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I do something similar in ES futures (bid-ask analysis on large trades) to what Najarian does in options, so, afterwards, I asked him what his experience has been with doing his "Heat Seeker" (call activity) and "Depth Charge" (puts) on index options. He said that he can't get good results on...

I attended the first Stridsman presentation and can't say I cared for it; I may have been predisposed as I cared little for his first book. (At the presentation, I was the one who complained about his data only going back to 2001 on his volatility study.) I'll go take a look at the web site...

Hmmm, a psych grad student -- that explains a lot. Here's a heads-up, so you won't embarrass yourself further: Game Theory doesn't mean you know how to play poker; it's an area of applied mathematics. (See Borel, von Neumann, or Nash, for example.)

In case you haven't figured it out, anyone like the Whitless Wonder who claims to use Chaos and Game Theory in their scalping is highly unlikely to have any kind of quantitative background, much less be able to perform the relatively trivial statistical task of testing for non-randomness in...

No, it is not robust. And in case, you don't know what that implies, here is one person's idea: http://www.michaelcovel.com/archives/000021.html

Whitless Wonders love to hold on to their pet theories, absent a mountain of evidence to the contrary. it's called "cognitive dissonance". they can hide behind their aliases and pontificate on markets, when they don't really understand the market half as well as your average successful trader...

Edge Hunter is absolutely correct that the problem lies with the design of the advanced charts. I would take it a step further and say that the problem is with the whole winsig app (the application that displays charts and quotes) as even my quotes freeze up. I have fed an excel spreadsheet...

You're an idiot who obviously doesn't even know what optimization is -- again, it has nothing to do with portfolio optimization.

Wrong -- IB Portfolio trader has nothing to do with portfolio optimization.

matlab or excel

andread- Worked like a charm. Thanks a million.

I tried to duplicate your parameters in eSignal and do not get the same results (78 periods, 5 min chart). The recent low was above 450 and that was the week after Christmas. The last few days it has been averaging about 670.

I am really ignorant about algorithmic trading but am curious: who uses Elliot Wave or candlesticks, etc. to automate their trading? I always thought that was somewhat like the astrology part of the trading world. On the other hand I thought I had heard of attempts to monitor news feeds to...

Before there was behavioral finance there were two pertinent books that were on every traders' reading lists: The Crowd by Le Bon and Extraordinary Popular Delusions and the Madness of Crowds by Mackay. While those two books dealt with the psychology of crowd behavior, BF focuses on...

Comparative advantage is a term used in international economics that relates to why two countries trade with each other. While it is unusual I think to use it in this context it does highlight his point that one can't be profitable with some "edge" so that over the long run you can make excess...

Yes, look at the processes tab and locate javaw.exe.

Is it necessary to use a high win % system? One can adjust for the potenitially longer losing streak of a lower % win system by reducing initial bet size. Given, let's say, a five percent risk of ruin for a system, one could work backwards to find the "maximum" losing streak and the initial...

It's a bit difficult to take seriously the economic ramblings of a guy who teaches at a college that has required courses in biblical revelation.

. Google is not in RUT.

Hopefully it's better than his first book, which was in essence a .net programming book for beginners. Caveat emptor.