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Hi Carrer, So, let's say you're testing a system that goes short only and whose exit is not based on exiting at the close. Would you use 2 or 3 above to test it?

Thanks Visaria, your point is well taken. I think I know what thread/posts you're talking about although I'd have to go look for them. From what I recall, I couldn't really get what he was saying, he was a bit opaque, but maybe was clearer to you? I think he talked about being more tactical than...

I wouldn't hold entry time constant, (if by that you mean the time at which an entry is made, like 9.42 for example), that would random too together with a random entry. The only similar thing would be the exit rule. But now, reading the posts above, it looks like some even vary that as well...

Interesting. I would have thought that to make the test stricter one would have to use the same type of entry, but as per your post it looks like a random long on close (in the example I gave earlier) with the same type of exit as the actual trade would work just fine for the Monte Carlo like...

Hi Achilles, Yeah, am using the concept. So if you were testing a situation as the above, what would you do? Would you base your random entry on the break of a random bar high?

Hi Quants, Let's imagine you have a trading system where you enter on a break of a bar's high, conditional on a number of trading rules. If you were to compare your trading results to random entry, would your random entry also be on a break of a random bar's high? (without trading rules of...

Cool, thanks.

Thanks Xandman. Yes, from your graphic, it seems to show mean reversion. Can you clarify what you mean by cumulative MAE or MFE? Are you talking about individual trades excursions that are summed up?

Hi All, Is there a metric used in trading system assessment that compares the MAE to the MFE, but applied to a profit/loss curve instead of individual trades? Thanks, M1

Thanks Achilles28, will look into it. One that just caught my eye is "None dare call it conspiracy" by Gary Allen. From the 70s, but probably still relevant in bringing to light the undercurrents driving everything.

Thanks Nursebee. Corporatocracy sounds about right... interesting thing on amazon, just doesn't seem to be that many authors on the topic, kind of telling isn't it

re American politics and/or the industrial-military complex, or other power/interest groups? I know there are many avid readers who lurk and was wondering if there was any one or two books that particularly struck you as highly informative/non biased/factual? Thanks, M

whatever happened to Brian Harvey? used to post frequently here...

Hi Baron, Wasn't that available on the previous platform, before the transition to this current one?

Meant to say that it doesn't have to be a search for a particular user's attachments (although that could be helpful, say searching NoDoji's posts), a general search would be a good starting point.

Yeah I'm just looking for charts that are attached to posts. I think you used to offer this as part of the search on the old platform, right?

Is there a way to search posts in particular forums, like say Trading for example, with attachments?

Very good stillgrinding, thanks for sharing that.

Hey Phantom, no apologies needed. Glad you're making Sierra work, I tried a while back... prefer Ensign.

Handle, I mean this only in the best of ways: I find your charts really hard to decipher and I'm guessing I'm not the onlyone. I realize you don't owe anyone anything on ET, but if you ever are up to it, would you consider annotating your entry/entries and exit/s? Maybe a green arrow or line...