the obvious: a fixed take profit point will not take advantage of the rare home runs at the tail end of the potential profit distribution. many...
Just curious what people think. It is kind of obvious what the pros and cons are but...
One should not rely completely on a single statistic. It is what it is: a measure of trade-off between mean profit and spread. I personally would...
Well, okay, I shouldn't have phrased it as "The Answer", but I meant it in that it does answer the OP's question in the most succinct way -- i.e.,...
I agree with many posters: I think the Sharpe ratio is the answer. It tells you the trade-off between mean profitability versus std dev (risk)....
No apologies necessary -- you made me realize how to use those multiple differences: by assigning strengths. That's a very useful idea. Thanks.
Okay if you say so. By the way, there are two important phrases in that sec definition that you might want to re-read. Those are: "investment...
The point is IF there is no lying involved, it is not a crime to pay older clients with newer client money. If for example, I take payments from...
Okay thanks -- this is precisely what is described in the second paragraph of my original post (N-th ordered centered differences). But assigning...
This is an interesting idea if I understand it correctly. You would take multiple timescale MAs, then for every pair of consecutive points from...
Thanks, yes, this is sort of the thing I was looking for. This is pretty much using a windowed min/max detection: place a window (e.g., 15...
Yes, it's all coming back to me now, FIR filters, impulse responses, z-transforms, group delay, pole-zero plots, ROC... I guess in a sense I am...
By the way this is where discrete math appears deceptively easy until you actually try to implement it. I used to be quite adept at solving...
Of course that is the case for a smooth or continuous function. For a real discrete minute bar time series, that derivative (first order...
Thanks, this is operationally exactly the same as what I described as the first order centered difference method. One of those two factors...
wrong. a ponzi scheme is a crime because of the fraud (misrepresentation of earnings), not because it takes current investor money to pay out old...
Care to share your simpler less sophisticated solution with the board?
I agree with many posters here -- programming skills are becoming more an more a low priced commodity. The influx of cheap Indian labor is a big...
You often hear that obvious "edges" in systems or setups disappear quickly because everyone exploits it. This is a corollary of the efficient...
Actually I am not thinking about immediately using this for real-time signaling. Sometimes, I am studying the trades of a particular forward or...
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