Long 76.23
I like to use monte carlo . Even with some systems having good results, I always have the " when will the system stop working" question in my head...
If I buy when price crosses above 50 ema and sell when it crosses below the 50 ema would this be considered a random entry also? If not , Why?
Also, Mike mentioned that at the end of day some interesting things occur. BLOX
I exit at 3pm religiously for a very good reason. That's why I incurred about the 159 holding period in mikes results. I believe that the factor...
Mike and others here who are being civil, Thank you for your time and insight about this subject. Question about your results that you just...
"JPMorgan Chase & Co., the second- largest U.S. lender by assets, told traders who bet on commodities for the firmâs account that their unit...
If failure isn't an option in your mind you will succeed. You may have 1000 detours and setbacks but those who are persistent reach their goals....
A stationary distribution is a specific entity which is unchanged by the effect of some matrix or operator: it need not be unique. So...
"If the underlying distribution that you use for placing bets isn't stationary your system is doomed to fail." What would be stationary and...
Largest DD so far for me peak to trough has been 5% . Equity has never dipped below my initial deposit amount and I don't plan on letting it get...
At what point would it be smart to pull the plug on a system or method you use? Personally I have an automated system that I am pretty set on...
Guns and ammo, lots.
By the way, be careful what you say here. If there is a good hacker around here you'd be in for a surprise or two down the road. You would be...
China, india, brazil, gold, silver, Agriculture. Done
Here is my main backtested " edge" from 2006 to now.... 1 contract was used in the backtest. Like I said. I hope it keeps working ! But I am...
equity curve.
Thought I'd update the journal since I stopped posting in may. Will report back in oct when I start trading 10 contracts instead of 1. I have...
"all-frequent-traders-lose " I have a friend who is 30 years old and has made over 80 million in the past 10 years with HF automated trading....
Ill fund you, I'll send you a check for 100 grand if you wire me 5 when you receive it for tax purposes. The check will be from nigeria my...
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