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Those weird characters in place of apostrophes and quotation marks made the damn thing unreadable. Or at least too bothersome to suffer through.

You seriously think this is simpler than Donchian channels? uh, okay.

What are the details of the ORB strategy?

Trade With The Trend is a great metastrategy but to implement it, you need something more detailed.

Sadly, hope is not a strategy.

Here's a backtest illustrating why the stochastic indicator isn't your ticket into the top 1%. http://www.elitetrader.com/et/index.php?threads/just-show-me-one-mechanical-technical-analysis-that-has-been-profitably-backtested.147576/page-5#post-2218048

My vote is for Donchian channel breakouts for two reasons: It can be reduced to a single parameter. You can avoid that stop-and-reverse nonsense. DCB strategy: Go long when the current close equals the n-day highest close. Exit long when the current close touches or falls below the median...

It occurred to me that in the interest of not reinventing the wheel, we could use a thread collecting the results of backtests that have been performed on public-domain strategies. Whether they are winning strategies or not is immaterial. What matters is the knowledge base. Hopefully many of...

The problem is holidays. A trading week is typically five trading days, but it will be only four trading days if a holiday is present. So good luck with that day-to-week conversion math, thanks to the nightmares of holidays.

Sadly inevitably. In a thread about technical indicators, inevitably some member of the anti-indicator crowd shows up. This doesn't happen inevitably with PA threads I've noticed. Yes indicators aren't necessary. So what? No particular trading technique is necessary because there's more...

Assuming we've gotten past the sampling rate issue, it occurs to me that we may have an apples-and-oranges issue. Lowpass filters (of which MAs are a crude form) are concerned with separating cycles of different frequencies. But a trend is at best a half cycle, either from trough to peak (an...

The question you ask is an important one. The problem is that the trend you can measure is entirely dependent on two unspecified parameters: the sampling rate (e.g., 5-minute data; eod data) and the sample length. I don't think you can 'calculate' the sampling rate, you have to pick one as a...

Bering Sea Gold - Under the Ice This show cracks me up. I LOVE it! :D

Maybe you've heard of this guy? “Why should we look to the past in order to prepare for the future? Because there is nowhere else to look.” ― James Burke This denigration of past data is downright infantile. Nobody has a crystal ball that shows the future so stop acting like using past data is...

Wtf is Jerry Parker and why should I care what he thinks about TA?

Too lazy. Using MA1 as your fast average pretty much restricts your slow average to MA100 or slower to avoid being whipsawed to shreds right away. "Very lazy" and successful trading are pretty much polar opposites, so why bother? If you're serious about seeing if there's any value to moving...

http://www.elitetrader.com/et/index.php?threads/million-dollar-traders.285275/

You can't use it. A consistently growing PnL is the goal, not a technical indicator aka a tool used to achieve the goal. If traders would stop distorting the language, they'd make progress faster. Technical indicators are about timing, not about sizing.

I do not know of, and seriously doubt the existence of, "some parameterless indicator of market conditions." Assuming you're only interested in recent market conditions, there is a cutoff length and that by definition is a parameter. Why parameterless at all? Given that you're using the...

The following thread asked a pertinent question of Baron which was never answered. It has been locked. I for one would appreciate a response by Baron to the OP's question, either in this thread or in the original thread. Thanks in advance...