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I have a free tutorial on my site on optimal f. Here is the link http://tradersstudio.com/Default.aspx?tabid=36

I had a thread on this a while back. Here is the link http://elitetrader.com/vb/showthread.php?s=&threadid=54799&highlight=Nasdaq+Split+Adjust If you have more any questions about this , you can post it there. The opening range breakout thread is getting a little side tracked recently.

I got my schedule. My talk at Traders Expo is 5.00 pm in Chablis. The talk will last to 6.30. I hope to see your there

Besides the Turtle based systems ,I am also covering a bond system based on intermarket analysis and a intermediate term SP500 Mini system. My talk also has something for equity traders. My Nasdaq Trading system has done well the second half of the year. Using TradersStudio 2.0 , I...

It is not "Dynamic Break Out". It is totally different, my orginal methodology used the "MEM" algorithm to find the dominant cycle. I then used that to set the channel length. I originally did this work in 1995. In 2001 I retested it using the Hilbert Transform which is another way of finding...

If anyone is going to Traders Expo in Las Vegas next week, I will be there speaking. Futures Truth who is one of our resellers, has a booth and I will be available for questions on opening range breakout as well as other topics while I am there. Check for me at the Futures Truth booth next week...

Let's now go back to my whole original quote. You can see in context we agree, a good backtest is not enough and you need to know when the markets have changed and will cause your system to fail. This quote is from a few pages back. A good backtesting is a minimum requirement. It also...

I made the statement that , I would never trade a system which did not make money during a backtest. This is because a backtest is a best case look at the system results. I made these statements in another thread. It seems like some people don't agree with me. What does the group think ?

A system which fails when backtested will surely not work in the future. Backtesting provides a best case look at the results, so if you don't like the backtested results you should not trade the methodology. This is my exact quote, I though the definition of working is to make money...

I am not wrong. I did not say that it can't be profitable in the future , I said it can't be trusted, that is a big difference. In terms of measures , I will cover that in a thread on system development I will be starting soon. I want to put the material together and am currently getting...

1) First, if a system fails a backtest we can't trust it in the future 2) If it passes a system backtest we can do more analysis to measure the likelihood it will work in the future. This is all we can do with our backtest, the issue you are forgetting is design. Your system need...

Yes you can use me as a reference. Enter Murray for the Referrers Name and mgf1205 for the Referral Code. If you purchase TradersStudio between 12/4/05 and 12/31/05 , you can fill out the rebate form on the site. http://tradersstudio.com/Default.aspx?tabid=131...

I totally agree with you, if a system is curve fitted then a good backtest means nothing. The point I am making is that if you can't even get a good backtest you should not trust the system.

It is true that systems which lost money in a backtest , could make money during some period in the future. I would not trust a system which failed a backtest because we do not have any evidence that it will work in the future. If you don't have this evidence it would not be a good...

Try this link , http://research.stlouisfed.org/wp/ It is heavy research material, but sometimes you find good ideas.

What are you using to switch ? I have researched Equity curve feedback ,walk forward optimization and written articles on these topics. Are you using adaptive methodologies like cycle analysis. I wrote about the methodology of using the current cycle length to set the breakout channel...

I have said this several time but it true, a system that has backtested well will not necessarily work well in the future. A system which fails when backtested will surely not work in the future. Backtesting provides a best case look at the results, so if you don't like the backtested results...

Thank you Muhammad for your kind words about my self and my staff. We are working very hard to create the best backtesting platform ever. In addition we currently have added a new program which allows TradersStudio owners to refer , friends, family members and colleges and receive a...

If we are talking about maximizing performance of a trading strategy for the stock indexes I would agree trend following does not work. If we are talking about just outperforming the market returns then strategies like the 4% rules on larger basket indexes like the Value line and the Russell...

In the markets, if you trade what is popular and people think should work you will lose money. The N-Day Breakout is the least popular methodology in the poll, but it should not be. In order to show this point I have run a group of 8 markets using a 20-day channel breakout in...