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AFL is tough to learn. Its an array based language so its completely different from EL. I end up rewriting the strategies from scratch, but, once you learn AFL its a more concise language than EasyLanguage. Checking trades in your backtest report is a way to check for integrity, but, using...

I've been a TS user since 2004. The autotrading is top-notch but the platform suffers from some major drawbacks, especially when using multiple data streams. I generate all my orders using TS BTW and route them to IB. The backtesting as provided by TS is stuck in 1998, its slow and the features...

Nothing personal, you're just wrong and I want to make that clear to any prospective users. I will gladly support a product I believe in and use daily, and, will do the opposite for inferior products. I've been using the tool for many years BTW. Auto-trading, therefore backtesting? Are you...

Actually, your argument does not stand. Amibroker has made it clear that they do not intend to support automated trading functionality via IBC professionally. It is an add-in feature not sold as part of the software. Foremost, AB advertises itself as an analysis tool and that is its focus.

What I'll speculate happened is that this guy: 1. Wrote some shitty code. 2. Got an unrealisitc backtest as a result of writing shitty code. 3. Ignorantly thought he stumbled onto the "holy grail", 4. Subsequently found out via live trading how shitty code can cost you money. 5...

Never ceases to amaze me - the level of ignorance and bias on this site.... Name a "serious tool" please. FYI, I've used just about every retail/professional tool out there and AB is one of the best. Seriously, get a clue buddy, if you had any solid experience with the tool you'd...

Thanks bs2167, I appreciate your explanations and your introducing me to the literature. Its always nice to learn another tool. At this point I've managed to perform much of the LSP model analysis on a variety of my systems - the R project is a great tool BTW - and if you want to pursue this...

Thanks guys for your time and your contributions. I've gotten through chapter 1 and in the process I've found the following resource: http://r-forge.r-project.org/projects/lspm/ Has anyone played around with this R project? I've created some Excel spreadsheet's to calculate HPR's, but...

Since we're talking about ohm's law here; did you know that ohm's law actually fails at nanoscale? Would devising a permutation of ohm's law that works at a nanoscale level be considered a curve fit?

http://www.youtube.com/watch?v=YolqPak-b54 One of the best surfing moments IMO... I went to Bawa in 2005, the season after the tsunami hit, and the wave no-longer has its appeal... its not what you see in the video by any means but still a surf spot. Yeah, Ian Cairns and Peter Townsend...

Most pro's are <5'10" ... Just lately, guys like Jordy Smith and Dane Reynolds are taking charge (both are 6'+). I like watching power surfing mixed with solid airs, smaller guys tend to look a bit "flicky" on a wave... that and I'm 6'1" 190 so I'm probably biased. Anyway, I competed (NSSA)...

A rule is any condition. "If Close > Open then ..." is a rule. "If F(Close) > F(Open) then ... " where F is some function is also a rule. "If mars is red = true then " is a rule. I'm not arguing with you, I'm presenting a thought process that doesn't distinguish between the types...

Maybe I'm missing something as your logic seems to be circular. C>O is a rule, just like EMA(10)>EMA(20) is a rule. Rules are either statistically significant or they are not... The fitting problem isn't a result of optimization, its a result of not developing fundamentally sound and...

A few weeks ago somebody hacked a friend of mine's yahoo account. I'm getting shitloads of spam now to both email's he has for me. Total BS... spamming should be illegal and strictly enforced.

Good info - thanks for sharing that! I'm still reading through Vince's article about the Leverage Space Model. Is anyone here using Optimal f? If so can we go through a real world portfolio example? Has anyone done or, can anyone do a real world example using Vince's LS Model? Do you...

Can you tell me more about Ralph Vince and LSP? I've never heard of him or his work - I'm always interested in reading something new. Fortunately or unfortunately (depending on how one uses the information), quantitatively speaking all we have is historical relationships. That said, I think...

Hi bs2167, Thanks for starting this thread - I like where you're going with this. Many of these topics are slightly more advanced than just getting to a single tradeable model and maybe we can come up with some best practices. Just a few thoughts: I've found varying position size to...

Have you looked at the variety of Standard Additive Models? http://sipi.usc.edu/~kosko/FuzzyUniversalApprox.pdf http://ieeexplore.ieee.org/Xplore/login.jsp?url=http%3A%2F%2Fieeexplore.ieee.org%2Fiel5%2F4433999%2F4434000%2F04434342.pdf%3Farnumber%3D4434342&authDecision=-203 An...

Can you explain the downside of (buying?) an EFP? What exactly is the trade?

You ought to shoot a little higher than a state school - not because of the quality, but due to the lack of pertinent programs in many state schools when compared to universitys. Also, you won't find any state schools in the top academic listings. Employers, while not overtly school name...