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    Walk Forward Optimization in Trading Algorithms

    Looks like a good place to start. Thanks for the tip.
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    Walk Forward Optimization in Trading Algorithms

    So we all know markets cycle. Identifying what cycle (RTM or Trending) we are in and using appropriate trading strategies is one part of the puzzle. The other piece to the trading puzzle is if you can you improve real time results by incorporating periodic walk forward optimization in your...
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    ES Journal Archive (2009 - 2010)

    Ammo is the resident degenerate gambler at the horse track filling out fake racing tickets after having lost it all years ago. The mini losers who only slowly lose pat him on the head and say good one ammo when he randomly picks a winning horse (broken clock syndrome). They need ammo so they...
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    running money - 35% a year

    Math scares coolweb. It is too tricky to incorporate in his scam. He is truly a horrible con artist though. Anyone who gives this guy money deserves to get taken. Even more so then those Nigerian e-mail ploys. He has contradicted himself on almost a consistent basis. makes me think he is...
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    running money - 35% a year

    Prove me wrong. Show me where you bought 300K. So far you showed I think 2.2K (before you removed the blotter) so you only have 297,800 shares left till your fantasy becomes reality. You really need to learn math before you become a competent conman.
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    running money - 35% a year

    ?? I thought you said you bought 300K?!?! I'm still waiting. LMAO... I have ABOUT 5 accounts. Wow!! You have sooo many accounts you don't even know. Sad.
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    running money - 35% a year

    Post a screenshot of your brokers statement showing your fills and I will never post again.
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    running money - 35% a year

    Please tell me you're kidding. Do you actually think this guy is trading with real money?!? He manages overnight risk by closing his eyes and remembering that his trades are imaginary... is that the type of advice you are looking for?
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    ES Journal Archive (2009 - 2010)

    In the past year the ES is up 72%. Have any of your studies/observations that you post on a daily basis pointed to anything bullish yet? If not is this not a cause for concern?
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    running money - 35% a year

    Yes. I like taking 10-20% over .3% as well. We have something in common.
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    running money - 35% a year

    Wow. That's some pretty quick trading for someone who makes 10 trades a year full time?!?! Is this your scalping persona leaking out. Remember a good conman must be consistent in the image they portray.
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    running money - 35% a year

    So everything you have and are saying is hypothetical... I had a feeling the numbers didn't make sense. Making 50K on 100K capital means you would be using 1 to 50 risk reward if you only risked 1% of capital. It's funny when people don't realize how outrageous their math really is. By the...
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    running money - 35% a year

    Here is what you have said: You risk 1% to make 7-15% so lets say you average 1 to 11 risk reward. Your targets are $80K-$200K so lets say $140K on average. That means you risk on average 13K on a trade. You also said you risk 1% of account equity on a trade. This means you...
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    running money - 35% a year

    You have been trading full time for 6 years and take one trade per month?!? Are you kidding? Also if your trading history is based upon 1 trade per month who in their right mind would invest with you without a statistically significant track record. Also who in their right mind would give...
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    Grinding it out, day after day

    Shreddog, I can tell English is your second language as you obviously misread some key grammatical concepts. My questions are related to my own experiences. I too thought my complex "discretionary trading" was impossible to automate. It turns out that anything we can see with our eyes... the...
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    Whats the point having a NASA like control center?

    +1000 I think many who haven't experienced don't understand what a luxury several big screens are when discretionary trading. But as you said it depends on the style... if more screens distracts you then you should use less. I started with one. Then I had to have two. Then three for all...
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    Grinding it out, day after day

    Lescor, If you found out that you could automate your strategy would you be happy or sad? Also, once you started making good consistent money how would you ensure that no broker, prop firm, etc. would flag your account and start to frontrun your orders thus eroding your edge?
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    what else in Amibroker shall I pay attention if I want to backtest futures?

    All my trading strategies are in Easy Language. I was looking at purchasing another piece of backesting software to verify my results. How hard is it to convert EasyLanguage to AFL? Do you just rewrite your strategies from scratch and if so how do you know you are comparing apples to apples?
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    ES Journal Archive (2009 - 2010)

    Nuclear holocaust may get it down there momentarily on a panic spike. But new highs would quickly follow.
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    ES Journal Archive (2009 - 2010)

    Sure... share the wealth. I got this code from a friend. http://www.bloomberg.com/apps/news?pid=20601087&sid=axYw_ykTBokE
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