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steve i am using excel for single market patterns. i tried several times to get the correlation search going, but it never paid off. instead i have build a little backtesting sheet and immediately test new features. i found this to be quicker than correlation analysis, most probably because i...

i think they have agood collection there: http://www.hussmanfunds.com peace

puddle when i saw your handle i thought this must be a strange guy, that will write strange posts. now you can see how misguiding a first impression can be. it is just one of your first posts and you already spread profound know how to the community. and you choose your words carefully. these...

i think this rather known as mathematical expectation or expectation value. edge is something different, non quantifiyable.

ups.

i think i have some minute data somewhere. interested?

another thing is the equity curve. for single market strategies i prefer small but stable wins to huge trades once in a while. and for short term patterns i want to be independent from the market's overall trend. another thing is the correlation between systems. i found it very tempting to...

my first criteria is sharpe ratio. single market figures of 0.7+ are worth a second look. i do not care too much about hit ratio and pay off - it is their combination that counts. for single market patterns i am using a ttest to determine whether the distribution of trades selected by my...

snake oil ping stupidity pong snake oil ping stupidity pong snake oil ping stupidity pong

banjo i like you. peace

but what can be so enlightening? nothing really tradingrelated, i mean not a strategy. more brokerage i guess.

nitro what are e-futures? sorry, that is probably an extremly stupid question. i read some books on the gita, which were quite confusing. i mean mercy, compassion and killing relatives do not easily go hand in hand with each other. and a god that inspires murder is - quite something to...

nitro you do not trade index futures profitably? 'always thought you did ... you are somehow engaged in eastern mystics? peace

it is not necessarily used in trend following context ...

hey. that was humour - best weapon 'gainst "them".

i like this famous question. my answer: god can do both. now the other way round: how do you interpret this answer? the real thing behind this is that at the level of god the difference between and ability and inability has dissolved.

babies grow up. use the ignore list. shut up yourself in time. choose the places you go and the words you say as if you were out with someone you adore. and if the one spits in your face - stand up, go and let her pay the bill. this board is a fine place, but, yes, there is some...

must be a nice guy. you are still having these fruitful conversations with him once in a while?

can anyone tell me the sharpe ratio of this strategy? real one, not the tradestation output. thnx.

i am not subscribed to active trader. can anyone be a little specific about the strategy - if that is not asking too much.