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Bill, can you please post your actual as well as backtested portfolio equity curve (and key ratios). If you are truly doing what you claim, it will be very interesting to look at some actual numbers and smoothness of your equity curve. Thanks a lot. Also, if you don't have a formula to...

I agree that most of the strategies on any kind of subscription service would not be true market edges. I have couple of long lasting market edges, and I don't think I will sell them to anyone for much less than 500k. I am however open to sell some of my mediocre strategies on that network -...

Does anyone has experience with Tradestation Strategy Network as a strategy developer? Are you happy with the money you are able to make? Please PM your experience if you don't want to discuss publicly. Personally, I find most of the systems below par - with just 1-2 yrs of backtest to...

That is one market - multiple strategies. So, yes its considered multiple systems. Cheers.

Its a Friday folks and I have some time to re-visit this topic. Few days ago, My MC crashed again. Anyways, Multicharts logs doesn't have this line anymore. C:\ProgramData\TS Support\MultiCharts\StudyServer\Studies\SrcEl This folder has all EL files that can be opened in notepad. This...

Another comment - looking at the extremely less number of postings on this thread - its clear that ETers have not really understood the importance of this research. This is the most comprehensive research done 'ever on our planet' that proves only 1% of day traders consistently make money. It...

completely agree, no disagreement here whatsoever :-) only 1% will get there eventually :-) I think this process of 99 guys losing it all eventually and 1 guy winning it all - this is a classic illustration of "Winner takes all". In some sense, those 1% traders are at the top of the food...

Agreed with 1st line completely. On second line, if you are day trading multiple futures, 10s of millions of dollars per year is the capacity. Yes if you are trading just 1 or 2 illiquid futures then yes capacity is an issue - e.g. lumber or orange juice.

You are so wrong. Just 'focus' doesn't make you consistently profitable day trader, you also need an edge. You are underestimating how much money you can make being a day trader. Lescor made 800k or so in 2010 when he had his journal here. Bob Bright made 12 million day +swing trading ES. All...

ofcourse it is! Odean demonstrated top 1000 traders persist in their behavior year after year. This is clearly a proof that with skill you can make abnormal returns in the market. This in tun proves efficient market hypothesis wrong! I agree with your swing trading comment however I would...

Odean is only one of the few worth listening to! Thanks for the link.

Your approach is sensible, but there is a definite difference between the quality of your strategy and the strategy that I have developed or possibly the strategy that dom993 has developed. Your strategies are very generic, using low pass filters. My strategies are based on long-lasting...

I have hard time believing your response - unless if you have a team of 5+ people working for you developing your strategies. As an independent trader, developing and implementing 1 strategy will take at least 1 month. 132 strategies at least 132 months which is 11 years. Add to it the portfolio...

Holy grail of trading is to have uncorrelated strategies on multiple markets. It will be interesting to know how many strategies do professional successful systematic traders run. So, if you are a successful systematic trader, your knowledge and ideas are welcome on this thread. If you are an...

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I will be highly interested if you can share your findings with detailed stats. It will really improve quality of journal from readers point of view. Cheers.

you should post an account equity update with numbers and graphs. That will make it more interesting. Good work otherwise.

You are not a fool, not at all. But your information is wrong in this case while you want to come across as an expert. So, yes you should back off.

so how is it going ? Also, if it is a very simple idea that became known very widely, do you mind explaining or at least pointing out what the idea was. Maybe you will get a good discussion going and you might discover some tweaks to make it work again. Just saying.

average of 10 hrs a day, 350 days a year = 3500 hrs per year. Have been doing it since 2009, became profitable consistently in fx after 2 years at this game. 2*3500 = 7000 hours. Lots of backtesting and screen time in these 7000 hrs