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RSI is an excellent oscillator. Your RSI implementation fails because you apply it on price series which are non-stationary and non-gaussian processes. Apply RSI to a stationary process and you'll get excellent results. Ninna

Minimum starting amount: should be defined by your strategy. Decent broker: IB Backtest granularity: should be defined by your strategy. Looking at the questions you ask I would advise to paper trade for a few months first... Ninna

Win/loss ratio is related to %of winning trades. You should rather look at the profit factor as it accounts for that. Profit factor and trade frequency are the (only) two factors that influence your equity curve. You can indeed work on improving the profit factor but in most cases it's easier...

Just like a lot of other companies... Why not rename Apple to Chinapple? The consumers (not the companies) are responsible for this. They drive the demand by rewarding (i.e buying) cheap made in China products. No one forces them to buy the Walmart products. Ninna

You're assuming that at some point USA will need to pay it back. Which will most probably not be the case. Ninna

It looks like my equity curve :p Ninna

And except sending the big guy with the baseball bat to make sure the debtor pays... :) Which for countries is called a war. Ninna

Volume is loosely correlated to mean regression properties. Beside, I don't agree with you when you say RTM strategies exploit inefficiencies. Ninna

True! And that's why I make a killing! :D Ninna

Trading is certainly very bad if your goal is to get rich. There are a lot of much easier ways. Personally, even if I wasn't successful at it I wouldn't do something else. Financial markets are my passion and that's why I trade. The money is a by-product. Beside in trading as in most...

I'm not interested in fighting. Ps. I don't see how the other thread is related?.. I answered the question there nonetheless. Ninna

What you want is the joint distribution of your two characteristics (i.e. random processes). You don't give us enough information on the characteristics of these process for us to give a closed form solution for the joint distribution. Without making assumptions on the processes, you need...

You are right. And as we're talking about b&h we need to consider CAGR as return on fixed capital is irrelevant. That's what I was trying to make him understand. :) Ninna

It seems to me that you can't do simple math. You've missed the point for the second time. 279% doesn't add to 15.5% year. I'll let you figure it out... hint: b&h, reinvesting, compounding. Ninna

8.5% dividend per year? OP gave the reference number of 307% (dividend-adjusted). And I was pointing out that it doesn't result in 17% yearly. Ninna

No. Real money comes from compounding and that is why consistency is crucial. Ninna

Huh? Spy was at about $40, it is now at about 130$ so that's about 6.5% a year. Beside you'd had terrible performance since 2001 and huge drawdowns (50%+). And yes you've probably been a total moron statistically speaking since most professionals didn't beat b&h. Ninna

You mean something like a trading contest/competition kind of game? Ninna

You're asking the wrong question. The right question is "which stop loss value (if any) gives your strategy a positive expectancy?" Ninna

You missed the point. The point is the guy's not going to leave unless he gets a way out. It doesn't matter what he deserves. What matters is saving civil lifes. Again you missed the point. First we're talking about Egypt here, what has Yemen to do with it? Then, as you're probably...