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Because the HA Open and HA Close are not the real open and real close. This will create unrealistic trading prices on systems that enter orders at the "open" of the next bar. You need to overlay an actual OHLC price series on top of the HA price series to track the actual price.

They use Heiken-Ashi OHLC, which will change the indicator values. This makes backtesting with HA charts very complicated.

Read the book The Goal. That will give you a framework. Then study W. Edwards Deming and the Toyota Production System for the details.

As far as I know, there are no funds on IB which have front-end loads. There is an IB Rep on here, so hopefully he can confirm.

Yes, they are called "load waived" funds.

Open an interactive brokers account and run hoadley's options tools on top of it. hoadley.net.

It looks like E*TRADE is trying to make a run at ThinkorSwim with its buying OptionsHouse. How does OptionsHouse compare to TOS? What about E*TRADE Activetrader Pro? Does anyone think they can build something that is better than TOS? I don't have an account at either company. Just curious to...

Tradingview has a free backtest engine that you can use for simple strategies on individual securities/contracts. However, you need to adjust for transaction costs and slippage, and futures contracts are not backadjusted (which throws off long-term results). But...it's good for getting a result...

I second the recommendation for the Pattern Site. He pretty much covers everything. I specifically remember seeing a detailed analysis of the Adam and Eve setup. (And the 90's HTML is awesome!) http://thepatternsite.com/index.html

It looks like a mean reversion system. Lots of small wins and a few very large losses. I've seen lots of stochastic/RSI/oscillator/BBand overbought/oversold systems with stats like this in rangebound markets, then the equity curve falls off a cliff in a strong trend.

I would estimate that the majority of Commodity Trading Advisors (CTAs) like AHL use "techinical analysis," although it is much more model/quant driven. These guys don't stare at charts and look for double bottoms, cup and handles or Elliot Wave patterns, they model and test price movements...

Interactive Brokers has a paper trading account. I don't think it needs to be funded, but you do need to sign up. https://www.interactivebrokers.com/en/software/am/am/manageaccount/papertradingaccount.htm Edit: After reading the fine print, you DO need a funded account.

Still double commission? (one commission per leg per side?)

Exactly. The holder of the future doesn't directly earn the coupon. The coupon return is embedded in the roll from one contract to the next. Are you having trouble stitching all the historical contracts together? A lot of futures data vendors (CSI, Pinnacle) will back-adjust the series for you.

The great thing about these debates is that you don't even need to make a side bet - you trade your beliefs and s/he trades his/hers, and after a certain amount of trades, you can compare P/L! Now, if you aren't trading live yet, and trying to develop a strategy, then maybe it's worth arguing...

5/10 cross seems a little too short. The chop may erode your profits from the trends, because a 5/10 cross may not be long enough to allow the trend to "breathe." (Unless you have a separate exit rule). tradingview.com has a rudimentary backtesting system that lets you vary parameters for a MA...

Portfolio123 is the gold standard for non-pro software. It uses the Compustat database, includes discontinued tickers (very important) and is amazingly flexible. They offer a 30 day free trial.

From my research on the different flavors of wheat, KC Wheat (KE) normally trades at a $0.20-$0.50/bushel premium to Chicago Wheat (ZW), due to its higher protein content. It looks like the spread has turned sharply negative, and has been negative through two contract rolls. KEZ15/ZWZ15 is now...

Not sure how far back it goes, but Dukascopy has a pretty good database. I think you just have to register. https://www.dukascopy.com/swiss/english/marketwatch/historical/

What are the ratios that make the chart look like your PDF attachment (i.e. $ per cwt)? I'd like to track this on barchart. Great thread! It's like I'm not on ET but some fantasyland where people are nice to each other and present interesting trades!