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Actually it could, but this is very theoretical. This is called Parondo's paradox, where a mix of losing strategies brings a positive return. But as I said it, it's only a theory in game theory ;-)

The thing is a trading system will always die one day, and it's easier to see it doesn't work anymore with a 65% winning rate than it is with a 25%. With such a low winning rate, it can take time before you can say that your system isn't reliable anymore. Ans as you say it, it's a psychological...

Very dangerous reasoning ! Expectancy is one of the worst number in probabilities to work with. Just compare the probabilities to have N negative trades in a row or N negative trades in the middle of M trades with a 25% or a 75% winning rate. 40-45% would be my acceptable minimum for a...

No, it generally can't. Use of stop-loss might in some very particular cases, but these cases are far too seldom even to be cared of.

Let the predictions to astrologers.... From a probability point of view, you need an infinite time series to determine the average of a brownian motion with bias when you only have one realization of the process. That's why a lot of people in trading can make money with a system...which...

Bad quotes. From time to time, markets or ECN are lagging in their quotes. AMEX is the worst for that.

The only single problem I've had with my linux 64 bits setup was Flash from Macromedia. They haven't been able to release a 64 bits version of their plugin yet...just pathetic... c'est la merde... Using SuSE 9.2

Poor us who do not pay capital gains taxes in our countries... :D

as in this example.... http://www.elitetrader.com/vb/showthread.php?s=&threadid=28684 http://www.elitetrader.com/vb/showthread.php?s=&threadid=43499

Again a gap of knowledge. You can prove things in probailities. Never heard of 'almost sure' convergence, of 'in law' convergence, of 'in probability' convergence ? If you can live on your way of trading, that's fair, keep on doing. You don't need a high knowledge of maths, finance or...

Your prof wasn't really smart as he forgot to tell you that maths haven't anything to do with a single case, and especially yours. IF IT WORKS IN YOUR CASE, THEN THAT'S GOOD FOR YOU, BUT : 1) THIS DOESN'T PROVE WHAT YOU'VE DECIDED OR IMPLEMENTED FOR YOUR TRADING WAS THE BEST WAY TO DO IT...

Stoplosses break scenarios that could have resulted in a positive result, and in consequence reduce your portfolio performance. They only work when the distribution of your returns approach something like a bi-modal distribution, where scenarios present a strong persistence. What you've...

Stop-loss can be useful in some very special (and rare) cases, but most of the time it only results in overfitting of a system.

This kind of computation is very good to understand basic things, but totally unuseful as a risk management or projection tool. At this point, you need to determine probability densities and do some simulations. Expectation is the only number you can be sure you will never reach, a little...

You can't disable auto logoff, you can only change it. To launch automatically TWS, use cron if you work under unix. Under windows, I don't know, but there must be some kind of autostart somewhere.

Quote from Maxprofit$: Well now liberals party are more associated to the left wing than to civil and political liberties. In North America, it's perhaps the case, but not in Europe. Just try to say you are a liberal here, and you'll see... Thing is, governments works first and...

You see mshey....and all of that wasn't really out of reach : a dictionnary. It's very funny, I say it again, this way to call 'liberals' the democrats. They are actually what we call 'liberals' in Europe. It's only recently that the notion of 'neo-conservatism' has been discovered here by the...

I'm so disappointed... i know you could find better. Come on man, keep on going.

Perhaps, but I would prefer to hear mshey's version. His knowledge and understanding of history is so advanced. I hardly can sleep at night just because I'm totally shaked by his revelations...