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I would suggest you backtest your theory. Simply trend following has no edge. It will appear to make you money when the market is mostly trending, but you will lose all of your profits and a bit more when you get whipsawed. If you alter your signals to attempt to avoid whipsaws then you will...

Assuming this contest was real, note that there is no way to view his "draw-up". Thus we have no way of knowing how far up a trade went before he managed to close it at a loss. This makes his real drawdown invisible, thus making it impossible to tell the minimum account size required to trade...

http://www.collective2.com/cgi-perl/systems.mpl?want=publicdetails&systemid=23645336&session=339337856661211279488880787119076 Just curious... -Raystonn

Veiling an insult through use of a thesaurus makes it no less of an insult. I would ask you to reexamine your motives for the creation and continuation of this thread, but I am sure you are already well aware of them. My hope is that others come to a realization. -Raystonn

Part of the problem with decoupling this from specific brokers is we have no common API for retrieving data and placing orders. We can define our own API for this and leave out the implementation, but that makes testing impossible without additional coding. My suggestion is to define such an...

Hello Baron. My suggestion would be to organize everything by target platform. Example platforms might be: Java, .Net (includes any language that can run in .Net, along with language restrictions imposed by .Net), C++ (no .Net restrictions, usually targets the native processor). I would also...

Any possibility that we could keep the thread titles of those threads in the politics and religion non-visible from the www.elitetrader.com/vb page? Even the titles are "not for the faint of heart". (I'd rather that whole area be eliminated altogether. It's off topic here and there are plenty...

Um, no. -Raystonn

Those would be the equity indices, but not the equity index futures. The ES, EMD, YM, and ER2 futures closed down for the day. Only the NQ closed up. -Raystonn

The original poster was forecasting that the major equity index futures would be down today (Monday). For the most part, this is true. He made no forecasts for your pet stocks. Why are you claiming the original poster to have been wrong? -Raystonn

Looking at daily bars: ES futures down 1.75 YM futures down 34 EMD futures down 2.70 SPY security down 0.19 What were you trading? -Raystonn

Does it matter? Create a few pairs of accounts. For each pair, choose an instrument and go long in one and short in the other. You will have one account that will make huge returns, offset by the others that will remain unreported. Accounts aren't nearly as relevant as net worth. -Raystonn

It should be obvious that the trading rules you are following when doing it manually are not the same as those you implemented in your automated strategy. My suggestion is to look over the trades made by the automated strategy and compare to your manual results. Look at the differences and fix...

Talk about a fat finger mistake... How about premium gasoline for $0.28 per gallon? It doesn't sound like any of those trades are going to be busted... http://www.cnn.com/video/player/player.html?url=/video/us/2007/03/22/kare.gas.price.mistake.cnn -Raystonn

If nearly half the world is expecting a tremendous bear run and nearly half the world is expecting a tremendous bull run, the wise man expects neither. -Raystonn

http://money.cnn.com/2007/03/14/technology/hpq/index.htm?cnn=yes ----- NEW YORK (CNNMoney.com) -- A state judge in California Wednesday dropped the charges against ex-Hewlett-Packard chair Patricia Dunn, who was accused of wire fraud in the company's boardroom spying scandal. Dunn...

Credit card rewards are usually capped. Most of the time you stop gaining rewards after the first $500 in purchases. -Raystonn

This should just serve as further proof that such contests judge who is luckiest, not who is best. Even if each person had a single portfolio, the winner of the contest will still be determined primarily by luck. Throw a hundred thousand monkeys into a prop shop and one will outperform the...

Tell me, what exactly do you mean by "programming a trading idea"? Do you mean a simplistic trading rule with just the basics of buy/sell logic, or do you mean a real system that handles flaws in data feeds and platforms, hardware and ISP failures, etc.? Trust me, the latter took a great...

Here is the same chart shown logarithmically, which is the proper format to show anything which grows exponentially like compound interest. Note that the red line is merely a line connecting the starting point to the ending point. It shows fairly well that we are near the average. -Raystonn