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Send a pm and I will reply with the link.

This is a serious accusation against Tradestation Technologies. You may be right given the history of the products, for example TS2000 had a defective backtester but I don’t know, you may be also wrong. But this is too serious. Are you telling us that TS fails to identify patterns people are...

I thought he is more interested in developing a platform that integrates system backtesting and system discovery based on data mining. Can TradersStudio do that?

The objective is productivity gains at this point. I have done this manually already for three tickers and it took some hard work to get the final system. It surely works. The software development cost is 12K. I have spent 10K more for hardware. The full cost is fully financed with profits...

Good book but it mostly applies to long term investing.

Last week I hired an Indian programmer to develop an interface between Price Action Lab and NT. It is really nothing way too complicated but it involves integrating some GP code I already have that will take the Price Action Lab output, generate a system based on the patterns, write the code of...

You can use it with may programs. NinjaTrader comes to mind right away. You can also use it with TS. There are also some programs that will read such a file and then use genetic programming to develop a system. I see PAL as a pattern generator in that sense. More work is required to get a full...

+1

This thread is very interesting. Having said that, I think I will agree with Bill. It doesn't make sense to consider too extreme possibilities. I think Bill is saying that some valyes of DD may be too extreme for a particular system. For example, if I have a system that adjusts position...

If there are any users of Price Action Lab around I would like to ask a few questions about data handling and startegy development. Please send pm. Thank you.

Maybe something like this: http://en.wikipedia.org/wiki/Yule%E2%80%93Simon_distribution

IMO Bill is correct. I also find your attitude very irritating. I think he asked you several times a specific question, namely the procedure you follow to get results. Each and every reply of yours is about not understanding it, but what exactly doesn’t he understand? Do you want him to take...

Since 2006 on 5-minute bars and only 184 trades sounds like over-fitting to me.

The assumption in MC simulations is that when the null hypothesis is true, all of the n! possible permutations, including the original trade sequence, have an equal chance of appearing. This assumption is violated for many different types of trading systems including those that rely on...

Welcome to the club "Illusion". Close the door when you leave please.

When I visited your blog it seems to me like I was visiting a museum of some kind. The stuff you're looking at belong to the late 1980s. Pretty much worked to death in the last 20 years. Nobody in the right state of mind trades using stuff like that any more, I mean RSI and the likes. Your exits...

Sure, no problem, with a 1000 W light bulb I can heat 292 grams of water to 101 deg. C. They are confusing power with energy. Power is energy divided by time. It will take them forever to generate the energy required to move generators. By that time, previously heated water will cool again and...

What do you think then? Futures or options of futures? Leverage is needed to make money.

Michael Harris has a monthly chart of DBC in his blog and says this is maybe 2007 all over again. Scroll down to the DBC chart: http://www.priceactionlab.com/Blog/2011/01/the-state-of-etfs-january-22-weekly-recap/ What do you think? Another crisis is along the way? Could the QE be the...

It has a lot of room to go. Recently made an 11 year high. Tech is booming. New discoveries along the way. Quantum mechanics will change the world. New computers, new gadgets, a whole new world. Companies like AAPL and GOOG are positioned to take advantage of the breakthroughs.