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Write down you formula for those claims. Confirmatory statistics do not apply to backtests. You seem not to understand this. Your statistics knowledge is too limited. Only real trades can be used for those tests. By the time you get 600 trades you may be already broke. Do you understand this or...

In the other thread you used 30 trades. State your formula. You know no statistics. This is not coin tossing.

Playing with monte carlos will not help you make a dime. Your reaction to this thread shows that you have invested way to much in failed analysis. The point that you failed to understand because of your knee jerk reaction that shows panic is that the author say that you need to develop your own...

He is correct. Don't look only at the last Fed manipulated trend in stocks. In general trend-following sucks. More people have lost money doing it in commodities and currencies than those who profited from stock trends.

Article link Very good advice and reference to data-mining problems.

First of all I'm not familiar with ES but 10-20 points profits? This doesn't sound like day trading to me. I do not day trade but to believe you you are welcome to post audited statements of 10 years of trading. Otherwise, nobody will believe you. Sorry. Joe claims that he can bent spoons by...

What happens if p =0?

Some strategy may work for a while but then it will give all profits back. Only market making justifies day trading.

The independent trader is long "done".

Sure, they all say that...

That "plenty" is the 1% that were lucky. BTW what do you mean by TA? Candlesticks?

"If there is no effect between variables and your confidence level is at .05 (5%), 1 of 20 tests will show that there is an effect even though this is not true, due to random error." https://explorable.com/data-dredging

Very nice capability in this software. Kudos to developer.

Day traders deal with noise only.

Russians everywhere in Wall Street. Most were nuclear physicists. They have no market culture because most were raised in Soviet Union. Americans can't get a job and go for fast food management positions. In some states its like you are in India. Americans work in malls or restaurants. This is...

Python is the most complex way to code strategies. People say those services have advantages because they offer data. If one cannot afford to have data access for proprietary development then better not trade at all. Anyone here who claims python is for trading system development please submit...

People get what they ask for:)

I knew this guy who ran a fund and he thought the same. Now he is Uber driver:)

The same author strikes again today: http://www.priceactionlab.com/Blog/2015/05/multi-armed-bandit-problem/ Interesting references to multi-armed bandit problem I wasn't aware of but I guess everyone comes across it in a casino.

You have described an automated trading system. Model the rules and program them or ask a programmer to do it.