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Price / Performance is terrible. I wouldn't consider it for 1 second. The value is minimal.

Sorry for picking up on such an old post but... As an strong advocate of mechnical trading methods doesn't: "That's not always a hard and fast rule given other indicators I consider, but when I am going to make an exception, I do disclose that." ...indicate a discretionary approach...

No, and I don't care. My comments weren't designed to buttress his reputation as a market oracle. Thx D

Hi, I know nothing of this David Tice guy and won't indiulge in any childish personal attacks upon him. He may or may not end up being in the right on price correction. It's hard to say. However, I will say that most of the contributors to this thread appear to exhibiting linear thinking...

A discretionary trader, hopefully not a discretionary gambler, will have a system that they operate. However, for them it will usually be a framework of operation rather than a rigid mechanical system.

There's another dimension to this problem - trade dispersal. A system with a wider distribution of returns is, all things being equal, more risky than another system with a tighter distribution. So, while a system could look good based on your metric the dispersal of trade returns may point to a...

Chanelops, I've sent you a PM and haven't yet seen a reply. Have you missed it, or been away from the forum? Thx D

:::Sighs::: You seem to be compulsively combative and rude for no credible reason. But let's leave it at that. I've had a look at some of your other posts and see that you're not the most mature contributor to these boards. My mistake for giving you the benefit of the doubt. Now, feel free...

Yes, I'm familiar with the downside of ET culture. Thankyou for needlessly introducing it to an otherwise unpolluted thread.

You're right Neural Nets are in there. Your condescending tone doesn't do you any favours though.

In principal I agree but disagree in practice. If a system is robust but gets experiences some equity volatility due to the record volatility of the last few months what does that say about the system? In fact, is is possible for an eod system to not experience high equity volatility in today's...

I've not been following this thread but I do know biocomp's products quite well. Profit 8 (or Dakota too) simply generate a signal. In the hands of skilled users the signals can be high quality enough to be robust over backtest and significant oos periods. That said, as a raw signal...

You've just embarassed yourself pal. Or, at least, you should feel embarassed.

But the system is the session. The session data is simply anciliaries to allow the system to run. If you change the system for an already loaded session then you have to reload. I know where you're coming from and it could be different. But it could be a hell of a lot worse too. I accept the...

So what you'd like to do is store the calculated values for later use in order to speed up testing. Okay. Yes, i suppose you'd need to dump the output to a data file. I do think the suggestion of creating synthetic data series as part of the data handling system is a good one though. Keep...

Fifty years of what? If you want stock data going back that long then you're talking about paying many thousands of dollars. I'm not a data guru but older data has more accuracy issues associated with it - particularly stock data.

Well, I don't do stocks (which I think you know) so I don't have an example of this type of thing. How I might try to do this (in pseudo-code) if I'm understanding you correctly is: "Function StockStrengthIndex(StockIndex as Array, Lookback) For StockSeries in StockIndex...

I noticed this as a gap (for me) the other day. But given that kind of synthetic series you're alluding to can be coded up in custom functions I'm interested in why you see this as a gap. I noticed this gap because I've been coding up some functions in Tradersstudio and have been plotting...

You certainly should. You sound like you want to apply some rigour to what you want to try to do. Using free data would undermine that from the start.

I thought I'd replied to this but the post must have failed. No, I've not read this so at face value I am being a bit harsh. Generally speaking, I am anti-interview style books. Those that I have had the chance to scan seem to share certain common characteristics. Namely, vagueness (even...