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TA cannot become objective as long as it is subjective. :)

Is this program discontinued?

Imo none of the above build better trading systems. Fitted systems give excellent MC results, Sharpe ratio punishes good performance and walk forward is just optimization. The best test is that your strategy must work across many instruments without modifications...

I think this is confusing question. You minimize the possibility of curve-fitting by determining that the strategy works over many many instruments. If it does not it may be curve-fitted or it may be something else. But if its works it is not curve-fitted. You do not care to prove it is...

I am not an expert on this one as I have never been a market maker but placing a better bid and a better ask at the same time, is that a wash sale? Isn't this what market makers have been doing for many years? Please accept my apologies if I failed to get this but afaik a wash sale is...

Are you still trading manually you mean? :)

With Kelly betting you will never go broke but you will get close to it very fast.:) These are correct according to my understanding of Kelly: My Kelly calculation: "System A: Kelly = (.55*(433/407+1)-1)/(433/407) = 12.7% System B: Kelly = (0.1*(1000/50+1)-1)/(1000/50) = 5.5%" All...

Normalize with respect to what? There si no absolute reference in trading. Things change all the time. Otherwise some engineer of the 19th century would have solved the problem by dimensional analysis.

Curve-fitting IS a bad thing because it does what you described, it maximizes hypothetical profit. There is no link between curve-fitting on past data and higher future expected profit that I know of, unfortunately, or else the world would be filled with rich trader. The issue is whether...

1-4 days http://www.investopedia.com/terms/s/swingtrading.asp Anything else reflects over-jealousy :)

You learn trading by trading.:) An expensive sport. Tuition is high.

About 3.58% of coin tossing trading in SPY has generated a profit > 0 according to this study. Is this luck or just a random process where someone must win for someone else to lose? After all luck is only determined on hindsight.

No, but that are the only entities that can do it on a large scale with real money and that is one reason they have an edge over retail. I hope you see the difference.

I believe that is a platform that connects to professional feeds. I still like the old Multicharts and despite some problems I had with that platform EL code , like that I get from price action lab, works nicely.

You do not need to generate simulated data to test your system. Just make that its average performance over many markets is above their average buy and hold performance.

I agree it is hard but unless that is the case chances are the strategies are curve fitted. The problem is that when you find out it is often too late.

My opinion (everyone has one you know...:)) is that unless a system works well on many instruments of the same class without any fooling around with the variables then it is probably a fit. It may not be the probability is high it is. I see some traders claiming uniqueness of strategies and...

Good systems are not proved on paper with algebra but based on balance account. Institutions would seed both and then after 6 months drop one or both (most probably:) ).

6 ticks is a lot. You should look at time and sales.

Trying to find a suitable indicator is too frustrating to lead anywhere near success. The best approach is to use some kind of AI to find it for you or to find a system to trade. There are programs like stratasearch, price action lab, adaptrade and a few others others that will find systems and...