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Different site, same result (random entry + ATR trailing stop ("chandelier exit") is profitable): http://www.tradingblox.com/forum/viewtopic.php?t=3637

So, here we are, eight months later, are you using it? from OP:

I couldn't find online versions of Faith's book or Pardo's book, so I quickscanned them manually:

figures

For example,Seykota's Lake Ratio http://tinyurl.com/qz6w Kestner's K-Ratio http://tinyurl.com/3h2h4uFaith's R-Cubed http://tinyurl.com/2ajf3b Pardo's "Correlation between Equity Curve and Perfect Profit" http://tinyurl.com/4taed3 And here's an ET post with an attachment that shows a dozen...

Here's a little thought experiment that shows one possible way in which adding to a winning position CAN BE profitable. It begins by assuming that you posess at least one profitable mechanical trading system which captures large trends lasting several months. (If that assumption is not true...

How can it be "secret" when YOU know about it?

"Expectancy", a Van K. Tharp neologism, begins the same way that most Tharp notions begin: with the assumption of a single trading strategy, applied to a single instrument. If it's good enough for Tradestation, it's good enough for Tharp. However some traders prefer to apply ensembles of...

The question itself is fallacious. There is no reason why you shouldn't do all three. Avoid the Tyranny of the OR. Embrace the Genius of the AND. (phrases coined by Jim Collins: http://tinyurl.com/3eg39s )

But think of the money you saved. What's one or two tardy downloads, compared to hundreds and hundreds of dollars of savings? View it in perspective. (Reuters datalink is even cheaper: http://www.metastock.ca/data/reuters-datalink.aspx You could get it as an emergency backup source...

I am buying at today's open, in December Soybean Meal (I assume that's what you are referring to). I expect quite a few people will be doing the same thing, not all of whom are amateurs.

soymeal

There are a lot of "measures of goodness" (also called "fitness functions", "Gain-to-Pain ratios", "performance statistics", etc). Ask yourself "why?" Why are there dozens and dozens of different ways to evaluate the desirability of an equity curve? With all of these to choose from, why...

"Every fighter has a plan, until he gets hit in the mouth." -- Mike Tyson "The city won't install a traffic light at that corner, until a fatal accident occurs there. The only thing that really gets their attention is: dead bodies." -- J. Nathan Powell

More than one theory has been put forward, seeking to explain why overall performance increases when you trade more and more (partially-) to (un-)correlated strategies. Harry Markowitz believes this is essentially a diversification effect: more and more individual market-systems are being...

The main focus is "what makes me unique?" (a somewhat polite way of saying "why should you hire me and not the thousands of other portfolio managers you have access to?") You will have to discuss the Big Ideas behind your trading strategy and show them to be unique. (You want the...

Perhaps this is not an attempt to get women Democrats to vote for McCain. Perhaps instead it is an attempt to keep women Republicans from crossing over to vote for Obama.

I don't think this is quite true. I subscribe to CSI and pay $540/year for all futures at all exchanges all around the world. Just now I checked and, yes, sitting in my CSI folder on my hard drive, there is Corn historical data from 1949. (more than 25 years ago). More astonishingly, I've...

Wheat

There's a mechanical trading system which trades (a diversified basket of) futures contracts, whose central idea is the measurement of "choppiness". If its "Choppiness Index" is above some threshold, the mechanical system decides the tradeable instrument is currently Choppy, and uses one set...