Search results

http://www.youtube.com/watch?v=kBux4AlGQzM

Thanks.

What are these three states? I'm more used to thinking in terms of either trend or chop ... so am interested in your idea of three states, but don't understand what they are ... what are they? what sets them apart? what defines the market being in one state rather than another? Thanks for the...

nice! +1 ... the only thing I'd add is that all the above would be quicker, easier and more significant (statistically speaking) if you can automate the testing...

Is it this one? http://www.elitetrader.com/vb/showthread.php?s=&threadid=198742

In “The Crisis of Global Capitalism” (1998) Soros wrote about his theory of Reflexivity. Reflexivity, he wrote, applies to price action (well actually, he just called it “markets”, but us traders know what he meant!). He wrote that reflexivity is one of the main reasons that...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=234783&highlight=ritual

This would be very difficult to achieve in practice; getting to the front of either order queue is difficult (if it's a new level, you get there by being fast; if it's an old level, you got there by placing your order way before it executed). Both sides as market orders? One of the sides will...

In case you're not already familiar with "Risk of Ruin", there are a number of good threads here on ET that have dealt with the concept fairly recently (from memory, look up intradaybill and "risk of ruin"). If you are really going to trade this way, you can probably do yourself a favour by...

All NASDAQ stocks are flatlined... spreads are huge ... will wait on the sideline until the picture normalizes... I've seen this happen before: exactly 9 days each year ... really weird ...

First Law: = = = = = = Every filled buy order matches an equal volume sell order that filled at the same point in time. Second Law: = = = = = = The change in ask volume equals the change in submitted volume minus the change in filled volume minus the change in cancelled/modified volume...

Have you gone back to run a backtest over the period of these 18 out of sample trades? Will give you a good measure of how close to "reality" the previous backtests might have been.

How do you plan to use the BBs? = = = = = = = = = To detect each pair's transition between trend and chop? In which case, setting BBs up as per normal (i.e. each BB set up done independently for each pair on its own chart for that pair) could be the way forward. Or, to detect some...

"Understanding Statistics" - Graham Upton & Ian Cook, Oxford University Press

Thanks! So in your example you are assessing the relative frequencies at which certain events play out (in this case, the relative frequencies of N successive higher (or N lower) closes). If the sample is big enough (how are you deciding that?) you can take the relative frequencies as...

What about the "Strategy (System) Design" forum?

Sounds interesting ... Can you give an example of the sort of back-of-envelope calculation you mean? Thanks

HighImAbattia NinjaTrader (www.ninjatrader.com) + intraday data provider (see NinjaTrader list of data partners) ... I'm sure there are others, too ...

More clues, please... How does the book determine directional bias? What drives price?

+1 (seriously, it looks like you're about to start trading real money, but from all your many posts over the last day or two you seriously haven't got a clue about even the most basic stuff and seem unable to work things out for yourself ... IMO amazingIndustry's response above is the only...