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HP-12c? Isn't that Reverse Polish input or something?!? I like it...... At any rate, a trap I always recall: is the sale (the pricing) at the beginning of the 4th period, or the end? It doesn't jump out at me in the question...

I have eased into [trend-following] over this calendar year, and WOW I like the results. As far as whip-sawing go, I see it as opportunity for writing credit spreads (subject to tests/hurdles for which I have a clue, but am unwilling to code quite yet...), but I *really* like the idea of a...

You do realize, don't you, that order flow is history? ("History": that thing you denigrate?) Much as was pointed out by D08, schweiz, TheMickey, et.al? Your trading horizon is not special, it's just short. When your algos fail (as they are going to), and you start telescoping out from the...

:confused: You've dug a deep enough hole. :(

For an HFT application? :wtf: Pure genius, right there. :thumbsup::thumbsup::thumbsup: :D [It is a great and noble thing, for sure, to be loyal to the principles and the various schools of thought that get you to where you need to be. But undoubtedly, Continuous Development is part of the...

Really beneath you, Peks. Wowie.

He is. He's thinking like a good little "Quant" student, and not like his professor(s). He's reproducing the narrow little keys on which he was taught, but failing to see the full octave with which to make music in the market; he's parroting. He's pounding out baroque rigidity in a market of...

Yep yep yep! A year ago, I started to ponder inserting rho factors into my off-IB_TWS-platform option market analyses. Which made me look at TWS. Which effort was in vain. I'd wager that before calendar 2019 is out, TWS sports rho and portfolio rho. Sure, it's longer-horizon than that to which...

It's still just MAs, just layered, and labeled to look cool. In use, it's like the choice of using an SMA(20) or an EMA(10): you can fiddle and get the two to get very close, but what can your *theory* support? (Cuz when things get sticky, it's the theory to which we return...) Feedback loops --...

Your non-response was a restatement of your original. The question remains, "How?" As in, "So, how does one "correlate" a common indicator with future price?" I'll go ahead and pre-suppose an observation that your "test" did not use the subject indicator as does your current-use algo, huh. Yeah...

I use "leading indicator" as does the rest of the world -- outside of retail trading. :cool: Just a stickler for truth. Not truthiness.:p (Much like the math you wish to ignore.)

YIPES! As a long-time user of various T/A tools, I find this laughable -- like testing aluminum bars for aeronautical usefulness, and finding them wanting.:confused::banghead::rolleyes: So, how does one "correlate" a common indicator with future price? Any explanation of the gazillion or so...

I agree with so much of what you say here. But the thing is, (*I* think,) that B1S2 does (to a degree) too. "Risk Mgt" is an edge only when the other side is sloppy. "How often does that occur?!?!" Well, maybe often enough, IF WE DO IT. "Any monkey can look up Kelly..." TRUE TRUE TRUE -- but...

What will bring your execution back will be *confidence* in your edge. All of this is 'right on' IMO. Rigor, taking responsibility, testing testing testing..... AND a solid stop loss [!!!]. This has been a very narrow market, and for as long as we've had this "FAANG thing going on. WOW! That...

I think the more popular aphorism is that a bad trader can make a good entry into a loser (through bad management), but a good trader can make money even with a bad entry (through "proper risk management"). If "Capital Preservation!" is first on your Mantras Of Sound Trading, then ... well...

Yes. Even, "Of course." But you're follow-up mixes apples and oranges. (Still fruit, but should only be mixed under the supervision of a sweetened creamy sauce, and watch for too much exposure to the Sun. :confused:) You bring up candlesticks, which are agglomerations of what could be...

Love the creativity here, but some issues abide. First, is there a T/A indicator that wouldn't qualify as a lowpass/highpass/bandpass filter? The only thing I enjoyed about (the torture of) my first stat class was decomposing time series into cyclic/annual/seasonal/etc data. That was 1981...

Ummmm, not to be contentious, Sprout, but short of sending 1.21 gigawatts into the ol' Flux Capacitor, there is nothing in construction or in theory that allows anything in T/A to be termed 'leading indicator' -- outside of our own, rich, imagination(s). The closest we can get is...

Were we voting (which we're not), I'd vote to stay with IB_TWS_API, and cure the problem by curing the data: assemble/smooth the data with multiple reads. Compare reqHistorical to reqMktData (and any other available method). When there are no disagreements, then post to the intended chart (or...

☼ Reward follows risk. Always. No getting around it. TANSTAAFL and all that. "If the stock spikes far above the strike on your written options, your stock will be called away, and you will be left with a naked short position on your futures contract (which is now underwater)." ☼ And why...