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I'd have plenty of things to say or to ask about in this conversation, but I have one question to you MAESTRO: d'you happen to be Nassim Taleb, by any "chance"? (pun intended ^^) If you aren't Taleb, then you must have read, re-read, and then read again his book "Fooled by Randomness"...

I guess I concur with most of what you're saying here. In fact it's not much in contradiction to what I posted earlier, to which you initially sounded quite "contrarian". It appears you're not _that_ contrarian. :) Though I persist in thinking that more often that not, in specific moments...

MAESTRO, with such a pseudo you must be a master in all things therefore I shall not dare contradict your superior sayings. :D More seriously though, you're not answering my point about specific "patterns" (eg double/triple tops) that do repeat over and over (sometimes down to a single tick...

What is the probability that the "random walk" of index/stock/futures prices is just that, "random", i.e. 100% random, 100% of the time? IMHO: 0 - null, zero. :) Why? Because it's the result of interaction between human beings, or programs written by human beings. And human beings...

Yeah, and it's called the EMA20. :D Ok, long gone... => =>

Not only do different Markets behave differently, but more over one single Market does behave differently over time... Therefore a single System would have quite a hard time being successfull on ALL Markets at ALL time! With that said, one could think of it the other way around: a...

Seems to me on the topic of trading systems that, just like it is safe to have uncorrelated instruments/stocks/... in one's portfolio to mitigate risks and reduce volatility, wouldn't it be safer to have several, uncorrelated trading *systems* available, running every day on live data and...

Whisky, I guess one can always find a counter argument, and that's fine. As far as running robust enough and fast simulations, MT is by and large a RNG of choice. Plus it's largely available. Btw the scientist you refer to apparently has yet to prove that his RNG is indeed way better and...

I don't think so, matter of fact here's a couple of abstracts: in trading simulation we couldn't care less about cryptography. In fact a RNG algo tweaked towards cryptography is most probably not the most efficient for our purpose (randomness vs execution speed). and finally, most...

You will have to prove to yourself and others that your suggestions bring in at least 1 tic per day on average extra profit over the original method rules. Other than that :D : actually, the Mersenne Twister RNG (which is very high quality while quite speedy) is implemented in the PHP...

To close on the previous prolonged debate in a graphical manner, I just wrote some (php) code to simulate the evolution of an Equity Curve over 100 trades on an ever increasing index futures when a coin toss gets in the picture to decide whether to Buy or Sell, and ran the simulation of 100...

AyeYo, it seems like you're confusing two issues. It is true that on average the up days are up by a larger amount than the down days. HOWEVER - you kinda skip the fact that you could very well be LOSING on an UP day and winning on a down day (and vice versa of course). In that case...

yeah, tell that to those who lost EVERYTHING because all their savings were located in a fund linked to Madoff...

Hey All! my first post here, after countless hours of reading, enjoying, learning, and laughing at times. In answer to Mike's post below: at first look at the numbers an obvious "YES" comes to mind. Wayyy to obvious. :D On second thoughts, and that's probably what you were aiming...