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I fixed my data integrity problem with new RAM. For those computer savvy, the machine was passing memory self-tests perfectly fine, but things are much better now with new RAM sticks. Anyways, I started testing a new strategy that has no AI in it. I am likely still going to find some...

I'd consider any "magic" numbers to be parameters. Things such as thresholds values, time ranges and intervals, or anything else that over the life of a particular strategy would be a constant. You can certainly argue that different methods can be represented as parameters too. It does...

So it's like a mantra that doesn't get repeated enough: an indicator is not a strategy.

Do you know of any such algorithms generally that don't require any parameters? I haven't heard of such stuff; even moving averages have periods to which they can be set.

It's pretty much diversifying your portfolio based on indicators. I can understand what you're saying, and I can imagine it'll help. I still felt like being contradictory--just must be the day I'm having :p If the system is curve fitted, then it very well may be "crap" as you say, and twice...

What do each of the signal types mean? For example, H&L Filtered is completely bizarre, but I wanted to get an idea of what the strategy is trying to say when having a stop and a limit for the same symbol. Is it trying to create an opportunity window of some kind?

Wait, is the idea here that they can trawl news feeds and make financial decisions from them? Or is it to use the technology for parsing language in order to study charts?

I look at the thread from time to time and I'm trying to figure out what's going on. I'm stupid and shameless; stupid in that I can't figure out what you're trying to state but shameless since I'm perfectly fine with asking. :p Are you trying to post some scenarios involving volume in some...

I only asked because I wondered what resolution of data successful swing traders used these days. When I first got into this, I had assumed that price data at a daily resolution was all one needed. With all this emphasis on speed that I see, I was wondered if even swing traders needed to look...

I don't know what your system is at all, and I figured you wouldn't give details, but I wondered one thing. It looks like you are using some system since you're generating signals like you do. I wondered what resolution of data you're using to generate the data. Are you using daily ticks, or...

I've been experimenting with Ninjatrader and noticed that for the swing trading backtesting that it does, it's using the opening price. So at least by default it isn't affected by this problem. So I wonder what kind of software these people use that lets them get away with tricks like that...

I suspect this has something to do with all the posts on here I see about using price action, and that the only indicators people need are price and volume at a maximum. I'm wondering what kind of sophisticated stuff you all are doing with linear regression. I had dabbled in doing polynomial...

To distill what others are saying: An indicator is not a trading strategy. I'm still in the theoretical phase of playing around, but I can say at least trying to trade straight on indicators hasn't been successful. I'm starting to see more interesting things trying to put some smarts...

Then you'd have to act on it. Is there enough time for that too? I don't see that getting addressed when people pulling that stunt. It sounds like it's non-trivial, and I'm assuming they're not considering it in simulation. I may post a variant of this in the Software subforum to find...

Something I have now seen more than once when looking up trading strategies from an indicator looks something like this: The indicator here symbolically represents all the indicators where I've seen this happen; it's just a demonstration. How can one trade that? You'd need to know...

I think that was part of the point of the original paper picking on MACD. Given how poor it performs if you execute it based just on the crossings, then it might as well be random. They dressed up the paper by showing a strategy that goes beyond the noise. IMO they didn't do too good of a job...

I am thankful for this thread, since I was trying to implement MACD for myself since there is a lot of documentation on it. The paper addresses two problems I was experiencing: waiting all the way through the profit window until convergence kills everything, and noise on the entry condition...

Here's some more stuff I've been seeing that anybody else considering this should be thinking about: 1. Data integrity. When I'm looking at individual equities, I tend to better maintain that the data I'm looking at is good. It's a bit harder for multiple symbols across multiple exchanges...

I have scribbled something together to view the indicators I wrote, but it's very incomplete. I'd rather spend time studying charts and trying to develop the trading strategy itself. So I'm trying to find something that will let me import in all the data from all my indicators and view it...

I've been playing with Eclipse's SWT framework. The issue was that somehow Swing never quite registered with me; it might now. SWT's big claim to fame was native controls; stuff that looked like it was a native application. Swing used to have some odd look to it, but I hear they've improved...