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Me: >I'll accept and consider logical arguments >from any source. So far "god" has decided >not to offer any arguments, logical or otherwise. Of course on second thought, perhaps his absence from an athiest vs theist engagement on ET Chat could be presented as significant proof of his...

>God himself could not change these guys minds. I'll accept and consider logical arguments from any source. So far "god" has decided not to offer any arguments, logical or otherwise. >They believe they are atheists therefore >they are atheists. Actually in my case, I don't claim to...

ART: >How can someone be without that which >is claimed not to exist? Are you MAD? If it doesn't exist, the default position would be *WITHOUT*. My god you are logically challenged. >A theist is one who willingly and consciously holds >the existence of God to be true. >So, the...

Hey Nitro, thanks for the response. I now think the confusion between us has nothing to do with any misunderstanding you have of WL, but perhaps rather is caused by your use of the term "testing". You said: (emphasis mine) >One thing about WLD that IMHO kills it as a serious >system...

>One thing about WLD that IMHO kills it as a serious >system testing platform is that it will not generate >orders in the "middle" of a bar. I am a WLD user and perhaps I'm misunderstanding you Nitro when you use the term "generate orders". If you are saying that during a testing run...

>Amazing how people who are so pressed for >time frequently find time for the "last word." Apparently not. JB

>Thinking through the example, I now see why the >spread would need the 2x factor, and I assume that >your "cost of delta" is the difference between the >upper band and lower band (not distance to opening >price). Thanks for the explanation. On a "flip" transaction the above is...

>i think it should be more of a mean value of the >past 250 days and not min value I think it should be the most profitable value and the mean ain't it (been there tested that). Good luck on your own data download and research. As I'm sure abogdan can confirm, analyizing b/a data over...

DB: >Here's your opportunity, Turok You know, I think they had to delete a post of mine a few years ago -- probably disqualifies me. Judging by NoMoreOptions' body of work however I would say that it is the perfect candidate. I hereby nominate it. JB

>im not sure what you mean by the target being .37? >i thought the target was supposed to be 1% or 0.9% >of the stock price? Nope, you haven't followed abogdans formula... From: http://www.elitetrader.com/vb/showthread.php?s=&postid=409564#post409564 O = (OpenBid + OpenAsk)/2...

>turok, you're right about the larger spread. however, >even with .12 spread and a .60 target, the multiplier >is still just 1.2, which is doable. if you were to say a .15 >spread it would be a 1.25 multiplier. If the ".12 spread" you refer to includes the delta and commissions than...

>so, effectively, the system is just a breakout >system in disguise. which means that whenever >the underlying instrument is not "trendy enough", >it will lose money. I couldn't agree more. JB

EricP >I believe you are overstating your 'fixed' cost of >each flip. You should include the cost of the spread, >but not double the cost of the spread. One trade (a >buy at the ask, subsequently followed by a sell at >the bid) will cost you a single spread. Ok Eric, I'm willing to...

Hey SimStim, I just notice that I screwed the numbers all up in a post that I left for you...not enough Red Bull I guess. The principle remained the same but I just was writing what now looks like random numbers. My apologies and following are the corrected numbers...

Mav: >The Jewish people are not looking for a piece of >real estate to call home, they want what is theirs. And that is all the Palestinians want as well -- they want what is theirs. Unfortunately, they both say it's theirs (and they both have valid historical claims to back themselves...

>The SEC should step in and do something about this. The SEC is not going to do anything about this type of behavior and they shouldn't. You nor I nor any other trader is obligated to let the others know how many shares they want or don't want. Stores say "limited quantity" in...

Ok, is anyone taking any issue with the example used in this post? http://www.elitetrader.com/vb/showthread.php?s=&postid=424142#post424142 If not I will assume that that is the correct formula for determining the proper number of shares to get the desired profit per day. Just so you...

SimStim >however, you were saying that out of 400 days, >there were only 12 days that it didnt reach its >target, so this seems ok to me Does it? I'm not sure how you can say that without determining what happens on a day that the target isn't reached. If you decide to stop at 11...

SimStim: >my reason for saying capitals and balls is that >if someone wanted to, they could raise this >multiplier (say to 1.4), Well, if you were to do that you would be trading a different system that isn't being tested here. This system clearly as set out by abogdan uses a formula...

Ok, I'm going to see if I can steer this conversation back to the actual testing and away from the assumptions that we have been making the last few posts. I know we have been using nice round numbers for the sake of discussion, but part of the problem is that those numbers often look better...