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Balh, blah, blah....endless drivel

Great point. Why does ET never result in anything actual just folks tradiing insults and pontificating? How about everyone taking one standard data set: 5 min S&P or whatever, for a defined time period, code you favorite indicators into an actual trading system and post the resutls here. Then...

W/L Ratio = Dollars won / (dolars won + Abs(Dollars Lost))

Which Forex pair? I use only bar OHLC EUR/JPY in a single time frame, no vol. or multi time frames and see a W/L ratio in excess of 85% which I view as successfully trading without volume, I guess.

There is a risk to asking academics about math and the market. 1) Their background is in systems with much different dynamics. Ex: number of cancer deaths over 20 years due to point source PVC pollution in drinking water supplies, etc. The market is a dynamic semi-chaotic feed back looped...

Don't know but a single system to trade all markets is an illusion or something one tries to do because they can't deal with the differences and individual personality of each market. Personally I have unique models for each market and even in most cases for long and short signals. The...

The issue here is not making a living but your mental health and your compulsion to destroy otherwise useful threads with your unresolved issues either real or just projected onto Jack Hardy. Jack's pretty strange himself and I don't know if anything he says has merit, nor do I care, as his...

Perhaps you and Jack could explore therapy for dysfunctional codependency together?

Could you work out your internal mental health issues on another thread? Many cities have public mental health services where you can see a therapist at no cost if you can't afford one. They can do wonders with obsessive/compulsive disorders these days. I know you been trying to deal with it. It...

Yes, it can.... it requires working n-dimensional hyperspace and non-linear mathematical processes. Solutions to problems almost always occur in a higher order of dimensionality then that in which the problem is stated.... otherwise the solution would be obvious and it would not be a problem or...

Mostly that's because these folks don't understand much about statistics or how to do Out of Sample testing, not because the method has a defect. To even start on the road to systems what will perform the same in real life you need to: 1) Develop metrics for market topology 2) Divide all...

Which is better? 1) Have a system explode with live money 2) Have the same sysem explode in OOS testing or in a demo account IME, if it is a bad system it WILL fail in both.

If you agree that the market is complex, why would you to use tools that are simple and dumbed down? A screw driver is a simple tool but sometimes one needs to consider that a power drill might deliver better quality in a home remodeling project.

The other question that seems to have little attention is what testing is done once a system is developed. Assuming one looks at some period of historical data to develop the concepts. rules and components of the system, how long does one test that design on some other set of previously...

Interesting chart...thanks. None of this is fast, simple or easy. I always have to laugh when people say look for one simple system design that work in all markets.

I always do until I have a series of statistical metrics for demo performance in relation to out of sample performance and then the same for live trading to OOS performance. More then one promising system architecture has failed in live trading due to fills not being would back testing would...

I'll probably know how or if it works in about a month. The computational complexity makes turning it on live a major task so I do extensive backtesting before taking that final step.

Thanks...I like that formula, as the funds are not in the market at the moment so current return is likely fairly minimal!

I hope to begin paper trading my own account in a couple of weeks and trading with live money after 50 to 60 paper trades if the metrics match out of sample testing. I don't want to go into exact characteristics except to say the gross W/L ratio in dollars is > 80% and the doubling time for...

Can anyone provide information or suggestions on where I can find information on the industry standards for fees paid to funds managers in hedge funds or just for generating trade signals for other people's money? Background: I'm a black box trading system developer. A small group with...