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The technical indicators that comes up on google are usually only variations of moving averages. They are also usually very poorly designed for their purpose, e.g., ADX or CCI (which I guess is because they originated before we had an abundance of computing power). That is why I specified unique...

http://www.thewholestreet.com/

Yes, I know that thank you. Which is why I've implemented several methods of multiple hypothesis testing and cross validation.

I'm trying to do some data mining of trading strategies by using a genetic algorithm to combine different trading rules and would like to get my hand on some more novel technical indicators than the usual bunch (rsi, cci, etc,..). Any suggestions?

I’ve been trading systematically since start of 2011, swing trading stocks and ETFs with holding periods of a 1-5 days and more recently intraday minutes to hours. My returns are nothing fancy, CAGR of 18% and a Sharpe of just above 1 with a max dd of 16%. Since the end of 2012 everything has...

I think reversing the question makes it pretty obvious, why do traders succeed?

Of course there's no difference if the patterns is invented by a machine or a human, the only thing that matters is the performance metrics and the statistical significance of the results. Letting a computer do the testing will just speed up the process of discovery, in the end it is up to the...

I'm guessing Fib Weighted means it's just an exponential average with α = 1,618? How is it clearly the best one? Based on what?

I use a fixed percentage position size corresponding to 2,5% divided by the backtested trade at the 0,04 percentile. That way only one trade in 250 will lose more that 2,5% of my total capital. That is of course provided that the statistics hold up, but the position sizes the formula gives me...

I don't think he says anything like that in the book, could you provide a reference?

Very inspiring story, is your trading automated or manual? Would it not make sense to get more exposure by trading more instruments as opposed to focusing on just one?

I wonder if they have sold it to foreign networks, I've seen a few episodes on the swedish channel TV4 Fakta.