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My problem is the sloppy use of language. Years ago, nobody argued about the meaning of edge; this was a settled issue. We now have a whole slew of people, including traders, who presume they no longer have to adhere to language standards and can say whatever the hell they want and somehow...

Off your antipsychotic meds again, I see. :D Or perhaps it's just a serious lack of brain food (like for most of your life). Expectation is not a buzzword, you can find it in most probability textbooks. If you knew half as much math as you pretend to, you'd know that. But carry on...

No. Discipline is not an edge, neither is money management. An edge is positive expectancy. Try taking your discipline and your money management to a roulette wheel and see how far they get you. You'll lose sooner or later because at the roulette wheel, your opponent (the casino) has the...

Try the Sortino ratio. It makes more sense than Sharpe. Good luck.

Here are FIVE (5) trades on the S&P 500 Index in 2011. There is a single timeframe and a single indicator (trend strength aka momentum: log return of a proprietary smoothing of eod data). Starting with $100K, the final trading equity is $105,055.76, a gain of over 5%. The buy-and-hold...

Reversion to Mean.

That's a very broad subject area: spectral analysis, ARIMA, GARCH, wavelets, etc. Which area(s) do you prefer?

It's a noisy uptrend on the right side. This is why a trend quality indicator is needed: to give us some measure of how of a given time-series is trend and how much is noise (aka non-trend). Depending on your trading time frame, you may or may not want to trade in a certain interval because of...

I did describe its use: above zero for buy, below zero for sell. As to which one, it's proprietary. If it was one of the canned programs you're so fond of, I would just say so. If you can call that convoluted mess "working". I don't. Why need four or five indicators where one should do? If...

For somebody who keeps demanding trades, we've yet to see one of yours. Show us what a great indicator RSI is. :D

Seldom have I seen a poster as clueless as you on any website. It should be clear even to a child that the black dots correspond to the left axis (pips) and the red dots correspond to the right axis aka momentum as already stated. When the red dots are above zero, that is a long signal; when...

FWIW here's the best momentum indicator I've ever seen. Notice how even it can't catch the very bottom, but it does get you in the trend in time for a profit.

Anxiously awaiting what? For me to explain to you why 2 + 2 = 4? Sorry, I don't speak retard, but I will try my best to s-l-ow-l-y explain to you what's going on: The basic wisdom is Buy Low, Sell High. This is much easier said than done. But what's obvious is that a trend must exist...

Lacking a crystal ball myself, I don't just assume a trend will suddenly not continue ... or otherwise. It's an odds game, like all of trading. Not many. It's a piss-poor excuse for a trend trader who stays in a trend that reverses against him, or who doesn't follow the basic wisdom of Cut...

Not my definition but whatever. What makes you think picking tops and bottoms is easier, much less more feasible, than trend trading?

Already answered in this thread.

Yes, trendlines are very good at showing you what DEAD trends did. Good luck trading those. :D

I already did that is this thread. Perhaps if you bothered to read the whole thread before posting, you'd be better prepared to post.

Like many, you just don't get it. Relying on MACD and RSI for TA is like using fingerpainting to copy the Mona Lisa. Better tools should be sought.

Excellent post. Finding patterns in randomness is a big fat DUH!