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I've found Forex Strategy Builder very useful. It can optimize, keep some of your data as OOS, can write custom indicators in C#. So long as your data is in a simple csv text format, it can backtest on anything, forex, stocks, futures, etc. I haven't used other tools so can't offer an opinion on...

Sorry if you've posted this already, but are your stop and limit amounts the same amount (instead of an exit signal, that could result in different limit and stop amounts)? In forex, with fixed limit and stop amounts for every trade, I've found backtesting win ratios do not match forward...

Back years ago in a Psychology class, they told us about a social psych experiment at Stanford. Chosen at random, some of the participants were the guards, the others were the prisoners. They planned for a weak to see what would happen. They had to end it after 3 days because the participants...

My common sense tells me something similar, that only straight lines could be used. I played around a bit stretching lines into curves to fit onto the tops and bottoms. But, it soon became clear it was possible to draw any curve to fit any set of tops or bottoms, and if they don't follow some...

May sound good in theory, but in practice it would probably wouldn't work. If you add a fat tax on high sugar foods, then one day someone will point out fruits have high sugar content. So, fruit should be taxed -- but no they shouldn't because they're healthy -- but no, the law says (etc etc...

Nice pic -- upside-down, I guess they've got some strange coffee in that saucer. for inverted saucer though, I think more of a meniscus shape, like a short cylinder with depressions in the middle (uh oh, the D word again ...).

Wyckoff -- hmm, I read a book about the Wyckoff method a few years ago. It's interesting because you only see the curvature because the price chart is over time, but if you use a point-and-figure chart like in the Wyckoff method, the dropping-off volatility part would probably generate fewer...

Everything I've read on trend lines, support and resistance lines, channels, etc, always shows them as straight lines connecting points on the chart. Also wave lines are drawn as straight lines from point to point. When I look at a price chart, it looks to me like the price action, highs and...

I've found Forex Strategy Builder extremely useful: http://forexsb.com/wiki/start It says "forex", but you can test anything, so long as the data is in a csv in the right format. You can make any strategy and test it, make your own custom indicators in C#, it has an optimizer, and a strategy...

Thanks for the link. Also note in the Study Materials (notes from lectures from previous years) the second section has 4 lectures applying to finance: http://ocw.mit.edu/courses/mathematics/18-366-random-walks-and-diffusion-fall-2006/study-materials/ But not necessarily dealing with QRW. It's...

Just wondering, would you say that applies to the inverse as well -- that a non-random system would also be one with a loss rate > 50%?

They were the only places left not yet added to the "Can't Go There Again After Last Night" list. There's also Dusit Zoo on Ratchwithi, but when I go to leave the staff usually try to keep me from getting out ...

I always loved the beer gardens which usually start in November. Biggest was at Central World Plaza, Pratunam (central to city). But the shopping mall got damaged during the riots so don't know if they'll still have it or not. Open air, loads of booths from local restaurants, you can see what...

What time do you use for "the open"? (asking seriously, not sarcastically) GMT midnight, or the slow period between NY and Tokyo?

3 most fun temples in BKK: Wat Prakaew (pra - KOW) -- easy to get to by taxi, can spend about 1 hour looking around, lots of sculptures and architecture to look at. Wat Arun (a - ROON) -- across the river, can spend about 20-30 minutes, very tall. Most fun is taking a river taxi across the...

WOW !!!!!!!!!!!!! In the last 5 minutes I've downloaded Eureqa and put in some simple data, and that's the type of tool I was looking for !! Thank you johnnyqpublic, this is AWESOME !!! I probably never would have found that on my own !! I can't say it enough, this is a great help to me, I...

Thanks, this will help. Mostly, I'm hoping for getting the curvilinear relationship formulas, or for data sets with 3 dimensions. Straight lines, I can usually figure out on my own, but the curvilinear ones, or 3-d formulas, is a bit beyond my math which has gotten a bit rusty over the years.

I mean, suppose you have a graph, and you can see the data points are close to a line or a curve, it will give you the formula for the line or curve that best matches it. For example, in Excel, I can plot a scatter diagram and do a linear regression to draw the best fitting line through the...

Does it have an interface or GUI front end, or is it all command line? I've been using QTOctave on my Linux machine, it has a GUI-command line mix. It was not too painful to start out graphing some data tables as mesh plots. I'd be interested in learning R, it sounds like the standard for...

A holy grail would be nice, but I was thinking more like a website with such a forecast, or a technique like comparing options positions or something. I don't know, I suppose it is kind of tough to forecast.