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I cannot decide whether nobody gives a shit about what I am trying to show you, or if you are just too innumerate to understand. I suspect the latter. But for the sake of closure I shall continue. When you have two variables which you suspect may be related to each other by causation, or to a...

FWIW, it takes about 30 seconds at FIDO to liquidate all your 401K funds into cash. No big trauma. I did it over ayear ago. Early, but not sorry. With cash returns at 5% at the time, where was the incentive to take price risk with the S&P paying 1.6% average dividends?

Now we turn to the statistical analysis of B, the presumed control function, with some disturbing results. Consider the distribution of B's values shown in the attachment. Unlike the quantized variable A, presumably controlled, B takes apparently continuous values. This would be highly irregular...

The first thing we notice about the presumably controlled variable A's time series is that it is quantized with a minimum increment of 0.25. I say minimum because the incremental change in A can be 2 or more quanta. This suggests that the process controlling A is digital. It is less likely that...

Doli, you are indeed a brave man. I would have expected no less of you. You are so smart you should be a lurker. A (red) is quite obviously the controlled process because it is relatively constant. B (blue) is obviously some function in the control loop which is regulating A. B might be the raw...

I cannot say that I am surprised at the lack of response to this thread. After all, lurkers typically outnumber members at any given time by at least 2:1, and judging from the quality of posts, lurkers must be smarter than members. Certainly they couldn't be any dumber. So on the chance that...

I'm not sure which category this thread belongs in, but after you hear what I have to relate I think you will agree with me that it belongs here. Being a private sort, I have never revealed who I am or what I do. Let us simply say that I am an untenured assistant associate adjunct professor of...

Well, shit, if you like me, try one of my other 15 personalities. I'm the serious one.

Put your money into algorithms. My best stuff takes less than 200 SLOCs and would run on anything. And the display of the decision making process uses about four square inches of a 23" LCD. All the rest of the screen space is just to establish context.

Funny, Infolode. You could get all balled up in it like Steve McQueen in "The Great Escape"! These backtests are just fun for me. I'll stick to my one-minute or shorter trades in real life.

JackR, what I really meant is go with that big bar. Sometimes. The rest of the time you do fade it. Knowing the threshold is the trick. Which I do, haha!

...and here's buy close sell open every day.

Close, Cash. For NQ here's buy open sell close every day...

OK, so THAT didn't work. Suppose we buy a gap up on a Monday? Good news sometimes happens over the weekend, or people rethink a bad Friday close, right? I'll quit now. I think I made my point. What was it again? If it's too simple, it won't work? If it's too complicated, you can't reliably...

Joe, are you saying that markets are random because of those differences of opinion and objectives?

Now back to the humor. Attached are the results for last year if you bought NQ on a gap up and held all day. Before you look, what do you think the result is? After you look, would you attempt to optimize it with stops and profit targets? No complaints, please, this tutorial is worth every penny...

To continue, Acronym, what strategies am I currently forward-testing? Some really exotic new stuff I recently invented: Retraces counter to the trend - this looks promising on any time scale from seconds to months, depending on your execution costs and stomach for stops Breakouts from...

Acronym, I forward test multiple strategies all day. It's called trading.

Quantsteve, laugh it up. After several years of trying I finally achieved a reliable mathematical representation of rockets and am able to distinguish a dud from one that will make orbit.

Equalizer, a practical or even theoretical rejoinder would have been more impressive. Due your do diligence.