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40, While I quit to pursue trading our situations sound similar. Just give yourself a year or two and see how it works out. For me it's been a gift. After being a technology executive in several small and large companies I've enjoyed being on my own for a few years. I have to admit that I...

this is called "walk-forward" optimization. What else can you do, btw ? You have to optimize on history and trade on unseen data.

this is unfortunately complicated to answer. The engineering discipline is called "signal processing" and contains lots of good research on how to calculate spectrums, dominating frequencies and so on. Almost all the material is mathematical in nature, so depending on your background it's either...

I think that your idea is sound but the approach is suboptimal. If you want to have an adaptive component, I'd recommend you pick a way to change the paramater that is not a direct function of the "optimized profitability" for the system. For instance, if you have a "length" or periodicity...

for what it's worth: IB is the best broker I've used. Their order routing (SMART) is better than anything I've tried, and commissions are outstanding for my trading style. I've had less than a handful of calls/live chats required to resolve a trade issue. This is after 1000s of trades.

Any recommendations on software to block the annoying popup or pop-under adds? Yahoo e.g. is getting really irritating with all the X10, life insurance etc.

My grandfarther once told me that he always got the last word in any argument ... "I'm sorry". Maybe that's how it works :)

I just got one of the 20 inch digital LCD from DELL. terrific. It's the only one under $1500, that will do 1600x1200 digitially that I've found

i just tell them what state my long term systems are in. That's simply what I'm doing at the moment (long term) ... nothing more nothing less.

I backtested the 5day method a while back. No clear edge that I could see.

Can I trade pro (with S7 etc) while also being employeed in a non- financial institution (e.g. a computer company)?

yep, another BOHICA.

Same experience here. I just use a limit say 1 pt higher to get a market fill. I have noticed that I often will get filled at the bid if I'm a tiny bit patient. But I then miss the big/fast moves that I really want to be in.

Ditto here. I'm not sure there even exists any commercial products that allows you to trade multiple systems, on multiple securities (> 100 or so) automatically. TS, MetaStock etc. tends to require that you have a chart open for each security, attach the system etc, etc. Not useful in practice.

Glad to took the day off. Even got to sleep in a bit. Beats getting up at 4:30 when IB is down :cool:

I've found that you can achieve substantially the same results simply adjusting your parameters on the time frame you trade. (too) simple long example: say you consider 10 bar ma as your trend indicator. If you trade on say 5 min bars and consider 15 min bars your "higher" time frame. Common...

BOHICA: beta is not involved in calculating fair value for the SP. Beta is used to adjust for individual volatility relative to the S&P. Here's a good link with explanation: http://www.programtrading.com/fvalue.htm Also, this has been discussed 100s of times in the past. Just search and...

Nitro, I agree. Very interesting stuff. I enjoyed the following little book. It details Wiles 10 year struggle with his proof. First half of the book is just filler...

Fascinating what background we have. In my thesis I used algebraic geometry to construct error correcting codes. Not of much use in the markets :confused:

GG and others, an interesting chart type I played with a few years ago are what I call "rolling" n-minute charts. Say you consider 5 min your core time frame. You then construct 5 min bars at 1 min intervals: in each bar you include the past 5 one-minute bars. In the following example...