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I opened the file and it looks like this...

Technically speaking you are right. However, it is being mined in enormous quantities, plus new mines are constructed on a regular basis. This is all on top of the insane amounts of gold stashed in various central banks. As such, I wouldn't hold my breath for a natural shortage to develop...

For a professional trader or a hedge fund, there is obviously nothing so valuable as the trading systems and methodologies that they use (particularly for quants). How do such companies go about protecting that information from getting out? Considering the amount of money involved, there is very...

I like your idea of testing all sorts of patterns and pattern combinations to see if any have predictive value. In my testing though, I've found that if you include enough patterns to combine, you very quickly start to find random combinations that perform extremely well in sample, but fail out...

Why do you look at win %/loss size/ win size as separate distributions, rather than treating all your trades as a single sample of both positive and negative values? -bbc

While I have no idea how much Lindq makes, he has given me some excellent suggestions in the past that have helped me develop a great system (which I suspect is quite similar to his) that has been quite profitable since I started trading it a few months back, and backtests profitably for a...

Also, if there is anyone who downloaded it the first time, and wouldn't mind sharing it, I would really appreciate it. -bbc

The link doesnt seem to work anymore. Would it be possible to repost the spreadsheet for those of us who didnt download it the first time? Thanks, bbc

I'd like to ask a question of people who are successfully trading short term systems (< 3 days hold time). Do you believe that different commodities exhibit different characteristics in the short run? In particular, I'd be interested to hear if anyone has been successful (in real trading) with...

Is there any published information out there about Monroe Trout and any details as to how he may have traded? Besides the interview in The New Market Wizards, there seems to be absolutely no information out there about him. -bbc

In my opinion Toby Crabel is rather overrated. If you read his disclosure document you find that his performance results include interest income, which makes them a whole lot less impressive. Also, if you look at his leveraged fund, where the interest income is less important, you find that his...

I am a bit confused here. How can you geometrically decide on an important time? I can see how you can geometrically decide on an important price level (ie interestection of some trend line, % retracement, etc), but how does it work with time? -bbc

I looked through your code and I dont think the calculation is correct for intraday systems. In particular, the following line is problematic: prof = cl(ntrd+st+ho) - cl(ntrd+st) Here you are calculating the "random day" profit/loss from close to close. However, if you are trading an...

For those of us who are TradeStation challenged, can anyone explain what the 'doji(X)' function does? -bbc

There is something strange here. The system results that you posted average over 100 trades per year. However, I just ran a test to find all the days where the daily range is below previous day's high or above previous day's low until 2pm EST, and then a range expansion breakout takes place in...

I have his "Encyclopedia of Chart Patterns" book. I consider it worthless. His testing is highly questionable, as he doesnt even rigorously define what it is that he is testing. The statistics he presents are completely meaningless, as he talks about things like "average percent rise" without...

That doesnt work. I am looking for the two words to be together (ie next to each other). -bbc

Is there any way to search the site using phrases rather than individual keywords? For example if I type "volatility breakout" into the search, it will turn up posts with the words 'volatility' and 'breakout' separately, even though I put my search phrase in quotes and I am only interested in...

I only trade domestic and when I did my original testing, the metals didnt really have a good history of trends. There have certainly been a few massive moves, but also a lot of false breakouts. As far as foreign markets go, from what I've read LME is a pretty strange market. I read the...

When backtesting and developing trading systems, does anyone here try to scale the system parameters and the trade results to the magnitude of the price at the time of the trade? If so, what sort of scaling factor do you use? For example, let's say you are testing a SP futures gap strategy...