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I am convinced you comment about backtesting without knowing the subject. :) You can backtest with tick data if you like but even with daily you can properly account for all OHLCVB and any fundamental factors you like.

In trading deep learning does not work or is even not applicable because price series properties are not fixed spatial but time variant.

TA may not be broken but in markets that only go up it has limited application.

About CTAs, terrible performance in a decade.

Some traders insist never to use any backtesting program that "calls home", even so a web based one unless you think you will never find any edge. In that case use anything free. It's not a matter of paranoia but IP protection.

I meant any skew.

I guess some of you know the news that Steven Cohen invested in Quantopian. I tried that platform before but i found documentation poor and lack of support. Then I noticed few reports of out-of-sample tests. Has anyone tried it and do you believe it is worthwhile to spend the time to get...

There is more. There are claims some people can predict movements a day in advance. Interesting read here.

Looks like finviz.com to me

Skew comes and goes.

Does quandl offer different ways of linking futures contracts? Another choice for futures: http://www.pinnacledata.com/

Yes, by just price for period 1. Use that. It works (in context.)

I have seen the strategy somewhere, it's very volatile.

Rebalancing and position sizing are two different things. Anyway, I agree: "Position sizing is an overrated conundrum." If you think about it free of "non trader" hype you will realize what it means.

Why would anyone want to remove trends? It is trends that make money.

You did not take statistics in college, did you? :)

Can you be more specific? Especially about risk management?

Interesting paper by Mike Harris http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2810170

The problem is not the lag but the fact that a moving average is a estimate of future price. All estimates have errors. The longer the MA the larger the error.

Looking forward to making some comparisons between standard, Cutlers and Harris variations of RSI. About the Price Action Lab software I know a hedge fund that runs about a dozen computer with it every day. The are pretty secretive about it but i figured out they are looking for micro patterns...