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    Best platform for strategy testing?

    Multicharts is my choice. I prefer old edition, EL compatible.
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    Out of sample testing

    I still remember teacher in data mining class screaming about out of sample repeated validations not making any statistical sense.
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    Machine Learning in Finance -- Coursera

    Little of the academic staff in quantstart work in practice. It's good stuff for academic research but not for practical trading. Look for people like Cesar Alvarez for practical trading tips and methods. Academic Phds overwhelm people with terminology and useless obfuscation. By the time you...
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    Machine Learning in Finance -- Coursera

    Waste of time. Too complex to generate results. In trading the simplest model wins.
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    Long Vs Short

    True but timing shorts is a lot harder since markets go up longer-term. This is an interesting article with statistics about SP500 from the same expert I mentioned in another post.
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    Alex Wasilewski article in Futures Truth

    Anyone who tries to expose runs against a wall as this is not in the best interest of brokers and various gurus. Not only intraday chart rooms but the whole technical analysis narrative must be exposed. Quants like Michael Harris are trying. There is gold in his articles and in his free book...
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    Changing techniques when going from $100k to $100M

    There are issues with execution since liquidity is low these days. You have to find a broker with good execution algos and dark pool penetration. Diversification is a must to reduce equity variability. Trading simultaneous long and short positions in market neutral mode reduces exposure to...
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    2% stop loss rule?

    Use what is most comfortable for you for the specific trade after assuming that it will be a LOSS, not a gain.
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    Anyone use moving average indicators?

    It depends on the markets. Not as trivial to apply as they look. I have seen code for trading commodities with moving averages about 10K lines long. Lazy implementation like golden/death cross is usually not as profitable or unprofitable compared to more advanced implementations using variable...
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    Looking for better software than Esignal to Scan for Stocks

    For a different type of scanner search for DLPAL DQ. This is find patterns based on your criteria about profitability and such. Very nice idea.
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    Standard Deviation

    Use log price. Stdev of price makes no sense.
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    Should I move to Tradestation ?

    I had same problem with two brokers before. I have no idea if it is related to crypto losses but IB CEO warned about a pending liquidity crisis after bitcoin futures. really disturbing.
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    Did any technicals predict the melt down?

    Technicals were forecasting meltdown since 2010 I agree with 777 good people did not listened. Technicals always lag. This selling was about hedging volatility ETFs as they precipitously dropped. Best article I have read about this here. I like the tile Derivatives of Derivatives of Derivatives LOL
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    Pitfalls of system development.

    Good article here about backtesting pitfalls. Must read.
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    Discretionary vs Mechanical Trading Benefits and cons?

    Discretionary time-frame > EOD and you are fine if you are experienced enough. But if you go discretionary intraday you will lose.
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    Fundamental value of Bitcoin

    I don't know about bitcoin but 95% of major intended disruptions fade out. Inertia of system is way too large to be overcome with simplistic schemes like bitcoin.
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    Markets top imminent, or "melt-up"?

    Overbought has lost it's meaning with the SP500 RSI14 above 70 for 15 or so day. Some good points in this article.
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    trading system i have developed

    Get one of those free GP engines, use your data and demand avg win/avg loss < 1 and with some code you will get hundreds of systems with high win rate. Then simulate forward and choose the ones that show high profit because there will be some that do that in that period but not afterwards. This...
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