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Golly! Guess I'll quit doing it, then!

Alfobs, you are indeed a man of few words, a rarity here, with only sixteen posts in two years, and this only your third post this year. You packed a lot into it. Care to dialogue a bit? This thread is dead anyway.

666, is that IntradayBill's well-known auteur? Thanks for the reminder. I am so old that I have forgotten all the stuff I read years ago. I have tossed most of it, down to only twelve trading books on the shelf above my head. I keep them close while trading hoping for mental osmosis.

"build a linear regression and chart the residuals and observe how they are distributed" Are you suggesting anything more sophisticated than eyeballing the scattergram and calculating the variance?

"the risk of an unverified idea that grows larger and larger" I like that! I think I am trading one of those right now! As to Maestro, while I admire his facility, he is also facile, the only mathematical comedian I have ever encountered. He can make you believe anything. One is obliged to...

You have to understand that this is ET. In the nine years I have been here (I am an alias of an alias of an alias) I think I have ass-certained that no more than five people here are mathemagicians, and most of them are gone, except for Maestro and me. The vast majority therefore are innuminate...

Ya think? Mizzy is the quintessential ET chink dumbfuck. He just posted as his sorry-assed self this AM, asking how to place a VWAP order. This guy ZDN can optimize and chew gum at the same time.

Great. Because if it DOES work I can't wait for the big boys to start frustrating it. BTW, I changed my game on my own. Nobody will ever fuck up what I have because I don't brag about it. It's so subtle I don't even understand it myself.

It is especially apropos as old ugly and fat as I am.

Hahahahahahaha! I cheerfully BT and trade strategies with only 24 samples! You have waaaaay more than you need for sadistical significance. If you can believe in any such thing. So, here's what I do in a similar circumstance but for different reasons. Write code that conditions one on the...

What's the typical number of total trades, wins and losses, in a backtest?

Simple (stupid) approach. If you have Excel, create two columns, one for strat 1 and the other for strat2. For every day that the two strategies trade the same day, make profit or loss entries in the columns. Then run a correlation analysis. You then have a hard number for reference in the...

Oh, no, you don't get away with ambuggeruity. I am retired (actually unemployed), live in a single-wide, taking Social Security, and recently quit drinking, so money isn't "much of a concern" for me, either. I want to make enough money that I can quit chasing pussy, it will chase me. That's my...

Do you have both fully coded up and backtested?

Bill, and other pro-backtesting respondents, I cannot recall such eloquence here in years! Well spoke, all! Bill, please pitch, I don't know what author you refer to. I got started on Babcock.

Yes, I did, most artfully done. You have real talent. Now all you need is better subjects. They probably also deleted my post praising your work. I am sure you will use it inappropriately going forward.

I have no sympathy for that style of writing. In my industry that is called a "mystery story." My bread-and-butter system can be described in one short sentence. I suspect that most others' can, too.

Truth to tell, DT, if you send a fool down the backtesting path, he will be a dumber trader than if he traded intuitively. So not to worry in this case.

Will someone please answer this post the way I would? I am too busy reoptimizing a consistently profitable strategy to reply discourteously.

18, thank you for addressing me properly. I don't get much respect hereabouts for my divinity degree.