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If you go back though his many user-names (e.g. 'tsganngalt' for example), you will see he has played the dickhead on many other threads. Though he was surprisingly restrained this time.

I may be missing a point here, but it seems we assign some TA positive properties that other TA apparently lacks. For example, splines = good, moving averages = bad. Discarding the obvious mathematical advantages splines have what makes them any more a metric of anything worth measuring than a...

Interesting, I never thought about that before, but I guess since one has a precise equation for the spline it is easy to determine the first derivative, and therefore 'speed' of the mean. But how does one determine the 'speed' of the deviations? Edit: I suppose one could simply run a spline...

I concur.

Isn't the conclusion fairly obvious?

Are you sure you mean 'Natural cubic splines' not 'Smoothing Splines'?

Just at the local 'Harvey Norman' furniture store, sorry I have no idea what the make/model is.

I started in the middle of the high volatility at the end of last year, I thought 'this is easy' and then it all turned to shit on a dime about April this year, can't seem to make anything work, paper trade city.

I think you will find the expression is 'you're wrong'.

I'd be thinking about changing if it got to that point. My first attempts at automation where though IB and it was about as much fun as chinese water torture. Switched to another brokers FIX interface and it was like night and day, they even answer my questions like I'm not a complete pain in...

I don't really trade here, but this is where I do all my development work for my hosted ATS.

I also am in the same position, I constantly fight toying with the parameters of my automated system. The biggest temptation is to up the size prematurity, I continually find myself toying with this idea...and then I snap out of it.

Hi kiwiautotrader, I am also auto trading from NZ, after about 3-4 years work I'm getting mild profitability with long summer flat spots, but I'm getting there slowly. Anyway, I found the posts of EricP very helpful, between him and acrary I would think that there is enough information to a...

Thanks JackR, those would be my guesses as well, it's obviously over optimized in some way or another, otherwise all Wealthlab users would by rich and this is not the case to the best of my knowledge.

How is that Ed Seykota impersonation working out for you?

I did all the heavy load server stuff with C++/Postgres and the nice front end stuff using C#. The C++ back end cross complies to Windows or Unix with the only difference being the daemon/service abstraction, I currently run it on Unix. Unless your front end absolutely has to run on Mac or Unix...

I figured that, so their paper trading is invalid?

Some of the strategies on that page seem to have done enormously well according to the metrics on the page, what is the catch?

God I hope so, it's maddening! Day after day the volatility drops.

This is the first time I have traded continuously though the year, I never noticed how much the volumes drop off in the American summer. Does the same thing happen in futures?