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I'd like to understand your point but I can't tell if you're saying that optimization is necessary and unavoidable or if system development is impossible. (i.e. all systems have to have at least one parameter)

RedRat, what data are you training with exactly? Generally you'd be feeding it some kind of cooked data like RSI samples rather than direct price data. I've also messed with open/close patterns where the NN is fed a series of 1's or 0's representing if the close is higher than the open...

Well, right. Even a moving average crossing system has to be run through an optimizer to find which combinations of MA periods work and which don't. You can't just pick 2 at random.

Geez, who doesn't? :D

When optimizing system variables, I look for "fragile" settings. This is where say 37 is profitable but 36 and 38 perform abysmally. The 37 setting is probably profitable due to one or two lucky trades it took advantage of. I like to see ranges of system variable values that are profitable...

Actually my account wasn't hacked for spamming but for propagating some kind of trojan which is even worse. Everyone in my address book was getting an e-mail saying "hey! check this out!" and it had a nasty attachment on it. Luckily I wasn't using that addy any more after switching to gmail...

Happened to one of my yahoo addresses about a year ago. I changed the password and it stopped.

Some folks base their reward:risk ratio not on max risk but on some fraction of it. i.e. you'd never let it go to max risk but have a mental stop of maybe 1/2.

I don't see how they'd know or care or what "they" would do about it. This is one of the reasons why I stopped trading stocks altogether. Stocks that drop 10% are the very stocks that get my attention. Then I apply one of my bearish option setups depending on market conditions.

I wouldn't short that uptrend since the uptrend line hasn't been broken yet. It may provide lots of support when encountered. What's more, there's a round number (1100) near the uptrend line that needs to be penetrated. If the uptrend line is broken all hell would be breaking loose and...

All kidding aside, what's a moving average? It's a low-pass filter. What's an oscillator? It's a high-pass filter. I just posted this link recently. The guy has some very good papers talking about applying signal processing techniques to price data.

Yes. I did an FFT on closing price data and saw spectral peaks at 5 days and 20 days. LOL

It's so unfathomable I can't even imagine how I could plan for this. Pull it all out and pay the penalty and tax? Sounds pretty radical.

Harford County, eh? I'm in Frederick County.

Shortie? Is that what your hooker calls you? :D

I dunno, Ivan. I was a mobile professional like you and was willing to move around chasing higher pay and opportunities. Many people are rooted in their communities and would work at WalMart before relocating. I won't pass judgment on people like this and say it's stupid, etc. In...

John Ehlers has written a bunch of really good papers on signal processing as applied to trading systems. Check out his "Technical Papers" section. The papers that I found the most useful to me were: "Inferring Trading Strategies from Measured Probability Density Functions" "The Joy of...

Kinda reminiscent of the nightmares I had about college for decades after I graduated. 1) You show up at the appointed time and place for your final exam and there's no one there. 2) It's halfway through the semester and you suddenly realize you forgot about a class you'd registered for and...

Michael Covel's "Trend Following" talks about this some.

Ed Seykota has written a good bit about pyramiding and risk management in general. He's stated (I'm paraphrasing here) that the pyramid imagery is quite literal: As the favorable trend unfolds each add-on is progressively smaller. He's also said that you pyramid up to your optimal position...