades using the same holding...
40yotrader, what measures do you do use to convince yourself that you have a good system?
would you say that picking the right days contributes the most to a system's profitability? or would you say the specifics of the entry and exit...
43yotrader, What is the process you use to find which days to trade? Obviously the goal is to find days that will suit your strategy, but how...
Thanks. what is the proper way to check if a "large" win begets a "large" win? just set a threshold for what I think is a large win and do the...
are you saying that it's easier to detect a change in one of these themes (case 2) than it is to detect a change from random to non-random...
perception is indeed reality. to the recent college grads: i'm sure you've heard this before, but do you really understand why and have you...
oddtrader, if you are saying you would trade it, can you explain why?
Do you think it's still too unstable? Criticize as much as you like. For 2002, I went back and looked at what happened. I can't seem to...
Here are the numbers trading the equity curve. The profit factors seem smoother, but it looks like the number of trades went down and total...
Here are the volatility adjusted numbers. Instead of Keltner Channel, I used the average daily range for the previous 10 days of each trade. I...
Thanks for stopping by. You were one of the ones I was hoping would stop by here. Yes, I have noticed the stability issue. I didn't like the...
Okay, great. All the images pasted properly.
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