Search results

They mean the market makers. Internalization allows the shaking out.

Whoever is using 18 year old non-supported software is subjected to all errors in it. Try to see if 2000i will enter a new position on an exit bar of a previous position. I'm trying to find the article I read long ago but I can't as links are broken.

Then, for n = 10 shouldn't he do pivothi = hhv(preCl,9); otherwise he will be looking at 11 bars.

Probability distributions in the market are non-stationary, meaning that the statistics change with time as fat tail events occur.

In entryprice= MvgAvg(10 Bar, Close) you must put a lag other wise you are forward looking. entryprice= MvgAvg(10 Bar, Close, 1)

You could use tc2000 with your scan criteria for US stocks and that works also real-time but do you know the criteria that work best , Some programs I used in the past for pattern matching did a poor job because the matching was vague. I am not sure how they decide what is similar. That can hold...

Scary stuff. Probably some already using that. Einstein stuff says it is possible.

IB advisor account will do that automatically for you and for many accounts.

IMO it depends what you are trying to determine. Obviously you are not going to trade 1000 paths so the number is meaningless for that part. But you can use the average of the 1000 paths and the standard deviation to determine how you specific strategy ranks in that distribution, which is...

If you know how to program, then backetsting in a platform like Ninjatrader should be doable. If you want a simple way you can try Multicharts 4 and the easylanguage option. If you want to go beyond known candles and into more obscure formations with specific performance criteria then you can...

Just trade it to see if it works. If you know how to backtest it it is a good idea but the results won't tell you much. If the backtest is good the strategy may be perform bad in the future and is the backtesting is bad the strategy may work well in the future. But it is always a good idea to...

If I understand you correctly you have designed some systems based on historical data and you want to know how many trades are required to cross-validate their performance. Note that if market conditions develop not encountered before then the oos testing is useless. Even worse, if you go...

I see at least 56 patterns on that chart...:)

Start when you are sure you got something.

I remember a few years ago in a thread in tradingblox some people argued that random entries with appropriate stops technique turns out to be a very profitable method. Is this possible?

What about 90%? It sounds more real.

I see head and shoulders everywhere and in the local bar. :)

Intraday trends are noise. This means in the longer-term you lose.

Fatal? Do you mean UK markets no more?

Let you profit run = trend indicator as a target cut your losses short = fixed stop-loss anything else is for very sophisticated methods, either discretionary or mechanical.