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Thanks for the info. Great!

Thanks Kevin, you are technically correct. The data for QQQ prior to inception of the fund were provided to vendors by the company based on extrapolations but you are correct, they do not present actual trades. I have repeated the study using SPY data since inception. I used an in-sample from...

Hi, very interesting. Would you mind sharing with us how you execute the carry trades, what pairs were involved and what broker you use?

I start a new thread to hopefully discuss some results I get from APS and ideas for better testing. The procedure I follow is: 1. I use two historical data files, the in-sample and the out-of-sample. 2. I run an APS search in the in-sample 3. I test the patterns in the out-of-sample using...

You are now on ignore.

I have been working on a few position trading systems for forex and I am looking for a retail broker other than IB to test them real-time with a mini account. Any suggestions? I know most are scams but there must be a few good around with a functional platform that does not freeze during fast...

I'm not saying I would trade this system. Actually, its Sharpe ratio is below 1 depending on how you do position sizing. What I said is that its performance was better than the equally weighted bars and based only on that criterion it was better than chance. As you know, one can assume chance in...

Code7, You actually made 3 comments. - About the number of trades. I allowed multiple entries for each pattern. This is why the number if greater. Harris allows multple pattern entries but not multiple entries for each patterns. This IMO is based on a certain philosophy about treating...

intradaybill cannot backtest correctly and code7 is a stupid geek. This APS thing was so intriguing to me that I spent the money to get a license and I do not regret it. First thing I did was to try to replicated intradaybill's APS results for QQQQ and then try to replicate code7's claims. My...

HI imbecile. Here are two selection of trades for R:R = 1: (1) L L L L L L L L (L = Loss) (2) W W W W W W W W W W W W ( W = Win) The average success rate is 60% which selection (system) do you prefer? (1) or (2)? How can you be such an imbecile. It is really horrible to...

Printing causes inflation. The net effect on borrowing ability and interest rates is similar.

How large? Can you give the number of trades? Or are you just speculating that this is the case?

Don't worry. Obsession will deal with you.

The trade-weighted PF is around 1.29 based on my calculations from the figure. It can be much higher if you use the various patterns with some clever money management. Which random set of all possible random sets? You can find a random set that outperforms any system and one that...

Stay away from mean reversion unless you are seeking a place in "mean-reversion graveyard". markets can refuse to mean-revert longer than you can stay solvent.

You don't get it. HF creates virtual liquidity until a dummy bites the bate and gets ripped off.

Why kill the cow with regulation? All you need is good enforcement of existing laws.

The more you talk the more you get exposed...

Intraday trading percent risk per trade for me is 0.1%. 2% is way to high. A low level of percent risk demands a large bankroll most intraday traders do not have and as a consequence they fail. It is as simple as that.

I think you are both doing the same thing. I would by the way trade only those patterns with the highest number of past trades and a high enough hit rate.