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Trending = yes when ADX(N) is greater than f(N), please give me the formula for f(N) BigBubba has supplied one answer: f(N) = ADX(N)[1], the prior bar's value of ADX(N). I will supply another answer: f(N) = 25 BigBubba is saying that trending = yes when ADX(N) is rising. For all N...

Here is the equity curve. On November 3, 1997, the CME changed the S&P futures contract specs. Before then, the big point value was $500 per point and the minimum price movement ("tick") was 0.05. Afterwards, the big point value was $250 per point and the minimum price movement ("tick") was...

Here is Joe Krutsinger's "Buy Monday" system dated October 3, 1993:If @DayOfWeek(0)=5 then buy tomorrow at market with ExitOnCloseOfEntryBar=True [img=http://img214.imageshack.us/img214/8238/krutbz7.jpg]

Nope. Your first part "x" is correct but your second part "what to do with x each bar" is incorrect. Try it out with pencil and paper and you'll see what you did wrong. For example assume the price bars you are working with, have the following Close prices: 32, 33, 34, 35, 36, 37. Pretty...

Eggs futures: http://tinyurl.com/3785gv

Same thing is in Perry Kaufman's boook Smarter Trading. He calls it the Efficiency Ratio. Have a look at the Google Books archive of that specific page: http://tinyurl.com/2mj5nv (last paragraph)

Perhaps you would gain additional insight from drawing a Venn Diagram. Useful sets to represent on the diagram might includeThe set of all trading ideas The set of all good trading ideas The set of all trading ideas that can be represented in computer code The set of all trading ideas that...

Trade futures on the yen or on the dollar. http://www.cme.com/edu/fx/index.html To short $1M worth of Yen, call your futures broker and say "Sell 8 contracts of September CME Japanese Yen at the market price." To short $1M worth of US Dollars (against a trade weighted basket of non US...

All markets trend ... ... ... but they only trend some of the time. A different approach is to say "I'm going to develop a NOUN-based system, but only take trades when the market is obviously in a NOUN. When the market is not in a NOUN, I'm going to stay out. Perhaps for many many bars...

You'll have to ask CSI. They seem not to carry data series for any of the products on that particular exchange: http://www.csidata.com/factsheets/commod.pdf

I recommend you find a way to convince yourself that your results from random testing are stable and repeatable. (Convince yourself that the answer to the question "Have I simulated enough random trades" is a resounding Yes). Here is one way to go about the task. Doubtless you can think of...

Measuring the benefits of an Entry signal, in isolation. Chuck LeBeau suggests making a "system" with your entry signal and a time-based exit. Exit the position at market on the open, N bars after entry. Then simply measure the Winning Percentage. Coin flipping will give Winning Percentage...

No, CSI's Factsheet shows the 1-year average of Total Volume. Total Volume is the sum of all trading volume of all contracts, both front-month and back-month(s). You'll have to visit the websites of the various exchanges and download recent daily volume data for individual contract months...

The Market Factsheet from CSI Unfair Advantage says: And that's just the futures. There are also the forwards, such as are traded at the LME.

I just bought the Samsung Syncmaster 244T and love it. It's got 11% more pixels than the 245 (1920x1200 vs 1920x1080) and a whole lot of different pluggie-innie ways to hook it up. Plus it's brighter (500 candelas vs 400). Customer reviews on lots of websites are quite good too.

What is different about that heavy-winning machine? Nothing. The machines are all identical.

A test metric that factors out the underlying hardware: http://www.tradingblox.com/forum/viewtopic.php?p=24458&highlight=clock%2A+ghz#24458 Look for the character string "27"

That's an approximation formula for the cumulative normal distribution; number 26.2.17 in Abramowitz and Stegun. You may want to try some of A&S's other formulae and their error bounds.

Presumably you have simulated this; what do the simulations say? More position sizing ideas to try out in simulation:Always trade whichever is larger: FF position size, or FR position size Always trade whichever is smaller: FF size or FR size Average together the FF size and the FR size...

Maybe a shift to a different trading approach might be in order. Doctor it hurts when I do this. Then don't do that.