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Was listening to MSNBC in the car and a panelist said this. "If Beto wins by 1 point he will be Senator. If he loses by 1 point he will be a 2020 presidential contender. If he loses by 7 points he will be a podcast host." Spot on! :)

Performance of random entry totally depends on the data set. How did you arrive at 300 trades needed? My research indicates the sample size needed is dependent on the sample data. For example, if I am testing over a period of data that is a very strong bull trend, I may need more trades to...

See attached. I ran a simulation on ES 5 minute data where the limit order is two times the stop and the orders are based on a multiplier of the ATR. The data range is 11/01/2017 to 11/01/18 and I ran the simulation with different multipliers for the stop and limit. For example, the folder...

Yikes! Did he get a parasite?

I wrote my own software. What exactly are you trading and what time frames? Also, over what date range did you 100 trades occur.

Sounds like you want to know if you really have an edge. I had the same problem and I solved it by determining how often my strategy beat random entry. I disagree that a sample size of 100 is always to small. To test that, run a simulation of 5000 back tests where you enter randomly over the...

I am not trying to knock NinjaTrader and am glad it is working for you. But to state that their are no limits with NinjaTrader is WAY off the mark. The platform does not support portfolio level back testing as in testing multiple strategies simultaneously and being able to set risk controls...

Try backtesting a portfolio of strategies in Ninjatrader. Let me know how that goes for you.

Is your entry entirely rules based?

Exactly. That is why all new quant hires at Renasainse or Dalio's hedge fund are equipped with the latest version of NinjaTrader.

This exactly the question I will be able to answer with my proposed approach of walking forward strategy portfolio construction at set intervals.

Yes. This is my point. Financial markets do not involve stationary data. "New model specifications" should be created based on new data. My position is to walk the simulation forward in time and re-calibrate based on the "new" data. Being able to do this is at the top of my list. It would...

Can it tell the difference between fake out spike vs. a real move? If you can define in rules a spike vs a real move, you could certainly automate the exit. Are you telling me that flash crashes are unemotional responses? Flash crashes are the result of stop orders getting hit, margin calls...

All back testing platforms or methodologies I have seen involve some sort of testing (AI, ML, if then else, etc) on historical data and perhaps followed by some sort of walk forward and or live trading analysis. The result is one to many strategies to trade. Let's say I have data from 2000 to...

Not funny. I once had a guy compliment me on my shoes, bent down to get a better look at them and then licked them before scampering off. Think I am joking? Here he is.

To expand on my comment, there are those that come to day trading thinking they can get good at reading charts, order flow or whatever and that will be the key to profits. Of course this requires a lot of screen time because they do not have the ability to quantity and test their ideas without...

Exactly! It's 2018...I don't get why someone would aspire to staring at a screen all day and trading. It's like someone looking to become a floor trader in the late 90's or early 2000's.

Most media prefer to focus on Trump's twitter feed as it is more profitable. Hopefully this will get more attention.

Imagine the humiliation of showing up to a party and hearing all the whispers of ridicule as you BARELY made the list of highest paid hedge fund managers in 2017. In fact, you were DEAD LAST on the list. That was the fate of Michael Hintze for his paltry 2017 compensation of $200 million. I...

Assuming you could "crack the code", what sort of returns would justify the effort?