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That would be the longest interval. You may be better off using something shorter.

You ask an excellent question. Off hand I would say you find a backtest length, say N, that give you a satisfactory performance and then reoptimize every N/2 data points after that for N data points. So the optimization would be from point 1 to point N, the first reoptimization would be...

AMAs readjust themselves but they still have to be independently optimized.

Why are you referring to yourself in the third person? :eek: :D

No, but there is a standard jargon which cranks tend to ignore. Like when a certain poster insists on misdefining the word 'fractal' to mean what every other trader means by 'timeframe'. Not all conspiracies are a crock. Not only are conspiracies often real, they are oftentimes crimes, and can...

LOL So Jack is really the secret identity of the Dos Equis guy. :D I was expecting someone more ... interesting. :p

No, cranks are not always harmless. They are at best a waste of time and often they waste more than just innocent bystanders' time. I think this guy nailed it: :D Jack's largely incoherent posts have derailed many a potentially insightful thread. Crank or charlatan, he has been more...

How do you get involved with a woman named Sydnee Leathers (a hooker's or porn actress name if ever there was one) and not expect her to stab you in the back at the first opportunity? Leathers was soooo "outraged" by the behaviour of Carlos Danger, she just had to go on the Howard Stern show to...

Oh brother. Evidently it's tutorial time. Science is not about facts and figures. Those are the outputs of science. Science is not the bells and whistles of physics and chemistry. Those are just details. Science is first and foremost a methodology. Science IS the scientific...

+1

If they're so stupid about money management, what are the odds their signals are worthwhile? :confused:

Been giving this serious thought. It's doomed to failure. Not trading as a science. Just http://tradingasascience.com/ Science works best when it's wide open and fully disclosed. You want lots of people making scientific inquiries and sharing their findings because that's when...

Good grief! Not the old crank theory that ruin is certain for all but holy grail systems. I thought you guys all went off and joined a monastery somewhere.

IIRC you are a discretionary trader. This is like saying you taught 11 people how to paint the way you paint and only one of them showed any true artistic potential. Well yeah. When I think of a trading strategy, I mean a mechanical method that can be followed successfully even by a...

Nope. Sorry, I don't buy it. >90% of wannabe traders end up as losers mainly because most of them never come within ten miles of an excellent strategy. The notion that most of them would still lose even if you handed them an excellent strategy just strikes me as a trading urban legend.

#1 - very misleading title for this thread. #2 - position sizing and signal generation are completely independent (or should be). If they aren't for your system, you might want to rethink your system, especially if your system is marginal or failing. #3 - for me, position sizing is purely a...

The guy is clearly an addict, and most addicts live deep in the state of denial. This clown is very addicted to politics and also to sexual exhibitionism. He's an attention whore, and he's delusional enough to think this is no big deal, it's all covered by privacy, or some other nonsense...

And what do we make of dumbshits who want to pretend like Jim Crow never existed after slavery, like 8000 Black Floridians weren't falsely kicked off the voting list in 2000 using fraudulent "felon lists" from fucking Texas, like the whole idea of never allowing ex-cons to vote again in many...

If they didn't own slaves, I'm sure they wanted to. It was a sure sign of wealth back then. He can talk shit now about wishing Black slavery never happened but he's only fooling himself. And note: he's not remotely decent enough to be anti-slavery, he just wishes it was done to Native...

I've found the label "inbred klan pussy" sums him up quite nicely. But he's certainly no longer alone in that description.