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BTW. I though this is a place for traders and strategy experts. So you want our expert opinion and in exchange don't even let our signature in place? If it's only losers that you want here, this is the right way to go. You send away the best ones and remain with the frustrated losers...

Agreed. Envy and bitterness do not constitute a constructive attitude, especially if they degenerate in a distracting full time activity. [There is, in my perception, a similar attitude in some of the wikipedia guys (hopefully a small minority). ] On the original question, my humble opinion...

Impressive and elegant. (although perhaps something can be made more compact and less distracting). I prefer the keyboards on the table... more stable. What do the pictures on the wall represent ? ------------------------------------------- Browse my futures daily diary: <a...

Hello, I am forward testing a couple of new <a href="http://www.datatime.eu/public/gbot/2009Oct16/default.htm" target="_blank"> scalping algos on <b>Futures</b> </a> can you suggest some other good liquid candidates I may be missing to add to my current list of babies under testing ...

There can be various reasons. The 2 most remarkable are: - Overfitting - Not proper data filtering The first one is the most insidious and hard to fight. Also because people tends to wanting to believe the "too good" results that overfitting yields. Also depends on strategies...

I also am currently testing Algos which don't use indicators. Here is some graphic log of fully automated trades: <a href="http://www.datatime.eu/public/gbot/2009Oct14/default.htm" target="_blank"> No indicators </a> [I have not finished it yet: adding the component to "ride the...

Here is some <a href="http://www.datatime.eu/public/gbot/2009Oct02/default.htm" target="_blank"> Example</a>

_ Is it Play time ? I see some people are tired to think and they want to relax! :-) Even if irrelevant, let me say I don't have currently any multiple identity and have little idea what Raskolnikov is talking about. The funny things is I did receive, among the tons of PMs, one funny...

I kind of doubt that simple tricks would lead us anywhere, as, if it were so easy, everyone would do it. As I said, while the option way is a possible one, I'd rather try all means to avoid it. Options are too "greedy". Perhaps, a direction to aim to, or at least attempt, is, while we have...

What's this? a blame attempt to get me kicked out from the forum ? I can only guess this is the frustrated loser ET-cop at work again, right ? In case were not clear, I am not connected in no way with the poster daytraderbb, and ask the mods to kick out that user. Tom

Yes I'd say so. How you call it, symmetric wrt x (time) axis ? (a reflection, like a mirror image) y=f(x) y=- f(x) (or more in general y=- a f(x) + b, a>0) Like pairs of inverse ETFs (eg SDS/SSO). Example: http://tradermike.net/2007/03/list_of_inverse_short_bear_etfs...

Hmmm, I am trying to visualize it mentally, but I still don't see it. In what you say I see a problem: - If you play an opposite strategy on the same curve shape it seems to me you are going to run an unprofitable strategy on one of the 2 instruments (intuitively can't be both...

Thanks shikantaza, >"second account to be net long YM, when the first account is net short ES" hmmm, why do you have this intuition that it could be profitable? Are you thinking that, since the scalping process is symmetric, we can still profit from an opposite game and at the same...

Well perhaps from an operative point of view. Problem is that the logic has been though for 2 accounts and "then projected" onto 1. There is perhaps an audacious analogy with the math you do passing through the complex plane. You may return to real, but won't get the same result if you...

As I never leave anything unattempted, I am making an experiment forcing all orders to one port (that is, the same account). The result is "weird looking" and can be seen in the pictures below: [Contraints: Max Contracts: 6 ScalpRange:1,2,5 ] <a target="_blank"...

Thanks ScoobyStoo, The averaging that may appear is not sought in any way by the inner logic of the algorithm. It's a mere byproduct. It simply stems from the fact that the double edging / scalping action has to let increase the position on one side to continue the scalp on the other side...

_ Thanks Kedwards, for your kind comments. <b>--Now with my observations out of the way, I'll try to make an enhancement Of course, you already discussed being long premium to offset unrealized losses in a runaway market. Another thing, and I think you probably don't use indicators, but...

There is also one intuitive reason why you can't do in 1 account. You are scalping in 1 account. Imagine you make an entry LONG at price P buying a quantity Q. If the price goes up P + dP you close and have scalped some amount L *Q * dP - (expenses) $ If the price goes down...

Good advice <b>trend2009</b> If you succeed projecting the trades equivalently to a single account, you can trade without margin worries. Try with today's scalps: <a target="_blank" href="http://www.datatime.eu/public/TradingDiary/ES2009-09-08.gif"> ES2009-09-08.gif </a> [This was...

Many friends at ET are asking an example on ETFs Here is some BackTest/tuning on the pair SPY/SH: <a target="_blank" href="http://www.datatime.eu/public/gbot/RobustnessAssessmentExample_SPYSH.htm"> SPY/SH tuning </a> (this is unconstrained, but it can be, clearly) Tom