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    Random Trading

    I have a feeling you get a wrong picture: 68% within 1 standard deviation of excpected value applies to the normal distribution. The coin flip adheres to a binomial distribution and the conservative estimate is 75% within 2 standard deviations of expected value. But look at that statement...
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    Random Trading

    You are right: there are two random variables resp their distributions involved. The original questions refers to the probability of events in flipping coins, which may be interpreted as a representation of winners and losers. That is the first random variable/distribution of interest: the...
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    Random Trading

    The assumption of a 50% probability for, say, head will work out in the long run only. How long is long? In a series of 4040 flips you may expect a deviation of around 0.5%. (I did not compute that (it can be done) but took it from a book.) In absolute numbers: of 4040 flips there...
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    My screen shot for trading the futures (links work on this one)

    Taking a screenshot is easy: Just press "Print" on your keyboard, that will generate a complete screenshot of your monitor. If you want to show only one window (the active one) press "Alt" + "Print". The screenshot is now stored in your clipboard. To store it on your harddisk, you need a...
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    Best or Worst Trades Ever

    Thanks rs7, I hopefully do understand the matching process, but the numbers just confused me. Regards Bernd Kuerbs
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    Best or Worst Trades Ever

    Sorry rs7, I do not understand: your friend shorted AOL at the market, when the next morning the price was up 8 pts from the 4pm close, then he had a loss of 320k. If he managed to sell at the 12pts plus price he then had a profit of 4x40000 shares the next morning, because the price dropped by...
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    REAL unbiased statistical studies ?????

    Search the internet and you will find a lot of studies. One page: http://web.mit.edu/alo/www/articles.html read article #26 As to more conventional indicators, I know only of one book: "Technical market analysis" by Bauer/Dahlquist. Though their conclusions are very wrong: They studied...
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    Volume by tick count or trade volume?

    I'm using tick volume in a slightly different way: that is I'm using a Constant volume Bar Chart, though the Constant refers to the number of ticks not the number of contracts traded. It's a good measure of volatility. Somewhere buried in my well-organized archive (read: bloody chaos) there...
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    TriKinetic Trading Computers.

    I can not commend on prices or quality of the computer brands discussed above. I suppose you are going to trade from home, so I recommend that you have a look at the noise generated by the computer you are going to buy. Fast CPUs, high-powered grafic cards demand a lot of cooling, the...
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    eurex traders: be carefull with esignal

    Wrong. I do pay about 700 € and that's considered some special offer including multi-monitor support and I forgot what else. I suppose that package had been designed to fend off eSignal. regards Bernd Kuerbs
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    Does really nobody know this?

    Hmm, are we allowed to call that backtest? Shouldn't it be called forward test? I agree, it's the only sensible way of testing, but the data vendours refuse to sell that data, though they could make lots of money... Maybe there is some hope in utilizing the recently tested effects of...
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    Does really nobody know this?

    I do not see any sense in testing intraday systems with adjusted contracts. Just splice the contracts. i.e. append to the end of another and take care of the rollover days when you use any indicators. The raison d'etre for adjusted contracts is in EOD -Systems which might deliver wrong...
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    Stiff Neck

    No, it is not required..... You may use it fully dressed. I'd even recommend that, at least during winter... Regards Bernd Kuerbs
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    Stiff Neck

    They did not send the girl with my chair. Anyway, what do you wanna do with her? You are doomed to trade... :D I can't tell what has more influence upon what problem, but I think adjusting the height of the monitors should help relieve your neck problems. The chair is intended to prevent...
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    Stiff Neck

    I'm using this one: http://www.swopperusa.com/home.asp because the kind of chair you are using caused problems with my knees (or the other way round). I set up my monitors to be at about the same height as my eyes, so i do not have to look up or down. Sorry, don't have a webcam to show...
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    problems with esignal again

    I do not think so: http://www.eurexchange.com/index2.html?mp&4&3&marketplace/vendors_mdatavendorlist_realtime_en.html This is a list of data vendors for the Eurex. I do not know why futureSource (www.futuresource.com) is not listed or realtick (www.realtick.ch). Maybe they use...
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    problems with esignal again

    If you don't believe it, why don't you ask Eurex? Do not hesitate to call or email them. Once more: Eurex has two classes of data feeds. One for their members,which has highest priority and one for their data vendors. IB distributes the data from its member feed, though in a reduced rate. I...
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    Trading statistics spreadsheet

    Sounds like you have coded your statistics using macro-statements. Try coding it with the aid of VBA or have someone do it. In that way, you will have to import your data only and press some button (even that may be automated) the rest is done without the need to constantly copy and adjust some...
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    Trading statistics spreadsheet

    I do not know what kind of statistics you want to compute, but if you consider buying a $795 package it must be pretty complicated. If you want to spend less, have a look at www.statistics.com. They have a section for free software, maybe you will find something useful. good luck Bernd Kuerbs
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    Dax

    Try this...
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