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Impossible to answer without knowing some sort of prob density function of the type of trades

I think retail can utilise the only edge they have above institutions, getting in and out in a few seconds. This is one of the few (if any) edges which is 'real' imo.

I think one can use a Kalman filter to stay in the 'trend', and thus has the same function as a trailing stop. )experimented some with it, but isn't any more workable then a simple ma)

That is a nice thread, missed it unfortunately. My own limited study also showed a skewed distribution in a lot of equity prices, ea markets trend more than random. This is a very basic and old anomaly which isn't going to change from one to another (it would have already imo). I once saw an...

I was up late playing around with ChatGPT and it gave me this code (Python). Definitely not verified and probably not exact, but fun to tinker with. Generates quite a lot of 'crypto pump/dump graphs' ;) Btw if you don't know how to do it in excel an ai-bot can help you quickly nowadays...

This isn't necessarily the truth, the group claims this on their website, but it could also be a tactic to create confusion."

Wouldn't be that surprised either. Looking at the chart, reading it bar by bar, pure pa:

That's what I meaned, histogram=chart, frequency table= the numbers

True, but some certainly have beter statistics then others

Combine methods, or try to gauge market state. A very wise poster in the past (starting with a) said it here.

Please post results of a minimum of 1000 trades over a minimum time span of 5y. This is really like discussing why your throw of the dice showed number 2 :) As for exiting, i think its best to start with a clear definition of your goal. Eg for me it is just captering that occasional large...

Markets in itself contain edges, distributions are skewed

I think you could also look at the homo- or heteroscedasticity of your returns, it could reveal interesting things on how to make your method more adaptable (if you are interested)

Just a ma crossover. Ma 200, or 180, 220, 223 etc it doesn't really matter. I think every line is possible. It's the risk and monymanagement which can make or break it. And being creative in how to make the losers less losers. Just my experience and this is position trading, larger timeframes only.

I was able to create something worthwhile using this (not intraday btw). I think it is best to combine with logic. My entry criterium would make you laugh out loud.

I think one can smooth returns somewhat using ldlv. Do you disagree with this? Would be very interested if you do and why

It seems like and endless discussion on all these forums, and each to his or her own i quess. Charts are just visual aids which slice and dice price, time and/or volume/orders in various ways. That's it. It is really the same discussion if a histogram is better or a frequency table. I only use...

I would guess it would be less variables influencing price, significantly.

Relax dude https://www.wikihow.com/Tell-if-Someone-Is-Being-Sarcastic

I walked into a few very, very succesful hedge funds and all the traders had books with candle stick patterns on the desk. In the evening they followed webinars on how to correctly draw trendlines on their free tradingview charts.