Don't make trades until the bar of the timeframe you are trading on completes, unless you are using a breakout method where you are entering on a...
Random: 1, 3, 5, 6 Real: 2, 4, 7, 8, 9, 10 Method: Digital Signal Processing to determine persistence (periods that tend to trend) vs. ergodic...
c5.txt gives me http 404 not found. I'll go ahead and run my quickie analysis method and see what results we get.
I think you are "close enough" for this exercise. For your reference, here is a quickie on brownian movement....
In the random charts, how are you determining the magnitude of the change? In other words, you are using 50/50 random for the sign of the next...
Interesting way to have some fun. Can you also post the OHLC data in CSV format? Some types of analysis require the raw data.
I should mention that a trading competition, even if using real $, does not test the same abilities as, say running a hedge fund or trading your...
An oscillator only has to give you an edge some of the time. Also, try looking at different approaches to using an oscillator other than the...
Perhaps would make a good fade...
Ponder this grasshopper. If entering on MA crossover and exiting on same MA crossover yields no edge.... then do you really have an edge by...
It just depends. I can give you a system that will win 90% of the time, positive expectancy, but you won't trade it. That 1-in-10 times you...
How about optimize for robustness? So you have a higher chance that small changes in underlying market behavior won't derail your system....
Interesting thought- every newbie and their grandmother learns early on that "the trend is your friend." Yet 90% of traders or whatever still...
Only strippers? What you trading 100 share lots? :p I had some other ideas in mind! Speaking of Vegas, an essay from a part-time poker pro...
What's there to do after say 10pm outside of bars and clubs over there? Bars and clubs getting boring after awhile. I suppose there is Miami....
Don't underestimate "the human element". Discipline is required in many areas of money management, portfolio analysis, overall execution,...
How do you account for slippage? Be very careful when testing a system on SP then applying it to ES. The nature of the differences in tick...
Have to agree with metooxx. Trading is about making money, period. You decide on risk. The rest is mumbo-jumbo, feel-good wannabe trader...
You may want to build your software first and test it on a limited data set before embarking on such a grand journey. Find other ways to test...
For the retail trader who can't exploit the very small inefficiencies available to those with an edge using speed, volume, and low execution...
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