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    Metrics to use for system selection

    Your pills are on the table but they have expired...you are a loser...this is the sound you like...plonk, plonk...
  2. I

    Metrics to use for system selection

    A breakdown of your ramblings: - Everyone can NOT be taught proper trade management - 90% of traders cannot trade in a fashion in which you lose more than you win -"high-probability, high win rate" trading gimmicks. - To the contrary the scam artists promise high win rate systems and not...
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    Metrics to use for system selection

    If trade management was the key to success everyone could be taught to become a trader billionaire. This is what some scam artists promise to naive retail traders. What you say is not true, it is far from reality. Probability and trade management are inextricably related. High probability means...
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    Metrics to use for system selection

    Good idea but I think if oss test is good t-stat will look great anyway. This guy thinks win rate and at the same time maximum possible payoff ratio is the best metric. He has some good points.
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    Money management - the holy grail

    I'm not sure 100% but I think he has admitted publicly that he doesn't trade: http://www.trade2win.com/boards/forex-discussion/29805-becoming-successful-forex-trader-18.html#post406962 and you oilfxpro, aren't you tired of the same story...
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    Are girls better traders?

    How do you measure "better"? Better looking did you mean?
  7. I

    Alternative to wealth lab

    Amibroker: www.amibroker.com
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    "Universality" of your trading system?

    ATTENTION ATTENTION INVESTORS IN AAPL: JCL JUST DECLARED THE TREND IN AAPL A MARKET INEFFECTIVITY. It is not the ipad, the iphone and the millions of users worldwide. It is a market ineffectivity that causes the trend. This must be the most hillarious and idiotic statement that was...
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    Good and bad books on strategy design?

    Hello Rita: Is this a diversion from this fact: http://www.elitetrader.com/vb/showthread.php?s=&postid=3472387#post3472387 or should I call you Bob & Alice?
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    "Universality" of your trading system?

    Not true IMO. If a system works only for one ticker it is probably due to selection bias.
  11. I

    Good and bad books on strategy design?

    Why do you think anyone here cares about what you have read and how you have misunderstood any of those authors, since you have already exhibited beyond any doubt that you have no idea of what you are talking about?
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    Walk-Forward Testing and Optimization

    I agree but since it is very difficult to measure DoF and added complexity of non-stationary systems, optimization must be avoided at all costs. This is my point. Mathematically you are correct (as always) but in practice it hardly works. Edit: Plus I hope you understand that "optimal amount...
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    Walk-Forward Testing and Optimization

    Do you think that the following startegy is optimized? If close of today > high of yesterday then buy at the close
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    Walk-Forward Testing and Optimization

    If you optimize a system just before a choppy market turns into a trend, then you miss the trend. Trading system performance is path dependent. Only global optimization can take care of that to some extend. Local optimization can impose a large penalty because of frequent switching points. The...
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    Walk-Forward Testing and Optimization

    It is good that you can at least identify yourself after failing to understand that WFO is optimization. I think you should try somewhere else. There is no ground for you here.
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    Walk-Forward Testing and Optimization

    I think no matter how much you try you will not convince anyone in this forum. You must try another forum. Maybe there you can achieve your objectives.
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    Price action - does it make any sense?

    That is why in another thread I said you must be a newbie: http://www.elitetrader.com/vb/showthread.php?s=&threadid=238236&perpage=6&pagenumber=2 Harris has been around for as long as I can remember with other names like L. Williams and LBR. I attended one his talks as an invited speaker...
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    Tradestation 9.1: Portfolio Maestro

    You are probably arguing with a high school dropout who has no concept of what he is doing. No serious person would throw an example like that in a trading forum. He is a joker to be ignored.
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    Walk-Forward Testing and Optimization

    Yes, remember that because your are the one who judges all the time. Also top playing other's advocate. You sound like a high school dropout.
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    Walk-Forward Testing and Optimization

    Obviously, that happens because the less the data the better the fit. In other words, walk forward is a series of best fits. If the OOS segments are small in relation to IS, you get a very fitted startegy. Try to do a walk forward with IS equal to OOS and come back. Are you a newbie? You...
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