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    Tradestation 9.1: Portfolio Maestro

    1. I'm not either. Most here aren't. 2. When you come up with an idea to backtest that is a data mining result of your own brain. The human brain does continuously data mining. If you think data mining is worthless, you should stop thinking.
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    Come on bastards, blame it on the Greeks

    Has it crossed your mind that it was not really a Greek but an Albanian or Turkish immigrant posing as Greek that screwed the wife when she made that trip around the Greek islands?
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    Good Question/Bad Question

    Did you read the manual? Did you try some examples? What is your problem exactly? Do you know how to program?
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    Patterns that work in many instruments

    Good work...
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    Trading Strategy Design -- "Shared Variables"

    Multicollinearity...If you don't get occasional conflicts then you may have it...
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    ATR For Intraday Trading

    It can move towards your target or your stop. You still need some directional edge to trade like that.
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    If trend following, can money management save you in chop?

    What is the average win to average loss ratio?
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    If trend following, can money management save you in chop?

    If your win rate drops below 20% (4 losers in every five trades) you should quit trading not so much because you are risking ruin but because you are destroying your health with the stress.
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    My quest for the holy grail

    Why do you think that a pattern found in daily data for example must be profitable in other timeframes too? It sounds like you are immersed into a chaotic process. You need to set principles first.
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    Patterns that work in many instruments

    Installed the demo of the new version and I'm doing a few tests. This looks very interesting.
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    I have a problem (RE: Competition / Price Action / Swing Trades / Reversals )

    You're scared because you are competing in a timeframe where most moves and patterns are random. Only in longer timeframes, like hours or days you can get patterns that are not that random. In your timeframe your emotions and limited skills compete against the skills of professional traders...
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    Patterns that work in many instruments

    I'm familiar with one tool that could be supplemented for what I want. Company promised to do that in a future release but no result yet. I think what I am looking for is the key to finding an edge.
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    Patterns that work in many instruments

    I found someone at the local College to develop code for me but I have no idea how to price the work because I have never done this. Does anyone know how much will it cost to develop such software for offline use (not real-time)?
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    Patterns that work in many instruments

    For example if I identify a pattern that works well in 4 or 5 currency pairs instead of just one, will it tend to be more robust? Has anyone done any research in this area? Any software that does this automatically?
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    Kaufmann Risk of Ruin

    I think Bill is correct about you not understanding probability theory. "IF p is Bill's symbol for the risk of ruin, then p^n makes no sense because the risk of ruin already accounts for multiple trials. " No, you don't understand probability theory. Bill argues that the probability of...
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    Kaufmann Risk of Ruin

    That forum is dead. There are only a handfull of active mebers each pretending to be a quant expert but that's about it. No substance at all. The first guy who replied although he claimed statement 1 was not true he finally agreed some version of it is true. The second poster agreed with...
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    collaborations

    It seems that noise is giving you a hard time.
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    Question for Neural Net Users

    Forget about NNs. Traders need to learn how to read price action or go broke. NN is the fast way to ruin. GIGO
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    Kaufmann Risk of Ruin

    Before posting links to such naive websites, I propose you first check them out. I used 0.3 for win ratio and 2 for win/loss ratio. I get the incredible number of 209% for the risk of ruin !!! Now try plugging in 0.6 for the win ratio and 0.5 for the win/loss ratio. I get 1294% for Risk of...
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    Repeated free trials w/ X-Trader or similar, + data??

    Sorry but you must pay for that.
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