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...I owe you some money. How do I wire your bank account? Saying you have tested hundreds of such strategies is absolutely priceless information. I have tested maybe 20 so far with the same results. I keep grinding them out in the hope that there may be something obscure there. Even the ones...

...to have Norton's Internet Security SW. Can't happen with that.

...backtest this. In an uptrend, buying the open and selling at the close every day makes MORE than buy-and-hold. We don't FEAR the night, we LOVE it.

...harrass my betters with impunity for the unforgivable sin of claiming to make more money than I do.

...it is disrespectful to make fun of the elderly, especially Harry who is probably at least double my own advanced age. When Harry used "bullshit" and "ISO 9000" in the same sentence, he gained my instant respect (briefly). He needs to get up to date, however, as the latest quality BS is ISO...

...my comment was from the narrow perspective of managing DoD projects with SW people working for me in an SEI level 3 environment. It is good to know what your background is to put your posts into better context. I was unaware that this discipline had not spread to commercial practice, as I am...

...the Software Engineering Institute been going strong for 19 years. The good stuff is at: http://www.sei.cmu.edu/

...if you would not explaining, as I just fell off the turnip truck, what does it mean to equate Grob109 with "Jack Hershey"? I have read his posts over the last two weeks since I was born and they seemed to make some sense. I am not kidding, please enlighten me. If you don't want to say it in...

...thanks for identifying your time zone. I think you must have posed an IQ test, because I cannot reconcile ES prices on 8 October 2003 (the date on your IB file) with your time zone. Is the date wrong on the IB file, or the time? The only ES prices that match on 10/8/03 are at about 7:30-8:30...

...please enlighten a simpleminded country boy of dubious but certainly incestuous parentage. Are you saying Grob109 is full of it? I ask most sincerely because being credulous I do not in fact know. TIA.

...I think you are making this too hard. If you have a mechanical system, automate it and take a nap, get drunk, take a day job, or pursue whatever your favorite perversion is. Then the excitement of not knowing whether or not your internet connection is working while you are otherwise occupied...

...stupid question, sorry. Where are you trading from that the times and prices match up, that is, what is your time difference from U.S. Eastern time? Just want to follow. Thanks.

...antipsychological = worse than random = manipulated.

...shame on you. The man asked for a system! Give him one! I'll start. This backtests great. Try it with real money and let me know how it works. Ready? Here it is: BUY the Tuesday open, CLOSE on the Tuesday close.

...consider looking into E-Signal, as well, especially if you want to back test. ES and IB is the combo I use. You planning to DT stocks or futures?

...and apologies to Adamoptions, don't mean to highjack your thread, but thanks for the observations on E-Signal. You are correct that E-Signal's intraday data is shorter at 60 days than TS's two years, but ES supposedly is expanding. I am in California and the time zoning works, but maybe...

...permit me to offer another "option". E-Signal has a perfectly good backtesting capability for less than TS without their brokerage client discount. If you are an IB or MBT client, E-Signal will give you a discount. It's a po' boy solution. Disclaimer: the money goes one way, only from me to...

...E-Signal offers a very powerful strategy development and testing platform for less fee than TS (if you don't open a TS brokerage account, that is). I pay $113 per month (the IB customer discount) including CME fee. The E-Signal programming language is a Java extension, which is a plus if you...

...thank you kindly for your thought-provoking exposition. I will contemplate it carefully. Best regards. - Mike

...despite the recent endless debate elsewhere, no doubt everyone will want to know what you mean by a "quant". Could you please elaborate? BTW, there are no old quants, so my question is purely "academic". Thanks.