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Good work but I would be very hesitant using this discontinued TS2000i program to place any trades especially if they are generated by a trading system developed in the same platform. It is rumored that TS2000i had a few serious backtesting bugs resulting in false backtesting reports. As it...

A study has revealed the impact of a defective Metastock backtester on trading system development and how such defects could have impacted traders who relied on it to develop trading systems, especially those with a high trade frequency. Read this paper for details. Although the author is very...

Any references that cover the prons and cons of white-box trading system development?

Spain is a much bigger problem than Greece and potentially the stone on EU grave.

Do you also account for the recent contributions of Mr. Barnie Madoff? :)

I think TS2K is one of the programs in this paper about backtesting flaws: Backtesting Flaws in two Popular Programs It's an old program and people should not be using it. There is a lot new and good stuff around like Ninja.

So why is it that you did not think of the reverse in the first place? The market will reverse your reverse and you will end up with the original making money walking forward.

scenario analysis? You can study scenarios all day long. Two things are certain: time value decay and expiration. You know, you got no answers because you question is very general. Be specific.

APS patterns are what I call micro-patterns. I use them quite effectively but at the right time only. I get patterns each with 150, 200 and some even show close to 300 trades. It all depends on the parameters you specify for the search. If you search crude oil futures historical data with the...

That is the headline but it is not the whole story. I mean those that intitially invested with the Ponzi scheme were probably aware of it and should have been considered accomplishes of his. They probably made 2 or 3 times their initial investment before the Ponzi collapsed. The whole setup is...

Post your results pls or I will assume they do not exist. Just post the results for the RSI 25 and 75 strategy.

There is little to elaborate about. RSI 25 and 75 is a 30-year old strategy. Days up/down is a strategy based on hope and ignorance of statistics (gambling fallacy). It doesn't matter what the other strategies are about as long as these two are included. I wonder what Chan found in there to...

Don't assume that the FED knows what to do or what will happen in the future. Stagflation is the most probable scenario. Too much money around and no investments to absorb it. Sooner or later people will start spending it. Pray this day will never come.

Win rate 60% to 65% is very low with any strategy other than trend following. What is your profit factor so far?

Very original... especially the RSI 25 and 75.... The real edge is the "think deeper" strategy...

Another loser wrote another book not worth the paper wasted to print it. Hey stupid loser author, you no need a broker to trade forex, no need leverage, no need margin, no need nothing. All you need is a large enough bank account so you can get Tier 2 (close to Tier 1 interbank) dealing...

Ph.D in applied math with grad courses and seminars in quantitative finance. Trading is all about math. I'm amazed by the lack of mathematical insight and quantitative ability of postes in these threads, a proof that most are not qualified to trade but are here to find justifications for...

I'm having trouble with this sentence. Is anyone else in the same metaphysical state as me?

Read an article for newbies like you. Article link

Forget about back and forward test. Many good ideas cannot even be backtested. If you need 100 actual trades to determine whether a system is not good it is too late. Wall Street geek developers lost their jobs are are now delivering pizza because they were thinking along these stupid lines...