Recent content by markc

I hardly bother with T2W simply because of the slow speed. It is really irritating.

PM sent, thanks.

Is anyone able to help me out with a Gmail invite? I just lost all my old messages in Outlook Express and want to move to a web based mail system. Thanks Mark

Thanks guys...the advanced filter did the trick. Appreciate the help.

Thanks, that is an idea.

I want to place stock symbols from several spreadsheets into one spreadsheet. For example, I have a file with fast growing eps, another with fast growing sales, another with low p/e etc etc. Copying each of these into one column in one spreadsheet only takes a couple of minutes. The trouble...

I trade ES, and use IB and Esignal. Used to trade the SPI, 10's and 3's. Also trade Aussie CFD's on a multi day/week timeframe. I'm a noob at that though. I used to sit up all night. Gave it away for most of this year then started again a few weeks ago. Made myself sick - on one occasion...

If you want to converse with Aussie traders go to www.reefcap.com and visit the board there.

What is your opinion on an out-of-sample test? I have no idea how this system performed over the last 6 months, as I don't have the data. I couldn't possibly have curve fit it to the data. Is that similar or the same as the forward test you refer to? Mark

This strategy only works in reasonably volatile markets, as the equity curve posted in the initial post shows. My concern was what to do if we return to a low-volatility environment. The answer turned out to be fairly logical. I simply put a filter in the system that enables trades to only...

It's funny this thread should start now. I received spam from Jones last week. He is selling signals/system that trades a dozen different patterns, with each pattern only occuring 3-4 times a year or so on the emini sp. So, bundled together the system looks great. What a joke. I tried to...

Aahh, sorry, my mistake - 505 trades in 13 years. The period of that weird equity curve I posted. I haven't got many variables to mess with and there are no indicators etc. Basically just fading certain gaps and trying to catch a possible volatility breakout. Enter on the open and exit on the...

Yes, I noticed that is was flat too back in the early 90's. So, it would certainly be better to tread water than go backwards. :) I will follow up your suggestion on looking at the market periods where it was flat - I still think it is due to volatility changes. The drawdowns experienced on...