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  1. dtrader98

    Any machine learning trading system with adaptive parameters?

    Depending on your level of comfort; apps like R and Python are common. You can look around Quantopian and start by cloning others. There was a lot of good online learning development shared there.
  2. dtrader98

    Any machine learning trading system with adaptive parameters?

    I don't see much difficulty in coding for daily changes (other than increased computational time maybe). I also think OP (schizo) has some good modern ideas -- there are already a lot of existing approaches with dynamic adaptation in mind. It really is a bit archaic to only optimize over one...
  3. dtrader98

    Aronson's Bogus Trading Tests

    Some might be interested to listen to this very recent interview with Aronson... http://bettersystemtrader.com/028-david-aronson/ My takeaway is that he does believe there is merit in TA (in fact, he is still currently using TA based features in his methodologies), however, he also believes...
  4. dtrader98

    Aronson's Bogus Trading Tests

    Right. Ok. I guess you'd have to have the book to follow the methodology closer to what I'm seeing. But flipping back through the end, there are three categories representing major themes of TA 1) trends 2) extremes and transitions 3) divergence. I can understand and agree if you think those...
  5. dtrader98

    Aronson's Bogus Trading Tests

    I don't know how you arrived at that comment. How is binary a code for stop-and-reverse SAR? My understanding is that binary buy/sell rules simply means a set of indicator and/or signal logic based rule outputs that are comprised of two (binary) states: buy and sell. Those signals could be...
  6. dtrader98

    What sort of mathematics does Jim Simons use for his hedge fund?

    @helpme_please. I would just start by familiarizing yourself with basic probability and statistics and things like conditional probability. Next, learn to code these concepts applied towards finance. Beyond that, no-one can really guide you to the exact math he uses, as the secrets are mostly...
  7. dtrader98

    Is their a Site to BackTesting effect of VIX on Assets/ETFs

    I had R up and I recommend the language highly for this type of study. I realize you are looking for a site to do it in a very easy manner; I'm not aware of one. In your case, you might want to start out just trying to do the exercise in excel (spreadsheet)... it is easier to start out and...
  8. dtrader98

    Hedge Funds Shut as Managers Struggle in Year of Two Percent Returns

    Right, but everything looks easy in hindsight. The problem is looking forward. A fund could follow the same rule for the next year and not have the same luck.
  9. dtrader98

    0nly 4 times in 20 years!!! s$p closes above 5Day mov. avg 20 days in a row

    If anything, historical behavior looks short-term bullish against that conditional event. And here's S&P500 (^GSPC) since 50s... not quite as anomalous or recent a phenomenon as OP/article is promulgating.
  10. dtrader98

    (Renaissance ) Why Are These Hedge Fund Kingpins Dumping Millions Into the Midterms?

    http://www.motherjones.com/politics/2014/10/hedge-fund-taxes-superpacs-election-renaissance
  11. dtrader98

    Backtesting time period

    Some of you are focusing way too much on the statistics, without really seeing the forest from the trees. If you have only a small subset of data, there is no reason to believe the same conditions will necessarily persist on a new small subset of data. Market properties change a lot, and...
  12. dtrader98

    Head and Shoulders -> brain seeing what it wants to see?

    I get that you are commenting on the selection bias trap, but why did you then only display chart patterns with favorable outcomes? Why not post a sample of hundreds of the patterns you find with hs top, regardless of whether the outcome is favorable or not. Then possibly aggregate those...
  13. dtrader98

    Tom Demark Sequential Indicator

    Might be of interest to this thread. Lissandrin, M. (2014). Statistical Testing of DeMark Indicators in Commodity Futures Markets (Master's Thesis)
  14. dtrader98

    question about weekly MA vs daily MA

    You shouldn't 'technically' expect to get exact results by scaling, as you are using a different set of data points to construct each indicator (i.e. daily data on one, weekly another).
  15. dtrader98

    Computer won't start up all of a sudden...

    Not likely PSU, as you are getting lights and fans. I would go with video card. Can swap out video card to test it. Swap monitors as well (as was mentioned) -- if both monitors fail, more confirmation it is video card.
  16. dtrader98

    [Historical data] for R

    Download the library package quantmod. install.packages("quantmod") then do , for example library(quantmod) getSymbols("MSFT",from ="1990-01-01",to="2014-08-28") head(MSFT) will show the first set of rows. Good Luck. P.s. Check some of the Oreilly books are good for beginning, e.g. " R...
  17. dtrader98

    I need an alternative to Excel for backtesting

    I would give a huge vote to R. It's possible to transition to VBA/VB to leverage your spreadsheet skills, but learning R might be easier and a better investment of time. If programming is not your cup of tea, you could also save hours of learning by trying to develop ideas around a solid...
  18. dtrader98

    New look of ET

    Nice suggestion on the upgrade - but, did not work. However, I did some research and found a solution.:) For firefox/waterfox users: Tools > Options > Content : Fonts & Colors > Advanced: [X] "Allow pages to choose their own fonts, instead of my selections above." hope it helps anyone with...
  19. dtrader98

    New look of ET

    If that is intended to solve the phantom icon issue, not sure why it is easy. I am using win 7.0 here, so it doesn't apply. The only thing that does work for me is the windows based browser. So anyone with concrete suggestions on workaround for latest firefox/waterfox are appreciated.
  20. dtrader98

    New look of ET

    I have odd looking icons/fonts? everywhere. Anyone know how to correct that? Waterfox ver 26.0, Win 7.0 here. ... seems to be ok on windows explorer (which I rarely use).
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