Recent content by bashatrader

I used it but systems were sort of random combinations of indicators fitted on data and most would fail immediately unless you were lucky to pick the right one . I then moved to PAL now called DLPAL. Fitting was still potential problem but due to working only with price patterns and some...

There is no problem if no leverage.

Good feature but over-fitting is a serious issue. I have been using a program that works only with price patterns called DLPAL S and that generates systems for NT7 and NT8. Over-fitting is lower due to no parameters and no indicators. I'm very satisfied with it but I'll be trying a genetic layer...

I see no major changes from 20 years ago even if algos dominate. After all those algos are programmed by people.

I always get to know about funds with high performance only after the fact. :( An example is AQO managed by Nigol Koulajian and his team. Is it possible to win this big with tail risk trading as an edge? Is the method used by the author good enough to determine when the edge is gone...

I agree with maxinger. Too many options in TA often introduce randomness in decision making. I'm a bit more quant although I draw straight lines too. I use now a scanner called DLPAL DQ with EOD data only for 38 stocks I pick from to trade. If the scanner gives some good signals then I draw some...

I was looking at this article in PAL blog of how to capture SPY returns at much lower DD with long-short strategy. I cannot afford the DLPAL LS product but it looks ingenious. When this raging bull market ends long-short could have better chances.

Is there a solution that handles partial fills automatically or do you always have to write the code for it?

WL 4 was a great platform. In used it some years ago with a program called APS that generated code for systems. I still use NT7 and successor of APS called DLPAL S. Both great programs and I have developed some excellent systems but I miss WL.

These strategies can be implemented with few lines of code in Multicharts and other good platforms. What is this language?

Just like failed traders also failed politicians try to find reasons for their failures and blame others. They believed polls and relied on coastal states for their win when in the center of the country the overwhelming majority was against them and it still is because they have suffered most by...

It seems CTA programs have been having problems since central banks instituted QE. This is interesting article with chart.

What do you guys consider a lower bound on Sharpe if there is such thing?