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I always dreamt of a conversation on conspiracy theories about Mr President with an escort in Paris. It would be like in a motion picture, we could do that yeah. lol you people

With the HFTs hogging the spreads so much, the only escape is into higher time-frames and lower frequency trading. Sure that means less volume and those guys may as well be left playing with themselves, all alone with nobody to screw. It's a predatorial business but if you overkill the prey, you...

Actually he only forward tests it. G-bot is a kind of grid system, but only looks at specific ranges. It requires discretionary input. The user 'fullautotrading' never really backtested 1 year of data. However, he gave me permission to use his software and do it myself. It is apparent that...

It would be very interesting if somebody could perform a test for 1 year running only grids on a broadly diversified portfolio, like 100 instruments. I have a "hunch" that the results would be very good if the grid is lucky enough to auto-hedge at the right time and the right price for multiple...

Ok well, if you downloaded and used it (you need permission), you would see that you can analyze a strategy on a random price series. In fact it's the only way to really analyze strategies in that program. It will create random prices and give you series of analysis of how the algo would fare...

It depends on how you diversify risk. You can postpone it in time, for example by selling options or doing martingale trading. That way some have made, even relatively new to trading, around 20% per month only to blow it all up in one or two very short trades. The characteristics of the market...

I thought the iPhones sucked for a long time and resisted the whole Apple deal (i was into linux). Then I got one as a gift. Compared to Android phones, it has the small subtle differences that mean a lot to me. I'd hate to admit but i have to be objective - the crowd might be right, it's a very...

I see, you don't want to be seen advocating anything. Well, I have the data but I never used MT4, so I'm not even sure if there's a free version that would enable me to test it like that (with offline data). Is there? I might take the time. Anyway, I think it's almost a fact that grids work...

Interesting thread. Grids are for mean reversion really, just another method of doing that. Of course it will get killed after a while, that's why you need trend following strategies in your folio as well, that should be your second account. Too bad you don't want to backtest it, i'm not sure...

Nice job getting the data! mastertrader456 has a few good points. I'd also be interested in seeing the data. If you ever get a zip file link you can share, PM or e-mail me. Btw, in that CSV i didn't see anything resembling "market maker names" like you said in your original post. What do...

Take a look at G-Bot, seriously. Or lets do a simple thought experiment. Draw 2 horizontal lines on any chart somewhere in the vertical middle. Buy when it hits the lower line and sell when it hits the upper line. See how many trades you get, and average that on about a 1000 different charts...

I think he means Cost-Plus at IB. It depends on the volume you trade, but if using only limit orders (adding liquidity), you'll probably be well under $1. I'm not sure if the cost-plus has the same minimum though for a small number like 100 shares.

Nobody said anything, thankfully. I was just saying I had my reasons for saying that about indicators (and how they don't work in noise, thus confirming the effect) in case it was misunderstood, and since we agree, it would be interesting to also get an idea what path you took to reach the same...

I actually agree on most of what you said, I guess you misunderstood my tone. Except for the part where you say I'm wrong. :) In theory, with sufficient capital, it's very possible to extract profits from random prices. In fact, just recently I saw G-Bot on this very forum. It auto-develops...

So you'd say that the signal is a 20-day moving average? Or what is it? All we see is "the price", you can make out the signal only in hind-sight and then only partially, or if you had perfect information about the market participants like i already mentioned in my last post. Noise is...

I'm glad you find them interesting, but I also think they're relevant. This is because of the increasing volume of data I gathered for myself regarding indicator performance (if you want to use the silly word "prediction"). It seems to me, so far at least, that the only thing indicators can...

If you can tell me when a desk starts buying in order to hedge 3 different unrelated orders it holds from 1 day ago, please share that info. Usually that info is witheld from other market participants, so it's information alright - but only for the person who is hedging (possibly in the wrong...

I admire the effort, and the nail-biting shape of the equity curve that usually follows it, but also think they're making it harder than it has to be. Noise can be exploited on a single instrument obviously, it's just that the time series of such an equity curve is compressed tighter on a...

Yes it's irrelevant (mostly) on a single instrument, not on a portfolio. To capture the ranges of the noise, you need as large a portfolio as possible where hedging can be used. Price is more likely to oscillate than trend in many time-frames. On top of that, you balance the folio with...

Living in a noisy world has it's benefits, like extracting profits from a quasi-random walk chart. Nothing wrong with noise, imho.