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CTA, programmer and quant are three different jobs. I wonder what motivates a man to propose a programmer for the manager position of a fund...

I just calculated my N-bar win rate for N 1,2,3 for my real trading results (not simulated) and it is as follows: w = 74.12% w(1) = 39.1% day trades w(2) = 10.4% w(3) = 16.7% About 40% of my trades are winner day trades and the remaining 34% are winning position trades. This is an...

Why talking about s&r only? TA users are losers, everybody who has some real market trading experience knows that. Of course it is a nice subject to teach. Ther are also major loser organizations that issue certification for market technicians. The edge TA provides is so small that it cannot...

You can use the data I uploaded, from 01/2002 to 12/2005 for the initial period and then the remaining bars for the backtest. The open of next bar is more practical for order entry.

Let us make this a stop & reverse system. You go long when 5 > 30 and short when 30 < 5. No other stops. Simple system. For the purpose of being able to compare different approaches I suggest using this data file from 01/2002 for the Qs, daily data timeframe...

Real or simulated? If simulated, do not waste anyone's time.

I don't think you get the message (intraday) Bill is sending you. There is no point in doing stress tests with random systems. First you should try to find out if the edge is real. Then perform stress tests. The test your software does can provide a false sense of security. Moreover, simulating...

I think someone mentioned it already but it sounds like a bar-after-bar optimization method. Let us consider a simple moving average crossover system: SMA(5) > SMA(30). Can you provide a backtest of the performance of the system with Dakota in action?

Sure the universe revolves around Earth. If the Earth revolves around something then according to the principle of Relativity, that something revolves around Earth. what distinguishes motion in the absence of absolute space? get your facts straight...

I think the only difference you will get from using the simulator is an increased maximum possible drawdown by a factor of two as in this example: http://www.stocktradersbulletin.com/documents/articles.php?entry_id=1244494832 While I like the simulator, this is something you can do...

I downgraded India today from Holy Cow+ to Holy Cow-. So what? Learn how to spell sovereign before you spew crap facts.

Join the club. Most stock and futures brokers have become like fx bucket shops. I am sure you were turning a profit on the account. The desk was quite upset. I don't know about IB. The story in Sweden though with the automated robot and the conviction of the traders that beat it shows that this...

I agree. Sell off is around the corner.

Do you agree that the sooner the exits occur the better the trading system? or that trades should have about the same lifetime? This is what is argued in this blog post: http://www.priceactionlab.com/Blog/2010/11/n-bar-win-rate-of-trading-systems/

Whoever makes constant predictions becomes subject to the law of large numbers and he is no better than a fortune teller in New Orleans.

http://webuser.bus.umich.edu/kyuan/papers/lunar.pdf Go lunar...:)

People want to day trade they just don't have the money now cause the economy is bad. This is the real story. .

I repeat you egoistic fool. You confuse outcomes of probabilistic setups, random variables and values of random variables. You are a total, complete, cranked up moron. I repeat to you because you seem to lack basic comprehension skills. Trading has two outcomes, win or lose We define...

You seem to have too much of a big ego to admit your mistakes. You do not understand basic probabilioty theory, yet you want to give lessons to other people. Are you a moron or what? Your analysis in your links is totally flawed. I have no time to correct you. Read the Wikpedia article...

I think you do not understand probability theory. Actually, you are one of those who think they understand and this is more dangerous than not understanding and admitting it. You will certainly lose all your money one day if not already. So, in trading you have only two outcomes: win or loss...