Write down you formula for those claims. Confirmatory statistics do not apply to backtests. You seem not to understand this. Your statistics...
In the other thread you used 30 trades. State your formula. You know no statistics. This is not coin tossing.
Playing with monte carlos will not help you make a dime. Your reaction to this thread shows that you have invested way to much in failed analysis....
He is correct. Don't look only at the last Fed manipulated trend in stocks. In general trend-following sucks. More people have lost money doing it...
Article link Very good advice and reference to data-mining problems.
First of all I'm not familiar with ES but 10-20 points profits? This doesn't sound like day trading to me. I do not day trade but to believe you...
What happens if p =0?
Some strategy may work for a while but then it will give all profits back. Only market making justifies day trading.
The independent trader is long "done".
Sure, they all say that...
That "plenty" is the 1% that were lucky. BTW what do you mean by TA? Candlesticks?
"If there is no effect between variables and your confidence level is at .05 (5%), 1 of 20 tests will show that there is an effect even though...
Very nice capability in this software. Kudos to developer.
Day traders deal with noise only.
Russians everywhere in Wall Street. Most were nuclear physicists. They have no market culture because most were raised in Soviet Union. Americans...
Python is the most complex way to code strategies. People say those services have advantages because they offer data. If one cannot afford to have...
People get what they ask for:)
I knew this guy who ran a fund and he thought the same. Now he is Uber driver:)
The same author strikes again today: http://www.priceactionlab.com/Blog/2015/05/multi-armed-bandit-problem/ Interesting references to...
You have described an automated trading system. Model the rules and program them or ask a programmer to do it.
Separate names with a comma.