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Gotcha..Thats what happens when I jump in late,but its an interesting debate.. I think you are asking me what happens if Goldman is clean on the cross,as opposed to being long 1.5 million shares..I need to ponder:) FWIW,I look at realtive volume in price swings as I have not backtested any...

Before i go thru each journal,have you made any specific refernces to EOD trading on daily and weekly bars??? The only refernces I have from Jack is the reduced profitabilty of EOD relative to intraday...

Mav,you said a mouthful there... I would argue that long volatility(gamma) traders need to be decent directional traders,and that short volatility(gamma) traders need to be exceedingly disciplined and not take directional bets. I fully agree that at the end of the day,the best vol traders...

Hi Hypo, I have no axe to grind one way or the other regarding price and volume,but I would be curious to how you view the following... If a large institution calls up Goldman and asks for a bid on 3,000,000 shares of Google,I think we both would agree that the bid will be substantially...

Hi Spyder and all, Been a lurker for a while and have one question.Do you feel The methods you employ work on EOD data,specifically daily and weekly bars?? Any insight appreciated Tao

MSA is a great product,but if I am not mistaken it is not a stand alone product.I demoed it a while back and had to export my trade results into MSA.. I am waiting for their next release which will handle portfolios..

Traders Studio may have it.....

OK..I thought he may be trading against the MA of his equity curve

Hi Kp, That statement on optimisation is always a mistake is very interesting..Would you elaborate a bit??? How do you decide if a system or indictor is robust if not by optimising and seeing if it is profitable across a wide range of variables?? Thankyou in advance

Hi Dan, Would you please elaborate on "running stats on a 5 day mov avg"??? Are you saying he uses the 5 day mov avg as some sort of benchmark?? Is that his measure for whether to swing trade vs trend trade?? Is a 5 day MA correlated to his system?? Not sure what you are...

Hi Wallace, I do have the last update before the "DashBoard" edition.I like the package from a pure charting viewpoint.I have asked for the ability to have a P&L simulator for the training mode and was told they would add it,but that was 3 years ago... Unfortunately,Esignal has no interest...

Hi all, Looking for a simple package where I can test discretionary trading tools and techniques.I have programs that are oriented towards system design and backtesting,but am looking for a program that has a walk foward simulator where I can "backtest" trades based off...

AG is ridiculously expensive,and the worst part about it is it is now owned by Signal... I own AG EOD and was looking to download the latest release..When the company was owned by the founder,Tom Joesph,upgrades were free... Esignal has the balls to charge close to $1,000 for an...

I too have been frustrated in my search for a tool for building trading systems. My first and foremost requirement is that everything be backtestable. I have heard that an upcoming version of the Worden's TeleChart package will offer backtesting. It would also be nice if a program assisted in...

Hi C, I have Ami as well as several other programs and cant imagine getting a better program for the price....

What really frightened me is the folks over at Optionetics pushed Advanced Get on their "newbies",and that must have been a 2000-4000 dollar investment.If that wasnt bad enough,they dropped Get,and are now reccomending their own Elliot Wave voodoo machine for a mere $4000 dollars... Happy New...

Dan,would you be kind enough to share your thoughts on foward testing??? Does it make a significant difference if one foward tests or simply adds the "foward" test data into the initial backtest?? I have always wondered about the virtues of foward testing Thanks in advance

I agree with you 100%... When I price a collar,I just refer to the options,so that is where the confusion came from....It appears your collar includes the stock..

Mav,a collar isnt a synthetic put spread unless your delta goes to one and you offset it with stock.....Then,depending on your definition you may have the equivalant position as being short the put spread On another note,if you have been trading for all of 6 months and are thinking of...

Now that I have familiarised myself wih SS,it cn certainly handle a wide variety of instruments .Tou can set up a multi-search,and test whatever assets you choose.You can also modiy the level of opimisation and automation... Its a very interesting program and it is lightening fast...try...