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I'm using something I slapped together myself. It turns out the problem is in details of how to implement a strategy more than anything else. Here are some of the problems I am dealing with 1. Holding for one day just isn't working out too well. Lately I've been skimming more and more...

Yes that's all well and good--when there isn't a bug in the source code like I'm dealing with :p But to keep the ball rolling, what if outliers tend to always come up on top? If I create a sufficiently diverse portfolio, I can eventually cancel that out, but how do I know how much to spread...

For anybody follow the thread, I think I have to put this on ice since the cross-market backtesting I'm doing is showing that for individual stocks I'm not necessarily doing better than chance either. I have to fix the algorithm a little bit before I continue here. I think the whole thing is...

OK this is something new to me. I'll have to look in to it. It looks like it would make use of multiple indicators. Eventually I may get there, though my issue starting out in this thread is getting one that seems to work at least little bit. I had come up with two ideas that I hope to...

I think that all turned out to be moot, since some initial work at verifying my claims seemed to contradict me. That is, I'm winning just as much as I'm losing, and it just happened that the handful of stocks I used as a reference when I originally posted were all good ones. But I'll clarify...

All very good replies so far. Regarding the tools fundamental analysts are using, that would be a "scanner." I had asked heard about that from people looking up stocks based on certain fundamental criteria they had established. Say, they want a certain P/E ratio with a certain market cap or...

I wanted to describe something I have been trying to do in hopes that some others could describe some terms for this that may help me find more information about it. I'm trying to treat indicators as if they report a magnitude, rather than a crisp signal. Chaos ensues. I am trying to...

I'll give some other ways one can introduce errors into backtesting such that the results are too good to be true. Awhile back I was reading The Encyclopedia of Technical Indicators, looking for some general knowledge about indicators. Each one was testing on the S&P500 over something like...