Recent content by maniac8480

Applying a momentum strategy in addition to mean reversion should be a good hedge.

I think some sort of stop loss is completely necessary. By the definition of the strategy we are aiming for a fixed profit and while the winning ration might be 75%, the losers will tend to be slightly bigger or even at best. Since most likely in the long run we will not be capturing positive...

I switched to about 80% intraday and 20% overnight. The overnights are usually the same pairs I'd trade intraday. I don't trade any of the "retail pairs" like hd/low, ups/fdx, cvx/xom, etc, etc.

thats incorrect. most of those trades are backtests. i have asked, so i am not speculating.

Took a few days for me before I could call it easy, figuring out was anything but. Very frustrating. Probably wasted 50 hours building, copying and backtesting databases.

this is why i just detach, copy and reattach. i had too many problems with the backup function not working.

nothing like a little bit of luck. =) could go against you....viagra trials in sickle cell patients were stopped today, hence the weakness. nice trade either way, but this wasn't reversion to the mean, rather news event in favor. luckily over the long run you get enough for you and...

I know the feeling. I didn't know anything about databases prior to ptf. I corrupted and messed up too many and took me forever to re add around 100 industries into ptf, not to mention run the backtester function. Got fed up and had to figure it out eventually. Glad to be of help! =)

I used to do it this way too, but a few times the database file seemed to get a bit screwy and mess up. Management studio way is far simpler and has been reliable for me every time.

It's pretty easy if you installed microsoft sql management studio. You run it, detach database. This makes the file database and transaction file not read only. Copy both files to the new pc, and use management studio to attach it on the new pc (and re-attach it on your old one if you want to...