This is my way to check system robustness (slightly different prices with a similar distribution).
I'm not a big fan of Monte Carlo simulation and prefer Bootstrap instead. This is not an academic research - I'm a real trader. If, for example,...
This is about creation of artificial price series for testing any system designed to take advantage of seasonality. Thanks for offering help but...
The common method for creation of synthetic price series is by bootstrapping of the real price series. Then we test the robustness of our system...
It was interesting. If one uses a tool (Yield Spread like myself), he must be aware of such things. Thanks for the link.
I use 10-Year Minus 3-Month spread to define market regime (for trading options). At least for the sample period they provided in this link, the...
Youtube gurus say contradicting things to be able to say afterwards "I told you" whatever outcome is.
StockCharts.com have built in MACD screener
Suppose you have a very good idea but one of the parameters was not chosen properly. You run out-of-sample testing and fail. You have two choices:...
I trade four patterns each of them can be traded only during specific market condition, for example bottom emerging pattern (Rounded Bottom) can...
I believe that having very strict money management rules allows us to be more confident with our trading because this will let us know that even...
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