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Tried everything with old TA indics ? Laughable in my opinion...

Forget about all this stuff. There isn't such a thing as a stable and errorless variance and covariance. standard deviation of standard deviation is usually huge, and estimation errors on correlations are really big especially when correlation is around 0...

Let's say 80% :)

Definitely helps and always better than an abacus.... But when you spend more time trying to construct the best abstract objects ever rather than using your brains to have new ideas, you're perhaps on the wrong way.

Totally with you on that one...

In my opinion, large time scale movements are rather random around a certain trend (mainly economical). The only quite well predictable movements are short term ones, where dynamics of orders placement and orders matching are the strongest. short term = 0-30 minutes long term = over one day

Strong substance

You seem quite immature you too. You're forgetting how many trades would have resulted positive but stopped before that ? Perhaps you should read some math books on top of the books you've already read...

10 minutes studying basic prob distributiosn would have told you the same...

It's all about statistics : you reduce a set of data to a single statistic (mean, standard deviation, ...) and loose information at each step. Looking at the whole set of data can tell you far more than looking at a single statistic. In finance, it is even worse as the set of data are very...

Dynamic routing through a linux firewall box :)

I haven't read all the posts on this thread, but what I can say looking at your equity curve is that your system has worked very well for a short period of time and that all the rest is random. I wouldn't bet a cent on that one.

There is short-term auto-correlation for stocks. But it fades after 15 minutes.

No problem. Then complain to the moderator if you're not a spammer...

This sentence in particular : Maybe somebody could recommend some other sources of intraday historical quotes at comparable low prices?

It stinks spam...

You won't go very far like that...

This is an answer to your problem with trading... People looking down on traders ? Perhaps in the US, but here in Switzerland, whatever they don't know what a trader is, or they consider you very well (as long as you work for a bank... otherwise they don't understand what you really do...)

Couldn't say it better.... flat5, if you really do have that level, then do a search for 'Minority Game' on the net. Read a little and you'll discover what has been found and proved. From a toy market like this one, which displays stylized facts comparable to real markets, it is shown that...

Don't feed the trolls...