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This thread has gotten a bit off topic. The original post was referring to trend following being dead. A subsequent post started referring to making "predictions", not following trends. A prediction is not trend following. I think Winter and a couple others are referencing the...

For the record, I have nothing against marketsur....err Hank Rollins, and I am not trying to start a pissing match. But most math-based methods I have seen/tried have short life spans. Trend systems tend to have longer lives. Plus, there is always a trend depending of the time frame you are...

First, it seems the link is broken. Second, it seems half of your posts lately are knocking TA. I seem to remember a year ago or so reading you are a Gann trader. If I'm not mistaken, that is TA. Also, any time you play an outright position, you are taking a trend following position. If you...

I noticed the distribution table you posted is a standard t-distribution, but I'm not familiar with the above equation as it is not the standard t-test. Where is this formula from? It seemed to me that this is a test of profitablility and not necessarily a test for conformance to past...

Point taken. Personally, anything below 40% is too low psychologically. And, as they say, the largest drawdown is always ahead of you. A drawdown of 10 trades x $200 each is tougher to deal with than 2 trades x $1000 each (at least for me). However, I can't help but think a 25% system...

Granted, the odds of a long string of losing trades is very high. But I also assume you have backtested the strategy over an adequate number of trades. If you have done proper backtesting and have a couple hundred trades, then you should have a good idea if the system is statistically viable...

Only a few people answered what I think you're asking, which is can money management create an edge out of a purely 50/50 game. The answer is no, for the reason Mathemagician pointed out. However, 50/50 is different than a 50% win rate. The only really important attribute of a system is the...

Man, you need to read more carefully. I never said I can do it. And the whole concept of lower timeframes producing higher returns was questioned from the beginning of the thread. I think you must have just read the last page and posted..... The sum of the market "travel" over the course of...

To clear up others confusion, trading in lower timeframes at higher frequency can produce higher profits and lower per-trade risk because one can take advantage of intraday swings. If one was to sell all tops and buy all bottoms in a choppy market, the profit would be greater than simply holding...

Thanks for posting this. I read through the patent interpration, and it is obvious the judge was not sold on the defense. He, in my opinion, does not adqautely examine the other software in use before the MD display by TT. But more importantly, his interpretation of the patents means that...

Tell ya what, perhaps we should set up an outing in the near future, even if its just us two. I've not played any course here in Portland since I've moved here five years ago. I did play Pumpkin Ridge once, but that was probably seven years ago. I've always been curious about Heron Lakes...

Well, that would be an interesting alternative...... I play about four times a year (I used to play that much per week......). As such, I don't know if my golf course ettiquette would be conducive to trading discussions (read: excessive swearing, occasional thrown club....). I'm...

I think some people are missing (or misunderstanding) my point. The definition of slippage is the difference beween your trigger price and your fill price. I guess it depends on how the data was compiled. Was entry expeceted at the next tick, or the OR high or low? If you have an OR high at...

I rabidly disagree with this statement. As far as I saw (I may have missed something though) you didn't account for any slippage or commissions in your testing. Commissions of $5 should be assumed per r/t, and slippage is present in all trading systems, and here's why...... Your entry is...

Lets give everyone a few more days to chime in, and them perhaps we can set up a date. It looks like Sunday afternoon so far; most all of the places I mentioned before would work at that time. However, I don't think the Grill is open in the lounge before 4:00 on Sundays. Also, the Steak...

Ok....now we're making some progress :) What month/time of month works for everyone in the near future?

Ok lets see if we can set something up for the somewhat near future. Perhaps we should start by picking a prospective month..... Unfortunately, Feb is booked for me, but I am open for the first 2/3 of March...... I am open to meeting in Seattle, but would prefer Portland. Perhaps a Sunday...

When I talked to them a few months ago, they told me they offered "market depth", but not for futures. They said Level 2 data was available through the API, but not futures market depth data. I was looking to make some sort of software similar to what you want to do, but finding a feed that...

I would also like to know of one. Unfortunately, I think you're screwed. I tried finding one and failed. I think CQG does it, but it will cost you $600/month + data fees. Esignal charges $3000 for the API that allows MD access. The only other options I found are X_Trader and J-Trader. I...

I mainly trade grains and meats, but also occasionally trade the ES, bonds, or energies if they look right. I am not necessarily looking to get a group of part-time system "traders" together, but rather continue the direction of the previous thread I started about NW prop shops. As I...