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    Trend Following dying?

    'Kit, you seem to be where I am. You want to share, but you don't dare. But your posts have influenced me. I put up a five minute window. I do that about twice a year. Then take it off in disgust.
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    Trend Following dying?

    Occasionally I take time to analyze my own stuff. Having spent two more minutes doing that with this code, I conclude that SCT often works so breathtakingly well that it brings tears of joy to your eyes. And the oposite. Either way, you are going to cry.
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    Trend Following dying?

    All my codes trigger at the close of the bar. So when you see red, as I often do when thinking of SCT, it means short on the bar whose center lines up with the leading edge of the red indicator. I like my SCT algorithm because it is minimally invasive of the PV theorem, sort of like a...
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    Trend Following dying?

    Your warm praise made me feel like I wet my pants for the second time this evening. But no credit is due to me. I have pubelished it here before to no acclaim. For reasons which become oblivious if you attempt to use it. My only pride it that it took me only two minutes to code it up. I like it...
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    Trend Following dying?

    Tik, the scheme is bright red means high confidence short, maroon means hold that short with lesser confidence. Lime means high confidence long, dark green lower confidence hold. Orange means stand aside. Volume is used as Jack says to. Erroneous or whipsaw trades are not my fault. They are a...
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    Trend Following dying?

    For years I have been fascinated that detractors of Jack and SCT have failed to offer up coded refutations of the method. It takes all of 15 SLOCs with an algorithm which does minimal processing on the data, such as the attached. With such a model in hand, it is easy to either prove or disprove...
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    Trend Following dying?

    By no means did we apologize. Some of us just felt bad about relentlessly ragging on a semi-senile old man. Sort of like the pot calling the kettle black. And eventually one tires of taking the obvious cheap shots.
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    Trend Following dying?

    Tiki, so eloquent! I'll take that as a "no." But I do appreciate a beautiful chart. If I could share my chart, I would, but it's so automated and unambiguous in its multiple trade calls that it gives away my game.
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    Secret AIG Document Shows Goldman Sachs Minted Most Toxic CDOs

    "Ye cannot serve both God and Mammon."
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    Trend Following dying?

    Nice chart, Tikit, a ray of light amidst the heat. How much of that is automated? Regardless of your answer, you know my next question. Might as well answer it, too, haha!
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    Trend Following dying?

    That's a bit harsh, Jack. SickSickSick can't help being logical and rational and looking for evidence to support hypotheses. It's the heritage of the last 25 centuries of reason triumphing over sooperstitcheon. ThreeSixes would capitulate in a flash if googling you ever turned up encomia from...
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    How do you avoid overfitting or over-optimization in your backtest?

    The first caveat is don't optimize if the bare strategy without stops isn't significantly profitable.
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    Trend Following dying?

    Or you could just be a lazy no-account mentally fat fuck, subscribe to a backtesting service, test some weird ideas, and sit back and let the money roll in. No market theories. No mumbo-jumbo jargon. No acorn-nyms to dismember. Just what works using binary decision theory. "That ain't workin'...
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    Any EE engineers here tried spectrum based trading systems?

    I can only quote Lao Tzu: "Those who know, do not speak. Those who speak, do not know."
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    Learning to Trade and Get Laid

    In my experience an "intuitive" trade entry is on a par with approaching a pretty lady in a bar and inquiring "Would you like to fuck?" Both have low expectation. What seems to work much better is to take a risk when price and volume, and women, scream "Please fuck me!" That's really all I have...
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    Any EE engineers here tried spectrum based trading systems?

    And they violate the causality requirement for time series.
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    On Being Your Own Guru

    It's all in knowing how.
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    Any EE engineers here tried spectrum based trading systems?

    Sadly, there is nothing there. Except for people who sell books about it and software using it.
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    On Being Your Own Guru

    RN, iffn tha tradin' ain gud, ah go's a shootin'! As for you, Miss ShootingStar, the real trick is to squeeze every last little drop (of profit) out of one car first.
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    On Being Your Own Guru

    xoxoxoski, you neglected to tell her that starting with 5 cars makes for 5X losses. She won't respect you in the morning.
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