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You don't get it. You defined a trade entry condition, one half of a system. All you have to do is define an exit condition and optimize for stop loss and take profit prices.

I should also point out that prior to February of this year, silver was always a buy. What we are seeing now is a new paradigm here you don't just want to buy and hold. Which is too much like marriage.

I made another improvement to the presentation to make it more attractive to the credulous. The decision scale now runs from 0 to 100, with 100 being sell. Currently I have buy set at 72.75. Silver is still cheap, Dear. Later it will be dear, Cheap. Updated chart attached. When I quit posting...

Nivver seed 'at afore. (Ah'm a brushin' up own ma 'Plachan English far a trip home.) That is a totally bizarre notion to me. When I write algorithms there are only two conditions: the pattern is thar, or 't'ain't. It would never occur to me to define the absence of signal as noise. En fait, I am...

So a price pattern is signal if it's tradeable and noise if it's not? Jist made a bit 'a poke salat. Moughtn't be long far t'is wurld if'n ah dun it rong.

In what currency?

I have a mite of a background in digital signal processing. The best engineering solution for measuring and predicting signal in a noisy environment is the Kalman filter. The theory recognizes two sources of noise: noise in the measurement process itself and noise in the signal being measured...

I repeat, what variables do we need? (Murray, don't bother, this horse is dead.)

Interesting. But, shit, if I had a mil in cash I sure as shit wouldn't be trading. I be on a warm beach summers with a Hurricane IV getting my second blowjob of the morning. I don't care what the brave new world is, it is perfectly oblivious that the same old shit still goes down every day in...

Apropos that we are approaching a retrace to the open. Stumbled and fumbled past all those Fibs and Dows Blowinski doesn't believe in.

Hadda pop a bobcat inna ass t'other day. Nayber hadda pop a cougar. Wife says we shud feedum. Feedum whut, ah sez, yer dam cat?

Don! Down! Down!

Thank you, Sam and Sara, I listen to classical music while I watch the market, trade or code.

As a reminder, here is the code structure: //retrace to open system structure //variable declarations //function declarations //set up chart parameters //backtesting code { //determine the time //initialize variables //establish trade day validity //test for time window {...

I have never tried it, not being an Excel wizard. The thought of the sheet sizes required is daunting. Interesting that you need to measure noise, whatever that is. I never found that to be helpfool.

Sorry, forgot to answer the last question. The time period is one minute. The data is EasySignal OHLC. No volume or market internals or anything else. As much data as ET thinks I should. EasySignal's data goes further back than I usually care to test.

And as for you, your + only means that you can't think for yourself and have nothing ora-ginal to add.

Perhaps I should concede something so we can get past it: yes, I am an arrogant prick full of overweening pride who is not nearly as smart as he thinks he is. And yes, I am using a slow old laptop running decade-old softaware on a thirty-year-old paradigm. That conceded, let us define our...

Guess I'll just crawl in a hole and die, then. But before I do, let me suggest that humans code the strategy generators. And they are IMO unlikely to be looking for the absurd, the ridiculous. Also let me add that there are not hundreds of strategies to be found. So I guess those strategy...

This whole thread reminds me of a friend who once told me "I tried for years to learn to play guitar and could never get any good at it." One is amazed therefore that there are virtuoso guitarists.