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Hi nakachalet, I actually don't have a title yet... turns out that is pretty much the hardest part of the process lol. I can tell you this... I did extensive and proper research... I literally generated 2 gigabytes of csv number files for my research for the book and only ended up using a...

daal - here is the honest truth. i just ran a bunch of numbers for the book i'm writing and the problem is that that some definition of trend is needed to run the test. any definition of trend is subject to a tradeoff between lag and false signal. any test is a joint test of whatever trend is...

fwiw i do post my trades in real time... winners and losers... i'm on twitter AdamG_SMB and also do a video 1-2x / week on YouTube with setups etc I'm looking at. welcome to follow if you want, but i would caution that it is extremely counterproductive to try to follow anyone else's style...

:) haha. I actually lol'd at this one. Thanks for the late night laugh.

why guess when we can do analysis of actual trade results and know? pull out the actual (real money) results from your last hundred trades and run the analysis i suggested. this is not that complicated...

Nope. Probably noise.

imo the requisite variety idea is off the mark and far over-complicates something that is actually very simple. can u post an excel sheet with the trades? date and P&L as % (or otherwise standardized) are all that you need.

please read my previous post

You can do a simple analysis that will help. You don't have to guess or assume! if you have a large enough sample of trades that are arranged in chronological order: 1. calculate the simple probability that a trade is a winner. this is simply the win% for the set. (This is Prob(A)) 2...

This is a good example of what is wrong with posts on message boards: "I have a great secret but I am not going to tell you." Your example does not apply to many trading systems because the returns are autocorrelated.

Please re-read my answer early in the thread. This is often correct, but not always. Some systems do show significant periods of autocorrelation in their trades. Maestro's answer is correct in a theoretical sense (though the Monty Hall parallel is a bit tenuous at best), but in actual work...

Good question and an important one. There are two answers: 1. assume that your trades are completely independent with a 65% chance of winning. this means that every trade will have a 65% chance of win and 35% chance of losing. (assuming no b/e.) if this were really true then: the...

Thank you for the link trendo. Gucci, there is no variable amiss and as to what it was meant to proof [sic], I think that's clear from a reading of all the posts in that series. Nothing more nor less than 1) many of the patterns we see in market data could be generated from a random process...