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    Optimization of a trading system with avoidance of curve fitting.

    Get an introductory book in elementary math and learn the difference between an index and a parameter. or ask your high school teacher.
  2. I

    Optimization of a trading system with avoidance of curve fitting.

    You should go back to high school, although I think you are still attending it. Tell me you smart a*s, what optimization is involved when I have a trading rule that says Buy if the close of today is higher than the high of yesterday? Do you have any freaken idea what optimization is all...
  3. I

    Do you see patterns in Random Walks?

    Congratulations, Wishing you many more healthy and prosperous years together.
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    Best way to make money off a trading system?

    Most systems are artifacts of data only and have no predictive power. The hardest thing in life is to make money of a trading system although some do it very well but it takes more than a system, much more. Maybe you could share the system backtesting parameters. What is the win rate...
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    Optimization of a trading system with avoidance of curve fitting.

    Joman does not know or understand the following: 1 - the difference between a parameter and a math operation 2. The difference between a non-adjustable and an adjustable parameter 3. The difference between a qualifier and a parameter
  6. I

    Do you see patterns in Random Walks?

    I think I have to stop here because it appears you play with words. Bye
  7. I

    Do you see patterns in Random Walks?

    Interesting questions. I think I have answered them already based on my opinion. Determinism does not mean we must know with confidence. Determinism is a philosophical stand. To know, you have to know the model. To say that something was unexpected to you and therefore is random may be a naive...
  8. I

    Do you see patterns in Random Walks?

    You confuse interpretations and experimental equivalence. All QM interpretations are experimentally equvalent. Knowing which one is true is equivalent to knowing the true nature of reality, which we do not. For now then, saying that the world is random because QM says so is a fallacy. That is...
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    Do you see patterns in Random Walks?

    Deterministic chaos is a very old concept in mathematics and dynamics. It deals with systems whose tarjectory is sensitive to initial conditions. Our planetary system for example is a chaotic system. Change something and there it goes, hopefully not. "Chaos theory studies the behavior of...
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    Do you see patterns in Random Walks?

    There are at least 10 QM interpretations that I know of. These are philosophical interpetations. Some comit to deterministic worlds and some to randomness. All are experimentally equivalent. Thus, randomness is a philosophical issue. QM does not say the world is random. Only misinterpretation of...
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    Best Backtesting Software for a Newbie?

    I vote for Amibroker. Unbelievably fast at an unbelievable low price ($199 for EOD). It takes some time to learn it but I have found only one backtesting glitch with it, which I am not going to share here. Minor problem I would say. Other platforms may have more serious problems.
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    How to use MOC order?

    You can use MOC order to open or close positions. You have to do that (enter order) at least 20 - 30 minutes before market close. My stock broker allowed me to do that 10 minutes before close when I was trading for a fund. But that was a special deal.
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    US Has an 'Enormous' Debt Problem: ECB Official

    In theory, no country with a money printer and a reseve currency will ever default. So why pensioners will lose their money? They can lose purchasing power but never their money. I think a lot of people have been confused with the EU problems. There nations cannot issue their own currency...
  14. I

    Optimization of a trading system with avoidance of curve fitting.

    If you already know, why are you asking? If your system has even one parameter which you adjust based on some criteria, then this is a fitted system and it will fail.
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    Do you see patterns in Random Walks?

    I have said already many times that randomness is part of specific philosophical interpretations of QM that assume state reductions. Other interpretations are fully deterministic. So you people should stop using the informal fallacy of appealing to QM to justify randomness. You have been told...
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    Do you see patterns in Random Walks?

    + 100 What Antisyzygy wrote is a very deep and important fact. Many people don't understand the concept of deterministic chaos. These are systems that have no connection to randomness but to the untrained they appear so. They are very hard to model, they have virtually no observability and...
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    US Has an 'Enormous' Debt Problem: ECB Official

    No, Nooooooo.... The details are important. More than 50% of US debt is owned by Americans. On the other hand, most of the EU debt is owned by a few oligarchs. The ECB official was trying to divert attention from the obvious fact that the EU is rapidly going down the drain.
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    Do you see patterns in Random Walks?

    No, I was not. He was an empiricist. IU am a pragmatist. Question for you: Isn't it a fact that you replied to my post? When I see totally absurd idiotic statement, like the ones you and some others often make I cannot help it. But you are correct, I should not pay attention to such...
  19. I

    Indicator

    Maximum price risk is the price you have paid. there is always a small probability that it will go to zero. If you were looking for the mean risk, then this is a different question.
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