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Well, have to agree that moderating a forum isn't the simplest thing, I myself (try to) moderate on a forum (has nothing to do with trading, thank god! :)) and it is but easy... Anyway couldn't trace your post back in either history nor cache, too bad... The Level II technique you posted...

I've read your post TT, most interesting, and certainly NOT deserving to be deleted. Unless the daytrade technique you posted would embarass moderators here, who knows why? I'll try to recoup it from Cache, usually FF is pretty good at that, let me check... EDIT: nope, sorry, couldn't...

I knew you'd find this to say, "registered here for only 6 months", bla bla... Glad to see though you're smart enough to have figured out by yourself that I've been read-only here for quite some time (well, couple of years or about). Now can you cut the crap, PLEASE??? You've made your...

sisboom, why don't you go elsewhere dump your crap? For the life of me I just can't fathom why moderators here don't just BLOCK YOUR FRIGGING IP ONCE AND FOR ALL !! :mad: You've been dumping your sh*t all over the forum for years under various pseudo's, enough is enough! (sorry for...

Mike, afaiac being an intraday trader I don't really care all that much as to what happened overnight - so maybe I'm not in the best place to participate to this discussion, dunno... Though one might be able to find some sort of correlation b/w overnight volatility and intraday volatility the...

Been following this thread with interest lately. Can't really figure out where exactly you're trying to lead to with this "vola clustering" study... Don't have TS, but you're declaring the variable "j" and not using it afterwards seems suspicious to me. Shouldn't it be s'thing like this...

cajw1, not bad for a 1st post. :p Thanxx pal, sounds like a good idea, will have to see how it pans out but should work. dtrader98, the algo I'm using operates in a "self-seeding" type of mode, in fact the pbm I'm referring to doesn't always happen, but often enough that I need to fix it...

Maybe this is a noob-in-stats question, and sorry if it is, but: I have written a random series generator and I'd like to be able to control *precisely* the relative percentage of occurences of each possible value over the total number of samples generated. So far I'm _almost_ there...

unfortunately, since I'm dealing with CFDs for now I don't have volume information (not on an intraday per-tick basis anyway) therefore not in a position to verify the amount of truth in that assertion. Now if someone here is willing to provide me with that data, say 1mn or 1000 ticks volume...

Not had the time to read the thread, been fu**ing around with s/w, adding some histogram calc and auto charting/image gen capabilities... Looked into the DJIA last week and created this little animation, shows histograms of all ticks captured during market open hours (cash) on each of Nov 09...

As for me my conviction may be summarized this way: the Market is not predictable, except when it is. Might sound like a play on words, but in fact it reflects the way I see it. Now if only "something", be it T.A., statistical data, linear regression, splines, crystal ball ... could...

Maybe we should rehash the question at hand in order to widen the discussion and avoid "fighting" for a YES/NO answer? S'thing like this: "Can linear regression analysis consistently predict the direction of prices (up-flat-down) within a "short" (tbd) timeframe with a probability better...

Well well, here it is... Hard to tell this is out of a stochastic data series generation. The double-bottom accurate to the "tick" (the 0.5 granularity of my experiment) is staggering. I'm hating this... :)

:D I guess lol Well, I'll be posting a full blown T.A. in a few mns... quite amazing considering this can be seen as a perfectly RANDOM time/price series...

Just out of curiosity, I have run a random walk simulation exercise, where I simulate 5000 steps, starting at level 1000 (let's pretend this is the S&P not so long ago ^^), a fixed (for now) step size of 0.5, and a random distribution of step directions as follows: 40% up, 40% down, 20% flat...

ah Ok, sorry u're right, let's stick to the mathematical meaning of random distribution and "skewness", which is maybe what u're referring to as "positive offset"? http://mvpprograms.com/help/mvpstats/distributions/SkewnessKurtosis Now since we're on a trading forum (or so I was told...

so you're saying "random walk" and "edge" (ie "pattern") are NOT mutually exclusive...? :confused:

Well, when hedge funds major banks and what have you decide to dump any and all asset they have in store, pushing down all indices for days - if not weeks on, where having an "edge" merely consisted in entering short at 10:00am (have a look at the charts in the Sept-Nov 2008 and Jan-Feb 2009...

Exploration: if the Markets are truely random, then no "edge" shall exist. Not in the past (back-testing), not in the present (live trading), not in the future (forward simulation). Any gain or loss is the sheer (by)product of pure luck - good or bad. Period. Corollary: all these...

Thanxx for yr reply MAESTRO, I dunno who you are but at least I know who you are not, and that's deterministic. :D Interesting conversation indeed... Few weeks back I was reading about random walk, coss toin experiment and the like, or rather how it applied to data transmission and...