Recent content by Roanoke

The thesis of this thread apparently has eluded most of ET judging from the mostly negative responses (those few positive responses are much valued). So let me put it another way that most of ET can understand. Trading is all about character, or the lack thereof. Traders who fail generally...

Could you create a "Group FFFF" just for me? For "flatulent fat fried-brain fucks"?

Mike, thanks for your informative comments. I merely meant that Laplace transformation is appropriate because it is single-sided to be in accord with the causality requirement of functions of time. My sole background in Laplace transformation is in the analysis of waveforms for filter synthesis...

Champignon, there is a universe of estimation theory analytical tools older than your grandmother. With every post you reveal how superficial you are intellectually. There is nothing peculiar about applying mathematical tools to trading. Need I remind you that Sir Isaac Newton was also...

How did this become a Hershey thread? Reread the title: Estimation Theory Trading. It is about how trading is like toilets. Or washers and dryers. Or humidifiers. In the details, it is about the tradeoff between the excitement of risk taking and the comfort of reliability. Achieved in a control...

And Jack, I have studied you. Oh, I how have studied you! But the Tathagata admonished us all to "Be lamps unto yourselves", so alas I must go my own way. As always, you see through my slight and facile offerings. Were we to meet (inadvisable, we might both have strokes), I would teach you my...

Oh, lighten up 1775. I am a post-modernist ante-bellum southerner (better known as white trash), and we love to insult each other with panache and originality. I notice that you still gave me no clue that you understood what I said, as I gave you no clue of my knowledge of the relevant trading...

Thank you for your kind remarks, OddTrader. The bare truth is that I needed something to show my wife to explain why I took her 100% into cash while her friends remained foolishly bullish (or bullishly foolish). "See the hesitancy in the orange area? And the ultimate confident transition to red...

Jem, I quite agree with you that price-time series are susceptible to cycle analysis. But be aware that Fourier analysis is wholly inappropriate, only Laplace analysis is fitting because of the causality requirement in time series. If you should perchance discover that causality does not apply...

Jack, thank you for your post. I am well aware of your educational and early engineering background, and have always read with interest your apt analogies of them to trading. As you well know, I am not up to your standards as a trader. I am a cherry-picker. I like the easy cheap shot. In fact...

Indrionas, thank you for your observation, you are quite correct, the system lags. It is mathematically a very simple system, and to make it hold for very long periods relative to the chart interval, it perforce lags. I am not attempting to make it hair-trigger, but to make a reasonable tradeoff...

HJSC.1775, I couldn't care less if you believe this particular approach works or not, since you obviously have nothing to contribute to a learned dialogue about its theoretical and empirical merits. But I will post execution reports when sufficiently interesting trades occur. I have no need to...

All my charts have the same comfortable well-developed look-and-feel. That does not mean that when you see a new post it is the same system. I take it from your lack of quantitative response that you have no clue as to what the initial post asserted.

I posit the opposite hypothesis: that only damaged brains want to trade.

Do you have a specific objection to what I posted? If you are a liberal arts major and didn't follow, I will understand. I even gave you the example of a toilet tank to keep it at your level. Or maybe a thermostat would have been better. Make light if you must, but this is a powerful tool I use...