Search results

First, it's not a system, it is an entry; there is a difference. Second, it gives, on average, $150 before commissions and slippage. Notice I said on average. It makes no predictions. It does similarly well in energies and the ER2. Again, these are simple statistics from entry research; this...

I'm gonna give this another shot...... I know that using the breakout of the 40 minute opening range + a threshold value in soybeans will result in a profit 90% of the time and an average of about $150 at the end of the day. Using this information, "d" > 0 90% of the time (not taking...

Read the book and understand it. But the method is only ok; there are many false signals. Make SURE you watch the seminars online at the NYMEX website. He follows his system, but it is not a system with hard rules; he is simply a great trader and uses much discretion using his abilities. His...

Wow, I am speachless....... Great job addressing the issues I brought forth. I never insulted you, and stated only observations of your actions, as well as observations from several years of study on mosly trend-based or volatility-based mechanical systems. Are we getting defensive?

Nickel: I already pointed out this is done by a mechanical trader using backtested results in the form of average trade. You want an exact expected result per signal; this is not how trend following works. You take the signal under the expectation that, on average after commissions and...

Just a thought from my nightly stogie and cocktail..... All methods I use to trade use TA/trend following to some extent. Proper use of both are proven to work as shown though history. I test, at the very minimum, the core of the methodologies, though some discretion is used frequently based...

LOL ok you're right and I'm wrong. I guess I should've been trading with "d's" all this time. Good luck scalping for nickels using "d's".

Ok so what you are asking is for a system where the average trade = d. In this case, d is any value larger than commissions and a liberal slippage allowance. So if a trend system trades beans, and you expect 3 ticks slippage and $10 r/t commissions, then you would profit if the average trade...

Here's your comment Lefty: "What is a reliable method that can be applied to past price action to determine a usefully large positive or negative number d such that (p1-p0)>=d, where p0 is the current market price and p1 will be the market price in the near future? I am awaiting your...

I am now pretty sure you have little or no experience building and testing systems. Do you know what a trailing stop is and how to use it? Trading is not about predicting where price will be. You take an entry that gives you a better than 50% chance for profitable movement then manage the trade...

LOL I think I'm done with this thread; the rules keep changing. If one is set against beleiving in China, he won't believe its existence even if you fly him there and put him in the middle of a rice field. I hoped I could convince him, but this has turned into a source of entertianment...

I believe I answered the question at hand with a very simplistic study about half way back in this thread. It was overly simple, and is not scientific at all, but it did satisfy the criteria stated by NickelScalper. He has not viewed it and his only comment was to repeat his set of questions yet...

I just gave you a small display of a trend following tool that every one has that shows |p1-p0| > 0. That satisfies both of your criteria, except you never told me what "d" needs to be. So now what is the question? Does "d" need to be a large threshold number? Again, I have given a very...

Ok here's a little proof that current trends can be projected into the future. It was done in Tradestation using a simple moving average (ten-day of closing prices) on a daily chart of @ES. Every time the five-day percentage change was greater than 2.5%, the close of the fifth was taken...

Again, a circular response. Please define exactly what you mean by "specific minimum difference between present and near-future price". If you can give me a clear meaning of this phrase, then I have an idea what you want to see. If not, this is just a complicated string of words with no...

You are starting to become circular in your responses. I am going to do a small study on trend "extrapolation" that I am sure will show trends persist into the future. This is in direct relevance to this thread. Don't knock it before you see it..... On the other hand, I am quite confident...

I will produce some information that will confirm the usefulness of trends when I get a chance (maybe in a day or two). In the mean time, why don't you produce some proof that markets are really efficient? I doubt you will because you can't. As I said before, the concept of an efficient...

The efficient market theory I am familiar with states any new information will be fully and instantly priced into the market, where the market becomes stable until the next market-moving event. The efficient market hypothesis is actually pure bullshit and is just one of many assumptions...

Try this: Make an indicator in a platform like Tradestation that performs a chi^2 test for normality. What it essentially creates is a moving normality measure. What you'll see is the market moves from a normal to a non-normal distribution depending on its trend state. Though this may seem...

If you need matched funding in forex, then you may as well just send a wire in the amout of your contribution directly to me. Because, if you need to increase your leverage (that is already 200x) by leveraging your contribution, you're gonna last about 24 hours in live trading. Either you are...