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Can you provide an example of a limit order you placed with IB for which there were fills past the limit price but you did not get a fill?

What is your track record? This is more important than fund formation. If you have a good track record some funds will open a sub-fund for you. If you don't have one chances are you will lose the money trying to learn.

05/02/2014: Signals Total: 100 Correct: 61 | Not correct: 39 If you do the math, the performance is negative. To start with, retailers cannot trade 100 signals. Then if the 39 not correct lost twice as much then this is a losing proposition. If someone offers 100 on the average per...

A trend is no longer trending when the big guys decide so. Since the small guys can never know when this will happen, instead of asking a question that has no answer they should try to find a way to minimize their losses when it happens.

Basically I agree with you in the case of counterparty agreements (futures, forex, derivatives, etc.) but this is not true for the stock market in general because of the longer-term winning bias. Stocks reflect equity stake in, hopefully, profitable businesses and move because of related...

I will make a long story short. I have a win 7 laptop and a win XP SP3 desktop which I am just replacing with a win 7 one. Two external 500MB USB flash drives. They worked perfectly in my XP desktop and I used them to backup data. But...after the last comprehensive XP update they both stop...

There is very high data-mining bias in such methods. See this for example.

Very good thread. Not that I agree with everything but I shouldn’t have to. No edge = no success or even disaster In the past 20 years I've met traders with a 90% win rate and traders with a 40% win rate. Both groups made tons of money, they lived in luxury, they bought yachts and...

Dom993, how do you identify these patterns/rules? Backtesting?

Excellent post, sounds like someone who has done his homework. Mike Harris in his blog shows how 2 pips of commission and slippage in EOD trading makes forex a 100% negative sum game unless one possesses an extraordinary edge. He also shows that when only1 pip is added for commission and...

Don't know about him but after today's rally more will quit TA.

Do you have any backtests of your methods? Easy nowadays to backtest for free.

OK now. You mentioned some outliers that made it big but what about those who lost everything? More importantly the guys you mentioned are not your normal trader but exploit opportunities that require big money. Soros went against the Bank of England and won. You won't do that thing with any...

FX/futures is strictly a zero-sum. You have to outsmart other players. In stocks you can get lucky because of high earnings or other good news or you can get screwed badly by unfavorable news and a 20% drop in a day is possible but in futures you rarely see that and in FX once in 20 years like...

If there is serial correlation of trades then this cannot apply because the CLT assumes i.i.d. samples. I know there are ways to relax the requirement but I am not sure how your calculations will change neither I have seen tables for that. Then "since time began" is very abstarct. Do you mean...

Risk measure depends on asset and timeframe. It is more of an abstract concept like "love", for example. It all depends. For long-term stock investors the annualized standard deviation of the portfolio is a good measure of risk. For bonds things are a bit more complicated and you have to use...

It is mainly called quantitative trading with the use of statistics and time series analysis. Decalog is one of the top blogs in this area. He uses mainly R in his analysis. Very knowledgeable guy. Ernie Chan has written several books and he is mainly doing reversion to the mean. In...

This is an established method. You will need to do some statistical analysis. See an example in this blog. Another way is to use a measure of probability like they do in this blog but the details are not clear. In the case of long positions for example you could slowly unload as the...

News like that create volatility. You should worry if they didn't. If your stops were wide enough you could have gained.

be be what? :)