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11. It's OK; a skilled trader knows when they can break their own rules ... .... always followed by 10., above

Thanks, intradaybill Agreed; other strategies need to take over when there is a break-out. But are you saying "don't worry about trying to switch off the mean reverting strategy in advance; if you get 'hit' with a losing trade just exit at your stop; and then aim to make it up (plus some)...

7. Stay calm ... it's certain to come back.

... that is the question. I have an automated, intraday, mean-reversion strategy (for US stocks) which works best when the market chops and ranges up and down with medium amplitude swings (i.e. of the order of 30/60 minute ATR). If I can find one, I want to add another filter that will...

Thanks, OP, for starting an interesting thread. IMHO, there is still a wide gulf between good strategy design based on sound ideas, and a successful real life implementation of that strategy. I am referring not to over-fitting or data-mining, but to unrealistic fill assumptions made by the...

I'm sorry to learn of Nitrate's struggles with NT. I've been using it for 2+ years for automated stock trading, and find it to be an exceptionally flexible, low cost platform. The NT support model relies principally on the online support forum; i.e. you post a question, or a complaint, or...

You obviously don't believe this is true ... or you wouldn't have posted this...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=211024

I noticed the same thing ... but I'm waiting here at the ready in case things get going again. http://en.wikipedia.org/wiki/Martin_Luther_King,_Jr._Day

Take the following two, oversimplified examples as bases for a comparison. A = = = = Imagine a world with no trading machines (ah! What nostalgia! The good old days!), and imagine a breakout. Suddenly price breaks from its prior trading range. The skilled/lucky traders anticipate this. For...

On another recent thread ... http://www.elitetrader.com/vb/showthread.php?s=&threadid=213076 ... Landis82 wrote ... ... Are these "magnified movements" just the super high-speed expression of fear and greed of the trading machines' programmers/strategy architects? (In which case, perhaps...

What timeframe are you wanting to trade in? It doesn't look like you are interested in intra-day ... but are you looking for something that's days-, or weeks-, or months- ...?

At the most basic level, it is often said that Fear and Greed drive The Market. Now that X% of trading is done by machines, are Fear and Greed still the duo through whose actions All can be understood?

http://www.elitetrader.com/vb/showthread.php?s=&postid=2973054&highlight=regret#post2973054 NB "take liquidity" = market order "provide liquidity" = limit order

http://www.mckinseyquarterly.com/Strategy/Strategic_Thinking/Have_you_tested_your_strategy_lately_2711

Thank you, Black Diamond So is that to say that each day when trades occur becomes an "independent observation" in the statistical sense? ... if the strategy trades 200 times in a year across all instruments, but these trades are grouped into 50 days, then the number of independent...

Unmarried, catholic Irish girl is pregnant. Her father is distraught. "Are you sure you're the mother?" he asks.

The difference between an Irish wedding and funeral? One less drunk at the funeral.

Many thanks! Don't mean to seem as though I am ignoring you; I'm not! If you’d like to start a separate thread with the title of "Backtesting is Pointless", or whatever most closely represents the opinions you express above, I'll be happy to contribute. I’d be an interesting thread...

Seems it's here ...