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If you mean in terms of success, you are right. But are you going to be different in that respect?

It is possible with most backtesters. First you will need to filter the stocks according to cap and then backtest. If you want portfolio results Amibroker is a good and cheaply priced tool.

Position trading only. All else is either requires unique expertise or large investment.

Another signal website? Why not something original?

+1.

+1. "no money, no honey" Market is like a beautiful woman that dislikes stingy men.

The absolute minimum for EOD is 20-30 trades. This is what some statistics books say. For ID there should be way more. Mike Harris has proposed a formula for the number of trades N = 20 x Np, Np is the number of bars in timeframe of operation. For 1-min stock data this comes to about 7800...

Stat arb is for big pockets not for retail accounts.

I don't think anyone is forcing anybody to invest in risky securities. The 1980s was worse with junk bonds and then no Fed QE. The FED is just doing its job to keep unemployment from rising. It's the mandate they are interested in and stock market rise is a secondary effect.

Posters with multiple entries are always problematic. http://www.elitetrader.com/vb/showthread.php?s=&threadid=275960&perpage=6&pagenumber=1 As I said, this old and failed method of trend-following now turned to short term position trading by the OP does not work. One may cherry pick...

Posters with multiple entries are always problematic. http://www.elitetrader.com/vb/showthread.php?s=&threadid=275960&perpage=6&pagenumber=1

You post doesn't make any sense. If you have a smaller contract, 1/10 for example, then the commercial will buy x10. What is bad with that? it 's the same thing. It also allows for more hedging accuracy. Large contracts are designed so that small speculators lose fast to commercials through...

...and I said, if you read my post carefully, that the entry part is the easy one but the exit part is difficult. What type of exit do you use and if the backtest is so good and the system highly reliable why are you asking for help with the exits? Why don't you just use the exits of the...

Why not 57 or 52 or 63 days? Have you backtested the method? It doesn't sound like something that could work. If you can trend-follow it doesn't matter when you enter but when you exit. Anyone offering you an entry method is fooling you because the problem of trend-following is the exit and that...

Never adjust futures the same way you adjust stocks.

For fx you can try Metatrader. I don't think there is free data for stocks and futures.

You should learn more about data-snooping bias. With "randomly-generated algorithms" it is guaranteed that you will find a few to fool you http://www.fooledbyrandomness.com/ http://www.priceactionlab.com/Blog/2012/06/fooled-by-randomness-through-selection-bias/...

Good suggestion about avoiding 3x ETFs.

Excellent post.

Sound to me like a saturated market you are looking at with diminishing returns.