Recent content by CharlesXT

Incredible and fascinating as always. Thanks acrary. Allan

Hi Alan, I bought the "Toughness Training" book by Loehr. Thanks for recommending it. Incredible book. I was also working with the Poulos article and trendiness. I learned all about William Feller and the root mean square displacement studies. I had never heard of this stuff before. Thanks...

Thank you, that would be great! I can't wait!

In your example, what do the levels represent? (1% level, 5% level, etc.)? If you are simulating the trade series order, are these levels simulating higher and lower win/loss accuracies? Since you are using 10,000 runs or 120 trades, are the outcome, profit factor and drawdown numbers...

Thank you very much acrary. Very good to hear from you. How do you generate the 10,000 runs of 120 trades? Do you have a special program that creates a random series order from your actual trades for each run? good trading, Allan

What is the formula you use to calculate the drawdown from these variables? Do you use the "Monte Carlo drawdown optimization" or some other comparison against randomness for the drawdowns, in the same way that you compare your trades to randomness to check for an "Edge?" (Wow, post number...

So what? Welcome to war. Where is your transcript of the american bodies being dragged through the streets?

These are excellent points. I support the US Milatary 100% and I say fuck the media. You have to stand up and fight for what you believe in and that's what the US is doing. I respect that and would be out there fighting along side them if I could be. Allan

Van Halen hits the spot after a great trade...

I have been using Edge Diagrammer for years. It is a great program for flowcharts. I first learned of it in systems class and have never used anything else since. http://www.pacestar.com/

I just removed it. I never did like the way it is always running there when I use outlook express. Thanks for the tip. I mentioned in another thread that I had just started using a new browser called "Avant Browser". So far (2 wks) it has been running stable and has some good features that...

hypostomus, I will run the companion test as you have suggested. Thank you for your input. I look forward to seeing the results. XT

This thread is another example of why ET is so great. A quant post started by Gringinho, which leads to the great debate, which ends up producing links and information that I have never heard of. Everytime I think I'm getting somewhere, I find out I have much farther to go. I just...

:)