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Correct but the premise is imposed by the media. There is no direct causality between QE and stocks rallying. Maybe for bonds but not for stocks.

The party will end soon.

Depends on the timeframe IMO. For TF one can use Kelly leverage (not Kelly sizing). For swing one can use fixed fractional, the recommended choice in my view, 1% to 2% of bankroll per position.

The only true edge is 0 commission rate. Look no further.

Trust is the key. You have to build trust with clients. Most are afraid to disclose trading systems and spend time to learn how to program. Which is reasonable IMO.

If you are willing to pay monthly, TC2000 is a good choice for you IMO.

It does not always happen. It surely happens when you curve-fit to the past with 1 - 10 parameters. From the same blog Abattia quoted: http://www.priceactionlab.com/Blog/2012/06/fooled-by-randomness-through-selection-bias/ Your method/system must work on [nearly] all stocks. When you...

How do you define swing trading? To me it sounds much more difficult than day trading because of its subjective definitions while the definition of day trading is clear. For example, what is an appropriate holding time for positions in swing trading? Nobody knows and it varies with markets...

This is an interesting problem with no simple answers. Let us think of the following possibilities for LongS and ShortS and S (combined system): 1. M of LongS+ShortS > S 2. M of LongS+ShortS < S 3. M of LongS+ShortS = S where M is some metric (return, drawdown, Sharpe, etc.) The...

Your "barcomplete = BarIndex() < LastValue(BarIndex());" will be always true for all bars less than the last bar. Wouldn't that cause the application to run at each bar? Is this maybe what you want? barcomplete = BarIndex() == LastValue(BarIndex());

Looks like a statement to me, not a question.

Trying to trade too many markets with a trend-following system can lead to failure because of capital constraints. Trend following works only when you have a good idea where the trends are going to develop. Sounds to me like good salesmen with large accounts but no experience with trading. Not...

Swan Noir raised some excellent points here. Let us try to put this in a different way: 99% of all professional traders either fail or underperform their benchmark. I think the numbers may be worse, like 99.9%. But that does not mean you should not try to become a professional trader...

Trading is far more difficult and as a result far more rewarding. "Ambrosiadou, who grew up in Thessaloniki, in Greece, founded Ikos (which means “home” in her native language) in 1992, “when the hedge-fund industry was still in its maverick adolescence”, she told reporters. The...

Do you really think it's that easy? An sma(20) may confirm but an sma(30) may not confirm --> subjective backtesting --> curve-fitting --> waste of time. Candlestick research shows they are useless timing indicators http://papers.ssrn.com/sol3/papers.cfm?abstract_id=980583 intraday...

+1 I'd say worse than noise – a disaster. The problem is you cannot backtest candlesticks with context so we're talking here about a useless method. Price patterns as originally defined by L. Williams and LBR and later placed in a well-defined framework by Mike Harris are much more...

CTAs trade primarily commodities. During 2008 they made high returns when stock investors lost > 20% This type of alternative investments are used for diversification. It is wrong, actually very wrong, to compare CTA returns to stocks. Most journalists know little about the markets.

Her style looks similar to a major troll that lurked in these forums a few years ago asking similar questions.

It is better than allowing cheaper imports and giving food stamps to displaced workers because people lose their, faith in the system, their tough with production and are demoralized. Your argument does not stand. As far as the video, it is a very simplistic and even wrong assessment of how...

I should be designing indicators...I will stop tossing those coins...