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- No testing is bad. - Testing on a small sample is bad. - Brute-force backtesting to find something that "works" is bad, because you'll always find something that worked in that past, and has nothing to do with its future performance. You need more than "backtesting", before you actually...

you are funny ... trend-trading taking advantage of time, that's only for "Back to the future" & the like ... may I respectfully suggest you take a complete read at the wikipedia article on Arbitrage

"In economics and finance, arbitrage (/ˈɑrbɨtrɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a combination of matching deals that capitalize upon the imbalance, the profit being the difference between the market prices." -- wikipedia : Arbitrage

Sorry, the key aspect in the concept of arbitrage is the simultaneous buy & sell transactions ... the money is made on the price difference over geography, not over time

??? Buy an instrument on an exchange & simultaneously sell the same instrument at a higher price on another exchange (or the reverse, sell & buy cheaper), that's far less complicated for a concept than trade with the trend. Granted, this has become the exclusivity of HFT firms, but as a...

... but seriously, this is where most of the trading profits are made, I am pretty sure

"Arbitrage" That one is going to be tough to beat ...

Results for the week ending October 3rd, 2014: - BasicTM: 1 win ; 1 loss ; net +70 - AlternateTM : 1 win; 1 loss ; net -30 As a side note, CLSelective v12 finally made today a new P&L peak, coming back from a 6+ month DD (the current version is v16, which of course is also on a new P&L peak...

ORB: - pick a time horizon for your trades - classic is day, but that can be just as well weekly, monthly, or hourly - define how long the Opening Range will be - this is the main parameter - once the Opening Range is set, place a stop order just outside of the OR in each direction - the...

I would say the *simplest* strategy is the Opening Range Breakout ... it is kinda variation on the theme buy/sell & hope, with no guess-work on whether one should buy or sell.

Why re-invent the wheel? If you are serious about trading, do develop profitable trading strategies using an off-the-shelf trading platform, there is no shortage of them.

Results for the week ending September 26th, 2014: - BasicTM: 1 win ; 1 loss ; net - 10 - AlternateTM : 1 win; net +345 The 2nd trade entry on BasicTM occured while the 1st trade was still on for the AlternateTM, so the system just stayed with it on AlternateTM while it made a new entry on BasicTM.

I did a lot of R&D in 2009 on the Ehler's Hilbert-Transform based dominant cycle stuff ... I didn't capture properly all of my findings back then, so this is only a partial (and may-be incorrect) view: - The Hilbert-Transform coeffs are possibly wrong ... doing a lot of search in Maths papers...

You could do that through periodic optimizations ... this is essentially what a walk-forward (optimizer) does.

Results for the week ending September 19th, 2014: - BasicTM: 2 wins ; 3 losses ; net -115 - AlternateTM: 1 win ; 4 losses ; net -495

Either the PSU, the video-card, your main monitor or the CPU have failed. Test using a different monitor as primary (and/or, test your primary monitor on another computer).

The performance tracking for CL Always-In in on RAPACapIntro ... From April of this year, I have been trading CL151 AlternateTM in that account. http://rapacapintro.com/account/accounts?acc=CLAlwaysIn

LoL ... sorry I won't disclose more than that on a public forum ... I haven't touched the Pivots subsystem in 3 years, it is certainly not over-optimized - if anything, it would rather be under-optimized.

I have some time-based rules in the identification of pivots - for example, no 2 pivots can be in the same 1-minute bar. Another example is, a pivot needs to hold for a certain time (which itself has some flexibility, depending on how much volume is transacted from the pivot candidate). Another...

The patterns are derived off the pivots ... patterns geometry & relationships are expressed mostly as %, on the pivots side I use price, time & volume to identify pivots: - price requirements are adjusted to the current trend characteristics, this allows for some volatility adjustments - volume...