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What's wrong with Jurik?

But isn't backtesting always necessary to verify your system? Granted, you should understand what is going on, but that's a given for applying any strategy, right? :confused: AFAIK the only post-optimization method available by most "advanced" trading software is the ol' brute-force...

Maybe this works: Sum(V, lastvalue(hhvbars(H,1250)+PREV-PREV)) - Sum(V, lastvalue(llvbars(L,250)+PREV-PREV))

Don't tell me, tell the "efficient market" guys. Although at this late date, it's passed beyond a pet theory to a cult tenet, so don't expect to get very far without a major deprogramming effort. :p

Hoo boy! Nothing could be farther from the truth. Read up on the history of EMH and the random-walkers' worship of Louis Bachelier as some economic "demi-god" who preceded Einstein in "explaining" Brownian motion. The fact is, Bachelier's theory of stock prices had buggerall to do with...

http://www.marketanalytics.net/predict.html http://www.jurikres.com/catalog/ms_ama.htm#top

blackbox smoothing. T3 should be comparable. When the velocity is above the zero line, it's a long signal; short for below the zero line.

smoothed daily return.

Not necessarily. Sometimes things are seldom discussed because a few people know how to profit from them and see no reason to share that particular knowledge. So questions in that area go unanswered except by the uninformed. But sometimes things go undiscussed because it's obvious to...

You sidestepped riskarb's main question. Nice try. To repeat: how do you define "good" data? A failure to give a straightforward answer will be taken as proof of massive BS.

I agree with TheStudent. But you'll also want to look up the subject of "stop running" or "stop gunning", then you'll know why your stops were being hit so often. It's supposed to be illegal but obviously there's no enforcement in that direction. I don't know if volatility stops (qv) are...

Take a look at Keltner channels. They aren't perfect but I consider them a step up from BBs. Good trading, kut2k2

Obviously you've confused me with someone who gives a damn about whatever you've babbled in previous threads. How utterly weird. Given your experience with having your head up your ass, you still may not get the point of the following Amazon review of your Bible: "It is more like a draft...

How amazing: When the bullshit gets to be just too amusing, I figure I will step in and say something: the lack of a single practical stat app to trading strategy in the previous post speaks for itself. :D Note: statistics is invaluable in analyzing strategy performance; what else is...

Statistics is designed for studying static phenomena: stuff that doesn't change over time. Financial data is dynamic: it changes every day, every minute, every time-frame. Now you know why every statistician isn't obscenely wealthy from applying his or her vast knowledge of statistics, both...

That's primarily what gives it the stench of a scam. For a minimal amount of work on their part, they rake in big bucks and the "authenticity" of an accrediting agency.

Looks like half a scam, or maybe more than half. A pseudo-academic, expensive study of mostly worthless techniques so you can claim to be an TA "expert"? God, I hate con artists and their scams. :mad:

TASC can't allow backtesting because then 90+% of their content goes out the window. TASC reminds me of the muscle mags Herr Guvenator Schwartzenazi shills for: the same articles get recycled every 12-18 months in a new format, year after year. It's amazing how many "new" indicators keep...

"price and price alone" is noisy. However you want to define "noise", it's real and it's at best a nuisance in price. If you have a "calibrated eyeball" that can see through the noise, i.e., if you are an expert chart reader, then congratulations. Not everybody has that talent, or that...

Babak, my friend, why do you waste your time so? http://www.elitetrader.com/vb/showthread.php?s=&postid=794653#post794653