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thanks..but most shops advertised here are quite reputable firms: http://www.cityjobs.com/ I wonder what can be done to preserve one's strategy when joining such a firm...if that is possible at all! :)

I can generate lots of historical trading data on futures, currencies, indexes, etc. It is scalable. Have shown good results on the daily charts - most suitable for position/swing trading.

thanks for replying....not sure I understand how they do the simulating - do they just re-scale the past trading history? I do not see how they can simulate a strategy in any other way - except if I give them the system itself...

what about a few years at a reputable forex system developer? can that help?

so you know that they usually ask a general description right? lets say you have your system coded in tradestation - what stops them from grabbing your strategy with one of their savvy programmers - when you are away?

I wonder if anyone did this to any of the larger investment banks, hedge funds. And what are the standard system metrics that are given - i.e. is TradeStation-type strategy report enough? BTW - what is the chance of being considered by a major institution with an excellent system but that has...

Hi! I saw some job ads at the City of London inviting day-traders with their own tested systems. I wonder what is the procedure if you get with your system in any of such funds - do they usually require that you disclose your system 100%? Or 50% in general terms? It stands to reason that they...

does this mean that if want to test your newly-found edge you should concentrate on the recent prices? That sounds contrary to some of the opinions in the trading books that you should test your system over a long time back...

the trouble is the population size is extremely large - if you take as a population the size of all possible security setups the trading instruments can go through....

sounds reasonable given the size of the trading instrument universe and the possible way each of the instruments can behave at any time...

thanks....the answer is the more the better? or is there a ceiling number of trades beyond which adding more trades won't add anything to the picture?

thanks...but what if the system generates only 10 trades per year?

Hi! I am interested to know what is the optimum number of trades that a system should generate on any single market - that can be used to judge its performance. Another question - what is the best average number of bars that should be between the signals - i.e. what is the maximum level of...

ok...lets continue with this line..:) here is my mega formula for choppiness: Dima's Choppiness Index (DCI): SUM OF INDIVIDUAL BARS' ABSOLUTE(HIGH-LOW)/ABSOLUTE(RANGE HEIGHT) for the last 20 bars your turn...

I have done this already on over 50 different instruments/time frames....

I am getting most of my EOD data now from yahoo...is there any site where I can get commodity futures data? I managed to download some data from the turtles site (eg. http://www.turtletrader.com/cddata/c.zip)

btw...have you heard of a way to automate EWA?

thanks for your supportive words...I was close to concluding that this forum is 99% full of people hating the EWA..

thanks...and...bye

agreed...read more on connection between phi and fibonacci numbers: http://en.wikipedia.org/wiki/Golden_ratio#Relationship_to_Fibonacci_sequence