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  1. H

    ES method - How to duplicate backtest?

    Also 36,509.80 / 7813 = 4.67$ is a more simple and straight way I used to answer what I've answered at first :).
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    ES method - How to duplicate backtest?

    If you can enter in short term countertrend then you can consider to avoid slippage and even that slippage works for you.
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    Economics Joke

    I have nothing against icebergs, sweddish Carlsberg (I think) either, or Spielberg : Indiana Jones is my favorite film (as well as Harrison Ford my favorite actor) :D. Rather there are 2 "er" that I hate: Hitler (who pretended to be catholic) and Rockfeller (no religion I know). For the...
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    ES method - How to duplicate backtest?

    On paper for me doesn't exclude that you must take into account some noises that are well known in advance slippage, fees,... If it was a swing system (W/L >> 3) you don't need to estimate them but when it is scalp (W/L < 1) realisation really makes all the difference between winning and losing...
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    Brooklyn apartment up 40% in 3 months

    You don't want to believe EVEN WHEN YOU can hear it DIRECT from the mouth from those who belongs to these group like the European billionaire Jimmy Goldmisth who had been in control of General Motors when he said about Mike Milken the Junk Bunds Trader...
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    Brooklyn apartment up 40% in 3 months

    Your argument doesn't demonstrate that it prevents such group to exist : the very reason there can be some group be able to take control is the people stupidity and/or unawareness. As Einstein said: “The world is too dangerous to live in - not because of the people who do evil, but because of...
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    Brooklyn apartment up 40% in 3 months

    Where do you see a secret cabal, there are some very OFFICIAL and so "RESPECTABLE" organisations like the powerfull CFR that just directs your politics more than the governement although officially they are just think tank. The origin of CFR is in truth INTERNATIONALIST GROUP they only create...
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    ES method - How to duplicate backtest?

    No it doesn't show a positive mathematical expectation, it shows an GLOBAL profit that can be due to PURE CHANCE http://www.elitetrader.com/vb/showthread.php?s=&threadid=30991&perpage=6&pagenumber=9 answer I made to a silly article pretending that you could make +54000% ! Re: Yang on Moving...
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    I'm going to leave this forum for protesting

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=31203&perpage=6&pagenumber=35
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    Bush's Policy Change Angers Palestinians

    You know what ? I'm not desperate about the world situation, I am desesperate about the behavior of the huge majority of people: it seems that almost nobody really cares about facts and history, it seems as if almost everybody considers that what it is happening today is like random walk. You...
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    Bush's Policy Change Angers Palestinians

    ONE man ? Above all a mad man ? No it wasn't ONE single man because you just forget something: to make a revolution there is a need for HUGE QUANTITY OF MONEY ! And who financed Nazism / Palestinian Terrorism (and also before Bolchevism...
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    Dem's on 9/11 Commission No longer Having Fun

    It's above all funny how easy Left and Right through medias are very clever to divert people from essentials and always lead them to discuss serious question as if it was a catch match. "It's the fault of the left", "no it's the fault of the right", and everybody forgets the real search of truth...
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    Bush's Policy Change Angers Palestinians

    Religions are just pretext to fool people and hide the true motives. I'm not anti-religious people, I have already said that I respect faith, I just talk about the political leaders who exploit that faith of people for much more unoble reasons.
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    Bush's Policy Change Angers Palestinians

    When you look at history you can find many examples where both have been acting like terrorists. So it's not worth continuing as it is endless. One must once again look at history to understand the origin of the conflict and not just emit opinions. For example you can read the classical "O...
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    Short term trading vs. long term trading

    http://www.elitetrader.com/vb/showthread.php?s=&postid=259983#post259983 SQRT((261*(2002-1970))-1)*1*100*3 = +/- 27415 %
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    Patterns and aggregated data as basis for Hidden Markov Models and Bayesian networks

    This concerns time and if it is price it's just of the same kind except that with time the law is more complex than with price since it involved a not well known law which is arcsinus or persistency's law I talked in a thread once see "Arcsinus law: distinguishing trend from persistency of...
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    Patterns and aggregated data as basis for Hidden Markov Models and Bayesian networks

    Now I don't understand what formula you want since I gave an example of such formula of pattern definition with Pierre Lequeux Article, so that I will copy the precise screen part : <IMG SRC=http://www.elitetrader.com/vb/attachment.php?s=&postid=474979>
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    Reading fixed columns of float data from text file with C#

    And there is also a reason that is never told: it's just less risky for a manager to make a herd decision and chose even a bad and/or costfull but well marketized product than chose a technology that nobody has not put his feet into yet :D. For example I have been working for several client big...
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    Creating a journal dialect

    I have now LOD, HOD and HH and LL now recorded automatically so that I could do the same histogram than found in Lequeux Article Timing the High and Low http://www.btinternet.com/~emmanuel.acar/hl.pdf <IMG SRC=http://www.elitetrader.com/vb/attachment.php?s=&postid=472883> Nevertheless it's...
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    Patterns and aggregated data as basis for Hidden Markov Models and Bayesian networks

    I need also to register the time of high and low using my new "journal dialect" (see http://www.elitetrader.com/vb/showthread.php?s=&threadid=30651) because as I know the price this can later provide me a more exact time as I have also a theorical time but didn't study the correlation between...
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