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Give the OP a break. 1. Stops. If you're taking a static dataset, most "technical systems" under-perform using stops. Meaning, "no-stops" work better under a backtesting environment where you're dealing within a static range of market condition provided by the dataset. Stops are useful...

In terms of the official ET programming language... we have 2 for Excel (VBA... etc. etc.)

:eek: :eek: :eek:

Thank you for your reply dtrader... Considering the past few interactions in other threads, I think we're on the same page. In terms of VBA... I think what you had in mind is VSTA/O. http://en.wikipedia.org/wiki/Visual_Studio_Tools_for_Office

Thanks. You replied right in time for me to add the "(VBA)"...

The title says enough... If you were to learn a programming language for automation, research/testing or other stuff what language would you want to learn? Excel(VBA), Python, OCaml, C#, C++, Java, Ruby, etc. etc. Equally, if you were to teach someone which language would you use? (We...

Quantum Walk??? Never heard of it and here I go again... going through white papers and coding/testing x1000... Maestro... if you were gay, I'll consider myself as your bitch for the weekend. Seriously. Thank you.

Of course, % is not the only value that is "probabilistically" acceptable to use... And the drifts can be isolated as a noise to expose... or it can be diffused if they are relatively singular... Let the Random (Normal) begin. Maestro, if I was a chick, I would marry you. :cool...

No problem. No offense taken. Though, if there is any chance of giving you the slightest consideration of being a bit accepting / understanding / listening towards systematic trading: http://www.elitetrader.com/vb/showthread.php?s=&postid=2495946#post2495946 It's what I posted a while...

John? Who is John Galt?

Interesting. You KNOW someone and he/she told you. But you haven't provided the feedback in first person... But hey... I'm getting a weird vibe here... I have nothing against discretionary trading. I do it and I have a good reason to believe that there is not much of a different if you...

Nope. (in a soft tone...) They're both the same. Seemingly, from the past 2 posts you've made in here... you seem to WANT, to make me say, "Discretionary trading is better than systematic trading". If my assumptions are correct in anyway, what I can tell you is to seriously, take a step...

OK... I was being a bit confusing... so I'll reword things... 1. Most, but not all, models are dependent on some kind of distribution of a model's corresponding market tendency. So whatever the model is... it exposes some kind of distribution and largely affected by it. This is pretty...

Currently, I am learning / researching / testing / confirming what's been mentioned by Maestro, dtrader and others in the following thread: http://www.elitetrader.com/vb/showthread.php?s=&postid=2645481#post2645481 As part of my research, I've been running some tests regarding random...

Automating PA is just like any other trading model. It's a matter of having clarity over your trading to a point where you can code it and have it automated. Some concepts of PA requires a lot of resources to implement. Considering the cost vs. performance ('pute power and liquidity limit)...

I wasn't banned completely. I got myself banned by posting a little joke in the reporting myself as a spammer. I was already planning on getting my main alias (this one) back so I told Joe that he should just keep my "whoisjohngalt" temp alias banned for good. I like to joke around a bit...

Anyways... 1. I'll be out of ET for a while (real-life professional obgilations + compliance issues) so I posted a few things that I hoped to post before I leave. 2. Run your own tests and confirm. 3. Do what you test, not what you think. What you think is what needs to be tested...

I'm going off-topic and completely irrelevant for the topic of this thread... So there's been a discussion about Volume and how signficant/worthless it is. And fortunately, while I was doing this, there's another thread about Price Action / Backtesting... When I started planning on this...

Here's another set of typed words that signifies nothing for others... :p Actually, I'm not breaking anything here, it pretty much supports the "conventional knowledge". It's about Risk Management... So... I attached another set of (insignificant) test results... First, I have 6...

OK... Walkforward... As mentioned previously... the attach xls is the validity test for different types of WF analysis. The test is done similarly with the previous 2 tests using 12 models.... Windowed WF is... running a WF logic within a constant interval. I would have the models...