MACD is moving averages. For trend following you need slower MAs. Why do you want to adapt MACD? Anyway,systems with MACD backtest losers....
It all depends on the win rate and avg. win to avg. loss ratio. I know people who make money with many small wins and a few big losses. I also...
Leverage = assets/equity In the 50% of account in margin case, this translates to L = 1/(2 x margin), where "margin" is a fraction of face...
Market will close up today.
I think you totally missed the point/message. The measure you suggested does not apply at all to random variables that have negative values....
As long as you make reference only to the O of a bar in your calculations and no reference is made to C, H or L, then you can use current bar....
The "system quality measure" you made reference to is essentially the signal-to-noise ratio multiplied by a number that depends on the sample...
I understand that when backtesting stocks one needs to adjust the series for any splits but I do not understand the adjusted close in the case of...
You lose of course 1K of you own money plus any interest on the loan of the remaining 90K. Stock brokers apply an interest on the margin....
At last someone spoke out in a logical way. Kelly and optimal-f are for gamblers who set aside a small amount either to make a killing or lose...
I agree that coin flipping does not apply directly to trading but a lot of traders have applied trading to coin flipping:)
The issue here is what kind of backtesting profitability these functions have. The 3 bar delay is a good point/suggestion, I like it. Actually I...
I measure 7 candles in your example Anyway, look here http://www.investopedia.com/terms/s/swinghigh.asp You are making things...
I need a Ph.D from Saint Louis Univ to decipher that info:) But I gather that the deposits are about 5 trillion. Let us see, according to CIA...
What you are asking is very simple and can be done fast for US stocks with TeleChart real-time.
Do you know how much Americans have in the same type of deposits? Interesting.
They will make just one mistake that will cost them as much as they have earned so far or even more. The same that happens to speculators....
He is good.
Just put him on ignore. Some offshore juristictions have much higher standards than USA or EU, whose banks and brokers ripped-off their consumers...
bankroll of the opponent of course
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