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xiaodre -- Definitely food for thought, though volume makes the problem two dimensional. In my extremely humble and inexperienced opinion, I have found that generally, volume information can generally be extrapolated by examining the rate of change of price. cd23 -- I cannot thank you enough...

Assume my price curve is my simple moving average -- this is a position curve. Assume my trend (velocity) is the first derivative of this curve. Given that mass is nonsensical when discussing 'price', we simply assume unit mass (m=1). Momentum therefore is: p = mv = v To find the...

Ironically, my system was designed with emotion in mind. People, emotionally, tend to be herd followers. We tend to get involved with herd-think and just follow the pack. Hence why the system was meant to be a primitive trend following mechanism. But as PTF pointed out, parabolic movements...

Instead of making this system more complicated, perhaps it makes sense to pair it with a system, similar to what you were talking about, that fades parabolic moves. Theoretically, range of price movement stays within 3 std deviations of the historic average for the last 50 periods, then it...

Interesting. Very interesting. I still feel that there is a strong method to be found in flowing in and out as momentum changes. However, I think you are right -- once it goes parabolic, it should be faded. Without making the system more complicated by adding a 'length of current momentum'...

Theoretically, yes, I do buy more as the price goes more parabolic. I would normally consider this a dangerous strategy if it were not for the fact that I have the fault system that exits me from ALL trades if the price suddenly falls out of the trading range. Perhaps a more effective...

This is my first trading system ever -- I have only worked with investing systems before this. I have yet to back test it -- mainly because I am on a Mac at the moment and do not have the software. I wanted to get some input before I went forward and back tested it. The system is based on...

RhinoTrader -- the 'updated' databases are actually a big concern for back testing. There are a few places that do offer non-altered historical databases, though -- which is necessary for realistic back testing. I was lucky enough to get my hands on one this summer. Anyway, thanks for the...

As I said, I do use both. I use fundamentals to identify my targets, then technicals to confirm my analysis. No matter what you think the price should be, price movement will always determine the value of your investment. I have spoken to representatives for both CompuStat and Factset...

It seems to me that all discussions around mechanical systems tend to strictly revolve around technical systems. Not only are they strictly technical, but often the parameters used exist only for the shortest of time periods before being invalidated by the next set. I sometimes wonder if...

Sorry, you aren't so important as I stalk your every post and hang off your every word. And in my opinion, they are currently a better economic alternative than many of the 'alternative' energies. With an entire industry and pipeline already in place, it is much easier to change the source...

Was it the Tesla Roadster? http://www.teslamotors.com/

I never really understood the peak oil gloom and doomers either. There is plenty of oil in Canada and the US. Getting it isn't easy ... but it is there. But even if we ignored those ... why does everyone discount deep-sea drilling? Over 99% of the ocean floor has never even been seen...

I think you misunderstood what I meant. Most of the time it isn't the language that is slower -- it is the programmer. If you test silly things like 10000000 iteration for loops, then C will win in speed, hands down. But those are contrived examples. What people fail to realize, and...

Typically you set your NN's 'predictive' or 'sorting' capability to be the fitness function, and the weights of the edges to be the genes. Things get a bit hairy, however, if you have chosen the wrong sigma functions, or the wrong number of hidden layers. You could indeed figure out a way to...

You just really are not understanding what I am saying. TWS has a C++ API. The original poster is more comfortable in C. Why, oh why, would he want to write it in Java then? Now, if this application were tens, or hundreds, of thousands of lines long, then programmer efficiency and...

When did I ever say that? I, personally, don't enjoy programming in Java. I don't like being forced into OOP practices and standards -- I like to choose my own paradigms when designing my solutions. But this isn't a language war, which you don't seem to understand. This is a programmer...

Because it's only one class in your entire platform. If you are comfortable writing a socket implementation in your language of choice, the rest of your development will most likely go a lot smoother than if you had to write the rest in a language you were not comfortable with. And if you...

In applications that require high performance (high throughput, et cetera), the algorithm will always trump the language choice. C will be slower than Java if you implement the solution inefficiently. Knowing the paradigms available in a certain language will help you write the most...

I think to compare modern day headlines to the manias described in that book is a bit of a stretch. Even to compare it just to the financial manias (which were tame compared to the rest) would be a stretch. However, stock_trad3r's hubris is right on line with the characters in the book.