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From your point of view... there's no such thing as "correlated" then. Remember... correlation is a relative measure. Correlation between A and B is worthless as it is, unless there's C involved.

I like Python and it's the first high-level language I learned. Though, I switched to C#, later on because the particular broker I used supported C# or Java. The fact is that most brokers support .NET or Java. If that doesn't mind you and like to use a C interpretted language, I would also...

greaterreturn must be drunk... I feel like I'm in a bar with a bunch of football player crying over each other screaming, "DUDE, I love you MAN!". "No man, I love you DUDE!" back and forth... I'm glad that he's found Martingale(-type) betting... (only suspecting... I don't know...

Let's start off with defining %Profitable: Would you consider individual order entry as one trade or a series in a single direction as a trade. In another words, is an entry a trade or is an exit a trade? Any reasonable system tester uses 1 entry to be considered as a single trade to be...

I've gotta question for you about your 99% model: 1. Has this gone LIVE? 2. Have you used Limit Orders for the tests? 2a. If so, how did you determine whether order will get filled or not? 3. Who did you purchase the Forex Data from? 3a. Are you using Bid/Ask data or Tick TOS...

Let's stick to the topic and talk about acrary... I'll reply to you in the Randomness thread.

Solor Eclipse were considered random a long long time ago.

Speaking from a HEDGE FUND STRATEGY perspective, I have to agree with TraderZone. The base strategies the funds trade are very unlikely to be a technical analysis based model. In alot of cases, the Models are not automated and provides a degree of freedom for the traders to base their...

How does one determine the stop loss?

If you had an ATS, then you would have tested it... It depends on the system, though... If it's an outright intraday swing model, then I would generally include it. If it's an scalping or a pairs/arb type model using Tick to Bid/Ask data then I wouldn't. The trading style of the...

Depends... GENERALLY SPEAKING, there is less chance of the runup to continue than to revert back to the norm... again, "Generally speaking"...

I don't really have a single list. But: A. Trading Environment - Institutional Traders (Dealers, Sales Trader, Execution Traders, Prop. Traders, Hedge Fund Traders)... basically people who trade OPM. - Prop. Traders... traders who trade at firms under an arcade firm. - Independent...

1. Many people use time-compressed bar charts. Just because many people use it doesn't mean you should use it too. What to think about is how to manipulate the people who use the time-compressed data for your profits.... 1 is a common denominator for all whole numbers. 2 is a common...

surf = Dave. I'll just add that surf's channels are based on angle crossing surrounding the market, which is drawn based on the Gann's Square of Nine. Then he tweaks it a bit from there... Where did I read about it??? I reverse-engineered his figure a few years back and posted what...

There are no random markets. There are "seemingly random aspects", as there are equally "seemingly predictable" markets. An elementary example would be issues about the scope of viewing something. Taking a compressed bar chart then testing and concluding that Tick Charts are random...

Volume and Bid/Ask Data bias helps. I would consider creating a data set that is similar to Market Profile.

The key to using S/R (or any kind of price resistance) is to determine the strength of the resistance. Re-occuring swing top/bottom prices (double/triple bottoms or top) is generally a very weak price pattern (actually all chart patterns are weak signals to use, as itself). The key is to...

It's interestingly funny to hear a bunch of Economists and Analysts yakking the same ol' thing... Let's see how OPEC reacts to all this pressure... Honestly, it's all speculation. No one has done or changed anything about oil prices, yet. If Lehman or others have mentioned about a change...

Depends on the firm you're at... Considering that you mention about being an aspiring trader... You can go off on your own after a few years of institutional trading.

1. You use say you use tick compression for the tests but the test results are under a 1-min. increment. In a tick chart, you should be providing us with a sub-second result. Even more you have: 20080403 07:13:00 B 1 6812.5 1 -170312.5 555.00 20080403 07:13:00 S 1 6815.5...