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Can anyone explain how to do multi-system backtesting in amibroker for same symbol? I can't figure that out.

If you have an idea which you think is very special then it may worth the time and effort, even to learn a computer language. Otherwise, I agree with you. Many traders use software that synthesizes trading systems from data and offers several options for minimizing data-mining bias. Examples are...

You cannot prove that all swans are white by pointing to a white swan. This you must have learned in high school. After you understand this you must modify your statement to: Indication that technicals/ charts worked in a particular case of -- SINA Now, the burden of proof is on you to...

This is called hindsight.:)

Turtle system is for trend followers and trend-following has been doing terribly since volatility increased and markets show larger swings than in the 1980s when the method was developed. The majority of CTAs that use the turtle system of its many variations have not been able to make decent...

My friend who works in IT told me once that trading software business is in trouble because of open source source software, free software from brokers and exponential growth of piracy. David Aronson is giving away his tssb software for free and hopes to make money from users that require...

Your question is not clear because of bad English probably (even worse than mine :) ) All types of trading involve risk. You have complete control over your risk. If you want no risk you stay flat for example.

Not academic - very practical question. See this for example. I do not agree with everything but it is a good start.

TA is definitely a scam like the zodiacs. But quantitative trading is not and I am convinced after following the posts in the price action lab blog. .Read the post "New warning signs" just one day before the correction started. Quant trading can uncover edges but it takes a lot of hard work...

Ernie Chan is doing institutional trading, big money. This is the reason he is looking at statarb. Retail traders do not qualify other than a few exceptions. There are better blogs for retail traders with very good analysis. Here are two I follow and their methodology is more suitable for the...

You will be here after 3 years asking the same question. When you are convinced the bubble will never burst then it will.:)

When bonds lose money (yields go up) the FED can buy then cheaper and withdraw them from the market. The only bankrupt will be the idiots that bought them for 1% yield.

You mean that slope is an invariant?

Thanks for the examples.

Use anything that suits you. :)

If there is a trend then buy a hold and possibly pyramid if you are brave. If there is no trend stay out. This is how big money is made. All else, including pseudo-predictive indicators, mean-reversion, pairs trading, statistical arbitrage and so on is for suckers.

Statarb needs a lot of money to work. Momentum trading you can do with $100. As far as the blogger mentioned I was never able to make anything useful out of this posts. Maybe he knows but his seminars are for newbies. I tried once to use his concept of Kelly ratio for estimating leverage and the...

Forget how it is created and just make money.

Slope based on what scale? By zooming on the chart the slope changes.

sp500 is on an uptrend in that period. How many short positions has your system generated and what was their pf and win rate?