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Pekelo, So by this logic you are saying that the market has a memory therefore what happened in the past is relevant to what will happen in the future. Is this what you are saying here?

If you're rolling two die and you roll double sixes 10 times in a row what are the chances that the next roll will be double sixes?

maninmoon, I would say the market I trade on behalves significantly different than spot FX.

Yes these are all intraday.

If you write your own stuff I would say sim-trading may be worth a shot. Back in '04-'05 I had experience with a few different banks allowing one prop firm in particular to sim-trade their FX feeds with the firm's custom software. Of course they knew there was sufficient capital behind them...

Yes, using volatility based stops helps the models immensely. These are primarily very short term trend following in nature.

Australia!!!!!!!!!!!!!!

maninmoon, I think I just commented on another thread of yours a second ago. When considering stops I always back into them. Revenue stops, being hard dollar stops, I do and do not view in the same light. If they are just arbitrary $X loss than yes they are pointless and the law of large...

Most off the shelf market making software will allow you to simulate your trading prior to going into production mode. However, this is a matter of buyer beware as most people selling the software will say things like, "Wellllllll... everyone tells us our simulator is very accurate to actual...

BR I was not offended anymore than you should be offended. I know how I come across. Mike, Thank you for the accolades and I am hurt that you did not like my sarcasm. Again I was answering his question about filtering as the way I describe filtering. I am glad you have been able to...

They are absolutely correct. The velocity of money is still decreasing. This is a chart of the total consumer credit outstanding through 02/28/2010. Consumers are still decreasing their credit lines and living in their means, a tiny bit more, but it appears to be a trend that may...

BR, thank you for clarifying. I have no clue what systems traders do. That is exactly why I commented on your thread because I do not know what is going on. Just a little hobby of mine, talking about things I don't know about. Anywho, adding different exit criteria is different from...

BR, The idea of a filter is flawed from the get-go. Essentially when people try to implement filters they are attempting to "filter" out bad trades while keeping good trades. Unfortunately it does not work like that. Any "filter" you apply will end up taking out good trades as well and in...

No trading on 4/20?

So you're currently running it with no stop loss in place?

Haven't they been the biggest cheerleader of the rally?

Rigged or not at least you are attempting to go with it instead of being one of the pissed off shorts that complains about it all the time on this board.

Market Orders

"vwap_h" will plot VWAP for the entire day. If the day is not finished it will plot it up to that point. Pretty simple. EDIT: in EL land volume translate into total volume for your specified time series upticks and downticks

I'll take your i7 for $100