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...want make digression up to theory chaos? My feel strange attraction same. Think be much better partial deferential made whole. Also, needs made equations linear, non-simultenuous. Anybodies here talks chaos? We start? You spin thread! Peoples haves many misdeceptions theory chaos. Think...

..alas, I am not at the same level of development as a trader as you two are, and I will probably not live long enough to be. The reason that I need code which executes in less than a second is that I am clunking along with a pure price based reactive intraday system which at most trades for 45...

...thanks for that clear explanation. I understand what you mean now. I am currently working on generic line-generating and -projecting code for use in the kind of approach you describe, but it is slow going. It looks so simple on the chart but the logic is hard for an old man to code. My guess...

...well said, especially the part about being wary of frequent posters. Trading is the most important intellectual and sporting activity in my life. People post here either because they seek answers or have answers to give. My posts on other subjects are invariably courteous and are meant to be...

...I approach the market from a background (admittedly 30 years old) in multi-variate statistical communication theory. For any given instrument, I believe that the community of the significant players who trade and/or manipulate that instrument exhibit slowly time-varying behavior patterns...

...it is evident that Harry desperately wants to communicate SOMETHING. Otherwise he would not derail so many threads misdirecting them back to his pet theory (whatever it is) and create so many new threads with essentially the same content. My beef is that it is impossible to tell from the...

...I am humbled. Where can I find the Newbie Trader Index? Also I will rush out and investigate the wisdom of market academics. They are so famous for their trading acumen. I have yet to read one of their papers which suggested they had a clue about how to trade. Don't take my goading of you...

...could you please elaborate on your post? I would like to understand the error in my thinking about systems and backtesting. If it's a system, it has rules. If it has rules, you can write algorithms to represent them. If you have algorithms, you can backtest. If you are referring to an...

...from your thread on futures trading I assume that this question is a continuation of that quest. Because volatility breathes, the system must be "tweaked" ("reoptimized" would be a so much more elegant word) frequently. I reoptimize every week, but like as not, there will be no significant...

...you are so full of it. If you MUST try to impress people with your psuedo-scientific and innumerate BS, at least get your historical facts straight. Strictly speaking Levy's law pertains to the motion of particles subject to random influences. The relevance here escapes me. You cannot...

..sorry, I was not aware of your thread. I only post when the meds aren't working. Eventually they find something new that calms me down and I fade away again. I shall check out your Cassandra-like forecasts (you may recall that recent geo-pharmaco-archeological research has proved that the...

...thank you for your kind words. I always read your posts carefully because there is so much good experience behind them. Not to get proprietary, but do you extract money from mother market with a "system of systems"? Your suggestion of robustness over all conditions confuses me. I think of...

... since I utterly failed in the daily time frame and found refuge intraday, I am not in a position to argue with you. As the risk of sounding stupid, why would you want something that was robust over all time frames? My initial reaction to that is that "robustness" must be achieved at the...

...if you are trading tens, not hundreds, of contracts monthly, IB is it with $4.80 RT. No competition. Otherwise somone like Fastrade or VelocityFutures is best. See the ads on the homepage here.

...thanks for setting the context. My experience is that the daily timeframe is worse than random, if that is possible. Longer term (monthly) or shorter (intraday) works.

...I T-totally agree. $3K per NQ is what I use.

...I assume you are perfectly serious with the basic questions. If not, it's not nice to make fun of an old man. Take NQ for an example. It pays off 20 to 1 for every NQ point rise. Alas, it also taketh away 20 to one. If you have ever traded QQQ, one NQ is equivalent to swinging 800 QQQ's. IMO...

...you are infinitely more knowledgeable than I am, but are you jiving this newbie for fun just because he's so naive by recommending a $500 margin broker? He has no business trading futures if he is willing to accept a $2100 drawdown. IMO that's about 5X too big if he plans to trade NQ. If this...

...you have to specify the contract expiration month and year. However IMO you are missing one preliminary step, and that is having a rigid mechanical system. Index futures volatility will eat you alive if you don't have one. I think you will serve yourself better by first subscribing to a...

...requiring a minimum of $2500 in your universal account to trade futures, I believe.