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Anyone still working on this? I just found this thread and yesterday I spent several hours on it. I have coded it up and tested with equities and the S&P 500. In both cases I find that it's barely breakeven. I can't find any edge. With the S&P500 futures using daily data, it's 56% win rate...

I wanted to share my experience relating to the OP's original post. I have developed a few trading systems for futures. In each case I optimize on the total net profits. In other words, while developing the strategy I do not care about the % win or R:R ratio, just the total profits...

My pleasure. I'm glad you found it useful.

I haven't read the article but the problem I have with these types of articles is that they're written by someone who wants to sell me something. That means they're biased. Do you think they're going to tell you now is not a good time to buy gold? Never. It's always a good time to buy gold...

And for a few weeks in dec & jan, the answer is yes. The question is will this positive correlation continue? Or is it just temporary?

For 5 years now the dollar has been going down. What will happen now that the dollar is going up? Has gold ever went up with the dollar? The answer is since 1980 (all the data I have) the answer is no.

But I was using all the bears here as a contrarian indicator! :)

Care to explain why you believe this?

The URL is http://stockcharts.com/def/servlet/Favorites.CServlet?obj=ID530404. I don't see much bearish here. He's ignoring the larger timeframe downtrend. There is also massive negative divergence with the MACD.

It's on the trendline of the down channel. A perfect short for me. Here's a chart from earlier in the week that I posted to the Gold's Action thread.

I'm new to trading oil so don't laugh at me.. I just realized I made a big mistake. I am long 4 controls of CL feb (cost 38.50)! I didn't realize there was a huge spread like that (I've never seen that before in Gold which is what I usually trade) and I couldn't explain the 10% drop...

I've read that MACD divergence is a good indicator of a change in trend. But I have a question. I often see a divergence on a small timeframe, say 5-15 minutes. But as I look at larger and larger timeframes, the divergence gets less and less and often a huge divergence on a 5 minute timeframe...

I am American living in Paris. I do consulting work part time and trade part time. If you or anyone else in Paris wants to meet for lunch or a café send me a PM. I have some extra space here and wouldn't mind turning it into a trading room but I'm just outside of Paris (92) so the...

I'm doing a study of the most liquid contracts and I'd like to find out what are the most liquid in agriculture futures. I'm already studying ES, CL, GC, and now I need something from the agriculture category. on this page http://www.futuresindustry.org/fi-magazine-home.asp?a=1274 I see...

Thanks MGJ, I had no idea this type of thing was available. This sounds like what I need. Thank you very much!

It seems odd that esignal, which is a leader in market data, doesn't have this. It doesn't make sense either because they should at least have futures data back to the date they said they were expanding it. Instead it remains at 120 days which means the data they had when they made this...

IQFeed's data goes back to may 2007 for futures and oct 2005 for eminis. I'm looking for 1 minute data back to 2000. 5 minute data would be ok if 1 minute isn't available. opentick has ES back to 2003 but it won't let me have data on other futures such as CL. eSignal on demand only has...

I found out esignal on demand has historical 1 minute data without exchange fees, however the data only goes back 120 days. Still searching..

I try using OpenTick to pull up a chart of CL from 2006 and I get an error "You are not entitled to realtime data". It does work with ES though.

I just found a good example of what happens with curve fitting. Before my vacation last month I ran optimized my strategy up until 12/4/2008 and I got values for the indicators I use. I copied them to excel for future reference. So today 1 month later I reran optimized through jan 2 and I...