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I'm a big fan of backtesting after having seen someone use it to design a *simple* trading strategy which operated more or less like a cash mint in the early 90's. After using backtesting on proprietary systems running on a 286!!!! (all night for a simple moving average with bands) and then...

Don't agree with you. Your take on the FX markets is really quite wrong - interbank dealing has always driven the IMM and the time period you speak of was kinda the "golden age" of FX trading where any moving average would net you about 300 million year in profits. Sorry if you got muscled out...

Does anyone have the data, time and inclination to correlate the dow from the 1970's with current dow to get a handle on possible effects of the current oil spike? I would imagine you would have to scale and compress the chart. I can't remember the exact dates of what happened (I was 6 at the...

Well, the first two indicate that you're a likable bloke, but is the first really a who song? The kinks song reveals your fun-loving and rebellious side. Van Tharp would probably suggest that while you tend to be a trend-follower (c.f. the who), you yearn to be contrarian (c.f. the kinks)...

I picked Amibroker R/T and so far am happy with the decision. I think the kicker is that the price is right and you can start developing your database immediately with free EOD data downloaded off the net, instead of having to pay for e-signal or tradestation while you develop your strategies...

What is it about the currency markets that makes it so easy to hide losses? Basically, its the forward rates and the valuation of longer options... implied volatility, being implied, is hard to pin down. For long-dated options, a little tweak one way or the other in either vol or interest...