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Thanks GTS. You are great help always. By the way, I purchased another hard drive (WD 500 MB Black, 3x the old price) and I made a clone using Acronis, no problem. I then switched SATA cables and my system started fine from the new drive. I started to think that the optimum backup strategy...

It is a WD flash USB disk 250 GB.

Has anyone using Acronis faced the followign situation? I have made backup images in 3 different directories on an external disk. Two of them are a disk (c) backup and the other is a My System backup (not that I understand the dufference anyway). Suddenly, when I run Acronis, none of the...

Timeframe? Daily or tick?

Actually the statistics do not support this racist statement. Greeks work as hard as Germans. The thing is that Germans work smarter than Greeks, taking advantage of an edge they have set up to suck wealth from other nations. Greeks were sold to Germans by corrupted politicians. The...

Thanks for your explanation but this is not related to my question. In my question you have a stable divided by a stable and you get a crazy. In the example you gave you have a crazy divided by a crazy and due to phase shift you get mode cancellation and a stable line. I wouldn't have...

That is also what every crook with a ponzi scheme wants you to believe.

Many. But you don't need them. If you assume your probability of ruin is 99.99%, you are right within 95% confidence. The more interesting problem is the time it takes for 100% ruin. Is it 1 month, 1 year, 1 decade or 1 centrury? In this life 4 things are certain: 1. Death 2. QE 3...

You say: EURSEC stable USDSEC stable But then EURUSD crazy? How come two stable variables when devided produce a crazy variable? Maybe do you want to start by explaining this one? I don't discount in advance that you may have a good explanation.

It depends on the ratio of bankroll to bet size. Win rate is very important. If you have only $2 and a win rate of 50% and you lose $1 you have probability of ruin 25% before you even see any profit. This si just a trivial example to illustrate the problem. For any starting capital C, the...

Sounds like a quadratic optimization for allocation, i.e. Markowitz.

I believe TSL is doing exactly what you propose. PAL is more of a data mining program with application specific taxonomy and meronomy, as MAESTRO would say. It is limited to price patterns: http://www.elitetrader.com/vb/showthread.php?s=&postid=2968698#post2968698

Win percentage tells a lot. Whoever thinks otherwise is not familiar with risk of ruin and probability theory. Any system with win rate < 50% has a risk of ruin probability asymptotically equal to 1 as a function of time. How fast the probability converges to 1 depends on path but it will go to...

The only condition for CLT I know of (it's been a long time if you don't mind) is that the random variables are independent: P(X1\X2) = X1 I am not sure about identically distributed and I do not recal this affects the CLT.

First it does not depend on distributions of the random variables. I suppose you mean the requirement of large samples. Do you?

+ Best answer. Based on what he has shown if we assume that the mean of the samples equals the mean of the distribution of the mean in the sense of the central limit theorem then the probability for each system for > +10 P{P/L > +10} = 50%

Yes they are! No they are not! Pick the answer you prefer depending on your objectives. if you are looking for a human being they are. if you are looking for a model for fast relief they are not

For normal distribution only

One of the guys I worked with used them before. He did not report major problems. Most likely you need these for backtesting. It is a good idea to check the data for errors. Typical erros include an open or close outside of the bar range or spikes. Metastock downloader can check the data for...

You stated the big problem. :)