everyone starts as a newbie
Why pay for something when u can get it for free? IB feed + Quotetracker + Prophet backfill. For Eminis only.
It seems that way to me too. During flat or no-volatility periods it still gives plenty of signals....which makes it suspiously like RSI, STOCH,...
Wooo...thanks for the interesting link.
I took a 3 mths break from trading to do some time wasting activities and thus has forgotten why I stopped using Woodie's CCI. Recently I...
Papertrading success doesn't guarantee Live trading success. Papertrading failures guarantees Live trading failures.
IMHO, crux of volatility studies in trading systems is how to differentiate bad whipsaw volatility from good directional volatility. Even...
One thing i noticed is that sometimes high volatility does not equate to directional movement. For example, days with long bars/candles that...
After these many comments I realised that I committed two fallacies at the beginning of this thread: 1) That mechanical system developers are...
Thanks for not resorting to name calling. :D I'll need to chew on it first (though my conclusion might not necessarily be same as yours...
If a tree falls in a forest and no one is around to hear it, does it make a sound? Okay, for example : You restrict your backtest data to...
Where you get your figures from? :D Because if u have a static set of data in your backtesting, there are only a finite set of rules you can...
I was refering to systems that are profitable. That is finite. It has everything to do with the amount of data. If say u keep the data for...
If your data for backtesting includes the entire history of the specific market and only add new data without eliminating old data then yes, the...
9% drawdown, 100% returns is DAMN BLOODY GOOD! Its double your cash every year at almost no risk!! How far back to go when backtesting is...
If u modify the parameters (optimise), you're essentially making a new system. If the market keep changing and the parameters keep getting...
But do you backtest over the entire history of the market you're going to trade? For example, if you're building a system for the ES, would you...
So both of you do not encourage doing backtesting over the entire history of a market and instead restrict testing to recent data? :confused:...
Pure mechanical or system traders will tell us these two things: 1. No system will last forever. It'll break down as the market changes. 2....
I wasn't referring to the term switchover, I was refering to the term "noob". :D :D :D Also, I agree with you that anyone who doesn't know...
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