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Anybody know why this stock exploded after hours? eyecheck

I have a need to model some trades that are correlated and curious if anybody knows where to begin. I have written a Monte Carlo simulator for uncorrelated trades but now have a need to model a portfolio of 10 stocks, whose performances are not uncorrelated. Anybody out there know what has...

Go look at tradingfrommainstreet who is a sponsor here. Brandom does a pretty good job with gaps. They have a free trial and I have no affiliation with them. Eyecheck

TGregg : I don't sell systems yet but have considered it. Two problems with your analysis: 1) Many good developers can't trade 100 lots because MM issues/margin won't let the---yet. Selling systems helps build cash to be able to trade more size which allows you to make more trading...

There are lots of checks that one has to do to verify a system but one of the simplest rules of thumb that I have heard seems to work well in keeping me out of trouble. I use it as a quick screen to see if I am even remotely interested. Assume your actual win rate will be 10% worse than...

As part of making the System Swap idea a little better known around other message boards, I was pointed to http://groups.yahoo.com/group/tscoop/ which is the same idea as what this group is doing but with a few caveats. Looks like it has the potential to do nice things for intermediate...

I had some one run an equity chart for the system I posted above. Since this was run in TS7 and my statistics were in TS6, may be some minor differences but you get the idea. Eyecheck

So here is an example of how this might work. Somebody would post something like the following: The attached is a countertrend technique applied on daily bars. Entries are at market open and exits at market close and the technique holds for several days so has overnight risk. Backtests well...

rlb21079 has started a new thread for ET traders to work together to develop trading techniques. http://www.elitetrader.com/vb/showthread.php?threadid=15880&goto=newpost As part of that thread, it became obvious that it might be a good idea to have a place where ET members could possibly...

Want me to start it or would you like to coordinate that? Eyecheck

As I indicated, rather than submitting systems to a black hole (sorry absolutely no offense meant), I would much rather work on a swap basis where somebody contacts me based on they think they like my system. Then they offer me some tests results that gets my attention on a system they are...

So here is an example of how this would work if you like my idea. Somebody would post something like the following: The attached (hopefully since I have not done this before) is a countertrend technique applied on daily bars. Entries are at market open and exits at market close and the...

rlb21079: Great Idea. I develop tradestation strategies but I am always looking for other ideas to help diversify my techniques. Depending on the rules, I'm in. If I understand correctly, this group would share strategies with which I am ok with in small #'s; I think this is the point of...

Thanks to all. Aaron, I just finished patting myself on the back for figuring out how to do it by shifting rows. I was coming back to post the technique and saw your post. I am seeing what you are saying in my data as well. Very small correlation coefficients once I shift. Thanks...

Thanks to all; Acrary. Will that really test what I want to see if one trade impacts its closest two or three next trades? Seems like that would test correlation between sets a and b. Thanks, Eyecheck

Thanks, I just basically want to know if the result of one trade is likely to impact the outcome the next couple of trades. I hope the answer is no but I want to verify. Eyecheck

I have a set of about 600 trade results (P/L) and I am thinking I might be able to model them as statistically uncorrelated for some research I am doing. Anybody know/remember how to check a set of data for statistical correlation? Eyecheck

I trade using TS using a combination of automated and discretionary systems. IMO, the lack of OCO type orders is a serious limitation that TS needs to fix. Tradestation rep, any comments about when this might be fixed?

Thanks Manhattan: I was aware of that. Problem is my other trading, which is with tradestation, uses some of the automated features in TS. Was trying to avoid setting up two accounts that each have to have 25K. Eyecheck