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Use limit orders.

When you detrend a data series what remains is NOT necessarily noise. It can be a regular sine wave or any other deterministic path. On the other hand, what makes you think that the trend is not also part of the noise? I think you are looking at the market from a signal processing...

Marketfilters ocan only do you any good on hindsight.

Michael Harris' articles and books are excellent and so is his software APS Automatic Pattern Search. He is an honest author and trader who places emphasis on the limitations and pitfalls of trading systems.

Market cap is not Ponzi scheme because if it goes down that is not deliberate to scam investors but it is only due to market action.

Yes, open two accounts with two different brokers. Say you want to buy 10K Qs, buy 20K in one account and sell 10K in another and do it with a fast algo. Do that by randomly chosing between the two brokers for every trade and they'll get totally confused. It costs a bit more but secrecy is...

LOL, 45 minute response is excellent for vectorbull support... It is almost "fitted" to the forum just like the results to the data....

This information is available on their website: http://www.tradingpatterns.com/Support/UseAPS/useaps.html#usefaq21 Are you the vectorbull developer by the way? I have several suggestions to make on a consulting basis of course.

You are running the risk of selection bias. JUst concentrate on a few things like mike0007 does.

I took a closer look and it is just a random code generator based on OHLC. Then, his exits are based on NBarExit rather than on a profit target and stop-loss like it is done in APS. APS is a lot different from that. I have been studying its algorithm with the hope of coming up with...

Thanks Tums I see that but they have no examples for forex prices. Maybe when they wrote the manual forex was not popular:)

Hello, The following is portion of Easylanguage code generated by Automatic Pattern Search software (APS) that it sets the profit target and stop loss of an entry : input: targetpoints(0), stoppoints(0), multiplier(1); variables: profitprice(0), stopprice(0); profitprice = O of...

does anyone know how I can easily export intraday data from TS in a .txt file with the following format? YYYYMMDD, TIME, OPEN, HIGH, LOW, CLOSE, VOLUME Is there any way NOT to have a header in the data? Thank you in advance...

The weather tomorrow will be sunny, with periods of partly cloudy skies, it may also rain and the probability of snow is high and temperatures will range from -40 to 115. What can I say sam? Do not look for reasons in a chaotic situation. It'a panic now.

:) you only live twice...

Thank you Ron. I tried the numbers as you said and everything works fine.

No, it is the profit factor at the end of the testing/trading period. Expectacy is a random variable and a function of time. Profit factor measures how you performed at the end of the day. A key metric cannot be a function of time. I don't expect Van Tharp to understand this.

I was able to get the same APS results using the data files one can download from this webpage and the APS demo version: http://www.tradingpatterns.com/Software/APS/forex/forex.html Each search took a few minutes, I would say less that 10. On the other hand, SS with the pattern search...

I need some help from APS (Automatic Pattern Search) experts: what values should I enter in the T/S file if I want APS to search for patterns in intraday forex data (eurusd) with 25 pip profit target and stop loss? Thanks

I highly recommend the new book by Michael Harris Profitability and Systematic Trading . It helped me clarify a few things in my mind. In the first section of the book he explains really well the differences of popular trading styles and timeframes and what you can expect. In the second...