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Assume your data is in cell A, and tabulated in B. just use formula for cell B: =if(cell(A) <-400,-400,cell(A)) if you want the original cell balance to carry down, =if(cell(A)<-400,cell(B(n-1)),cell(A)) Unless I"m missing something, this is a trivial problem and does not require...

after looking at it in more detail, does seem to relate to particular threads. As mentioned, home page never seems to have a problem. But here is a sample of some threads that were selected directly from homepage. Strategy Trading-- hangs (1st image) Journals -- hangs (2nd) prop...

Can't speak for everyone else, but for me it is FF 3.0.13. It was worse earlier, but seemed to improve with flash 10 install; as mentioned. But then it started to surface again. I haven't really isolated the ads as I use adbolck plus (also just upgraded today, no help). The only glaring...

Don't feel bad. Not one single 'Elite' trader (nor system vendor) has stepped up to the plate to solve this very similar and basic question posed on another thread. http://elitetrader.com/vb/showthread.php?s=&threadid=172580 Understanding that problem will avoid a lot of future problems...

I already mentioned had the same problem in FF3, and ironically, only on this site. Flash 10 download (known bug on older versions) seemed to be a temporary fix. But again, getting frequent ad lockups where I need to hit back key to load. It is a bit annoying. I'm very conscious about...

Thanks for the clarification, there's a bit more here...http://www.ipm.ucdavis.edu/PMG/PESTNOTES/pn7468.html#MEDICAL I'm not sure ALL cases of spider bites do not produce necrotic wounds.. "One reason for the great awareness of the recluse spiders throughout North America is that necrotic...

FWIW if anyone ever gets bit by a brown recluse spider, in which case you can lose a large chunk of your flesh (I'd post a photo, but you might faint)... I purchased this product (first AID kit), best deal ever as it stopped the infection progression cold...

A lot of posters seem to like this book. I honestly didn't get much farther than the 1st chapter, since it is quite reminiscent of most of the other common TA books (IMO). My contention is the same as many other 'TA' books; it is sorely lacking in any type of statistical or back/forward...

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Nor does a correlated pair imply a pair-spread trade. Not sure why anyone is even debating correlation at all. To answer OP/OQ, look up cointegration.

I've been working on a backtest simulator using the python platform, when I came across the same problem I have seen solved numerous ways-- in different texts and even trading platforms! As odd as it may sound, there is only one correct answer. Let's see which trading system developers are...

I'm sure you're familiar with the expression, "the markets can remain irrational longer than you can remain solvent." Arguing about this manipulation can give posters a sense of validation (because for the most part it is true); but the reality is you need to bet based upon "HOW" the market...

Yes, I don't want to knock any of the good will going here, but using moving averages or bollinger bands to compute any of this stuff, completely defeats the idea behind looking for a cointegrated series. The idea is that you are assuming the cointegration will continue into the future. Using...

Hope I'm not barging in, as I find this thread interesting. total_keops, Just curious. What exact series is in the above plot (spread, moving hedge ratio, one series)? And what exactly are you using as the mean in the bottom chart? 1) One fixed spread mean calculated over the entire...

His argument can best be summarized by a simple probability equation: Expected rtn = avgwin*%wins -avgloss*%losses Taken in context, he's absolutely correct. In theory, you could have 1 win trounce 99 losers, in which case hit rate is a bad metric. You could also have one loss trounce 99...

Hi Jdeezero, Already ordered! Although, thanks for the heads up. I could have used matlab, although, I prefer to use python for a few reasons. One, is I have some custom blocks I took time to build in python that are not available in matlab. Two, I mentioned I like using a lot of these...

same here. I've pretty much thoroughly scrubbed the computer for any virus/etc... from head to toe, but often need to hit the back button to re-load pages stuck on loading ads. Firefox 3.012 It could possibly have to do with FF/flash ad-blocking, but bearable. Just chiming in to let you...

That's funny, because unless I made a mistake (which I'm doubting) there are some huge mistakes in the code and very basic metrics as I continue along. Makes me wonder if he is truly using these scripts to back-test. And they are not just typos, they are fundamental concepts. Anyone actually...

you were right the first time.:D I see not too many people understand how it works. Simulate long short positions on the neg 'slope' pair and watch what happens (hint: it ain't neutral).

Just about any 'advice' that is illustrated by cherry picking. I.e. had you picked this stock (which we retroactively selected out of the thousands we advised over the years), you would have made 10,000% return! Sign up now for your subscription. Or, notice from the example how if you had...