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  1. M

    is resistance at the height of the bar or the candle wick?

    S&R could be anywhere. A candlestick is arbitrary and means nothing.
  2. M

    Is Walk-Forward (out of sample) testing simply an illusion?

    What are you talking about? Hypothetically sure, the best streagy for segment 1 can also be the best strategy for segment 2. However, it can also not be the best strategy aswell.
  3. M

    Is Walk-Forward (out of sample) testing simply an illusion?

    I'm here for trading related entertainment. -Segment 1 (70% or data) turns out to be based on a strong bull market, -Segment 2( 30% of data) turns out to be based on a rapid decline. -Segment 3 (100% of data) *we have a long only strategy *we are blinded and have no idea what the data...
  4. M

    A 2-3% Correction Could Wipe Out Most VIX Short Sellers

    Yeah sure, but Bob was responding to my comment about 'Long VX futures short VXX; suggeting that a high fequency arb strategy was the only way to stuture the trade. But It wouldn't be the same as trading the curve. VXX suffers some kind of time decay( not just from contango)
  5. M

    A 2-3% Correction Could Wipe Out Most VIX Short Sellers

    It wouldn't require being faster than larger players. Here's a practical retail example: http://jonathankinlay.com/2016/07/developing-volatility-carry-strategy/
  6. M

    A 2-3% Correction Could Wipe Out Most VIX Short Sellers

    Yes, but there is drag involved depending on contango or backwardation . VX futures could move 10%, VXX only 5%
  7. M

    A 2-3% Correction Could Wipe Out Most VIX Short Sellers

    What about long VIX futures, short VXX.
  8. M

    Is Walk-Forward (out of sample) testing simply an illusion?

    Sorry i'm not here to educate. There are many resources online that explain why your initial premise is wrong and how testing on Segment 3 is more prone to over fitting. The only time you would test over segment 3 is if you were planning to then isolate each segment( 1 & 2 ) and run...
  9. M

    Question....I'd like to hear what people would think is the most contrarían view right now

    Even Bulls are only cautiously optimistic at the moment. Most smarts seem to be advocating that the market is overbought. So the most contrarian view is something like- Dow to 30,000 with no more than a 5% correction.
  10. M

    Murray Ruggiero New Nasdaq System, Fully Disclosed

    -What period is "in sample", and what period is "out of sample" ? -Was optimization done across the whole data set, or only based on the in sample period? -Where are the Monte Carlo/ variance/ noise testing results? ( your max draw down result in based on one price distribution. This is...
  11. M

    Murray Ruggiero New Nasdaq System, Fully Disclosed

    Only 140 trades!? Where is in sample Vs out of sample?
  12. M

    Murray Ruggiero New Nasdaq System, Fully Disclosed

    Is this the holy grail ?
  13. M

    $1200 for iPhone 8!? I'm feeling gouged...

    lol. I can't take posts like this Seriously.
  14. M

    Sierra Chart bar recognition

    https://www.sierrachart.com/index.php?page=doc/StudyChartAlertsAndScanning.php I would be cautious using Unirenko bars in any automated strategy, because, of the way they are formed- what looks good on historical data, would have not been a possible entry in realtime( without big slippage). So...
  15. M

    Sierra Chart bar recognition

    Want is the chart type/ time frame/ symbol ? Do you just want to be alerted to an 8 tick reversal bar? If so, then you should be able to do that without even using ACSIL. However, you will need to use an "indicator" to achieve this, which is against your rules.
  16. M

    $1200 for iPhone 8!? I'm feeling gouged...

    2nd place is probably the One plus 5, that costs almost half the price of an Iphone 8 + The new apple chips appear to be much faster in multi threaded performance. However, for real world everyday use, there is no real noticeable difference- both are lighting fast. In 6 months time there...
  17. M

    $1200 for iPhone 8!? I'm feeling gouged...

    Starts from $900 in my country.
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