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That's exactly how I use Sharpe and PF, first things I look at when researching. If they don't meet my numbers then I know I'm wasting time going down the checklist. When I'm done with my checklist and have identified the Holy Grail, then I have to go through my code to find the...

Hmmm .... good question. Amibroker is awesome. It does everything I need plus a helluva lot more than I'll ever use. With the interface built-in for the IB datafeed, my monthly total operational cost for trading is $0. Do I recommend? Can't really say. This is very powerful and...

1) From my experience the results should at least breakeven when trading the other futures. Maybe some minor tweaks needed but it's a good indication of an over-optimized system. 3) I use Amibroker, automatically calculates the analysis stuff. 7) History does repeat itself. Yep, that...

Hi. Personally, I've had several systems fail on me in the past couple year so I've kinda learned like everyone else, from mistakes. I'm still learning but here's some generalities I've applied, at least to 1-3 minute timeframes. Maybe it will also give you a warmer feeling about what...

Started company .... Positives: the satisfaction from building something, the ultimate gamble, success and failures, the challenges, enjoyable work, retired early Negatives: high initial risk --jeff

I could tell some tales. But, there is this thing called the food chain. This guy's earnings are no secret. Think of his suppliers and their order cutbacks. Think of the sales representatives that didn't hit their numbers. Up and down the line purchasing agents are aware. This list...

One of my best ideas came from a coding mistake. Could be a new feature and not a bug. <g> --jeff

Back OT. One of the questions is reasons for failure in AT. I've attached a 3-D graph of my current system. Part of the system has 2 variables for optimization. 1st is a max GetTheHellOut Stop and the 2nd is a ProfitTarget. If I were to optimize the Stop for best case profit the...

Schweeet!!! Mine did good also ($1000.30). 27 trades, a little more than normal. Had some initial slippage issues and quickly changed to LMT orders in the program. Definitely see room for improvement. I'm not getting excited. My system has faults and fully expect to get bitten in...

Hi cohvi, good thread. Most of my effort is swing trading, but always searching for yet another intraday strategy. I've had 4 pretty good systems, automated. My definition of a system failure is the obvious, losing money, but in each case the early indicator was Max Consecutive losses on...

Ric, appreciate your intent. I'm pretty new here and saw the psychology section and posted this stuff in jest. My wife is sharp. Volunteers at a Hospice and helps with a Hepatitus C support group, we do what we can. That's why we had the heads-up with respect to VRTX. Also, no...

hehehe, good advice TruthTeller. Until I figure this out gonna go shopping at Nordstrom's then plan an awesome dinner. At my age it's starting to get damn tough looking sexy, but gotta try. --jeff

I'm lost, in bad need of a psychiatric couch. Spent all 2005, working my butt off trying to be successful at this stuff. Then one day my wife comes screaming in my office "BUY VRTX!!!!". I'm saying to myself, wtf is VRTX? I can't question her, there's serious ramifications...

Amen Steve. Looked like a good confrontational subject to get into, but a waste of energy. I'm an EE. What people better realize is were all trying to take each others money. Do not underestimate the sharp, early-retired geeks coming out of Silicon Valley with a lot of money and free...

I noticed the daily pivot was right below the A-down. Looked like a good setup for the A-down rejection off this support area. Just curious why you went short? Actually, I just looked at your numbers and your probably using a smaller opening range and looking to test that area? Congrats...

Winsum, good observation. From the book, the only thing I didn't really model was the late-day C-Up/Down. Your right, it was basically being a daytrader mentality and adversion to holding overnight. I'll revisit and thanks for the reminder. I'm still suspect of the A Up/Dn intraday...

Patoo, Assume, the following exhaustive iterations were done; - Fixed Profit/Stop Levels - Trailing Stops - SAR exits - Threshold levels - Opening range timeframes - Rubberband bounces off the levels Sorry, best case is breakeven that I could achieve. What did I miss? Ya wanna...

I saw this thread and ordered Fisher's book. Sounded interesting. Went ahead and programmed/optimized quite a bit of his stuff. Not impressed at all with the results, optimizations yielded zip. On some positive notes, the guy is entertaining, enjoyed the book. The narrow range pivot...