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This particular system was finished in February 2007. So that is the walk forward.

I am pretty simple and don't understand much of what you wrote. Perhaps you could clarify a bit more? I take it from your last statement that a system that cuts out the 90% of the action to be in the market 10% of the time on 10 trades, is less likely to be curve fit then to one that has 10%...

May I just address the first one first... 1. So one entry rule in the market long or short for 25 years (98.5% actually has a position). How would you curve fit that one rule if it is in the market all the time and almost always reverses on exit? Would a system in the market 98.5% of the...

What would you think about a mechanical trading system that in historical testing: 1. Has been in the market either long or short since SP inception. 2. Has been profitable every year since SP inception. 3. Averages about 34 trades per year. 4. Has only 1 entry rule which is mirror...

Have you looked at the $ drawdown and the underwater time in trades he endures? They are astronomical on both counts.

I have not read this whole thread so hopefully in 250 pages, some of this may have already been said; 1. Multiple exits is in fact a multiple systems. Each exit must stand on its own merit. Hence if buying 5 and selling 1 to cover costs, that one lot has to stand on its own as a system. Of...

I'd be interested as well. PM me please if you have some to trade or sell. I am sure copying and dealing with both of us is no problem.

If you e-mail the NFA they will likely send you the spreadsheet for VAMI.

Does anyone test of this? Evidence based technical analysis is what were after no? Two comments on the discussion so far. MACD crossings do not test out well at all on almost any market on any time frame over a sustained period. Indicators that turn before price will keep trying to fade...

If its obvious its obviously wrong in a game that is the exact antithesis of human nature. So.... Take the profit. Within reason f*ck letting it run. Breakeven stops are losing propositions. Trailing stops are over the long haul worse then profit targets. If its a well respected...

Do you really believe that (1) you don't need to define a verifable edge for yourself (2) that in real time under pressure you can somehow figure out how to trade without any plan? Real trading has NO pressure that results FROM the trade. The pressure if any is in just making sure you follow...

And if you proceed to trade without having any idea whether or not you even have a verifiable edge, please do continue. I am sure your own blotter will reflect your own inate skill level.

You can either use evidence based techical analysis or not. No one cares. However pounding the table saying something works and then backtesting proves it doesn't, then assault the concept of back testing as the issue??? !!!

Stoshki If you buy at the conclusion of your first blue bar and reverse to short at the conclusion of your first yellow bar it is a losing system. Therefore you must be doing something else which I would love to test.

The vast majority of quant analysis isn't impacting the bottom line in a signifcantly positive manner. Maybe because knowing how to build a race car isn't the same as knowing how to drive one?

When you scale out you are essentially trading different trading systems. Each system must stand on its own --- not as part of a whole--- to argue it is best to scale out. When it does hold true then the discussion can proceed. Given that, the original poster is essentially arguing that...

Was just at the Daily Speculation Neiderhoffer website. You have to "apply" to be able to post there. Apparently you also need to be a complete asshole who is willing to advertise it. One of the toughest things about money is the ease with one can lose ones sensiblities.... see below.... btw...

Well, he seems to be helping other people do better, And he's usually pretty clear about methodology. He is just able to take it to a whole new level. Some people have the gift.

Again, if I traded like that everytime a 1 minute double top broke in the SP, then I would be a loser. Hell if you know when its going to trend or not going to trend going forward you don't even need a chart. That is not something you can teach and not much to do with technicals I don't think...

First Low 1492.50. First swing high 1503.75. Last swing low before the pop 1496.00. I fail to see how I could have gone long, averaged up, protected profits and still been in for the big pop higher. It is 1523 currently after the Fed. Lets say I bought 1494--- a great entry just 1.50 off the...