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CFD's + GSO are -by far- the best instrument offered.

Hi all, The idea is pretty good, but I think it could be enhanced a little : If autors were to write articles "for ET" (like they -seem to- do on T2W), we would just have one more source of information. It would oblige us to go here and there in the hope of finding something new and...

Hi, Could the unexpected result (A better than B) come from the number of positions traded by each system on average, in a month ? If yes, I'd prefer the one with the highest number of trading opportunities. O.

Hello, This isn't not the answer you expected, but if you receive no answers, this may help : You'll find a lot of informative stuff and algorithms at J. Ehlers web site, specifically at http://www.mesasoftware.com/technicalpapers.htm Olivier.

It may be much more (AAPL, closed @ 28.75 on sep, 2000, 28 and re opened sep, 2000, 29 @ 12.87 I'm so pleased I was not long AAPL that day...) ONS, If you're not a US citizen, and you are outside the US, and trade stocks with high volume, a solution could be to use CFDs as a vehicle...

THIS is why I love ET. Many thanks Blackchip.

I think the best answer to the OP's question as been given by Agyar. It can also be added that, if your intention is to defend against traffic analysis, and want a - relatively correct - anonimity, you can either connect from an "internet cafe" here and there, or more simply (and way more...

Or instead of compartmentalizing, make him programm something way more complex than what you really intend to use (more indicators, conditions, etc.), with a way to activate / deactivate each of them.

I'm sorry I was not clear. I say : I have received three identical spams, like the ones described. Two of them where sent to xxxxx@yyy.com The last one was sent to a different mail adress of mine, which I never used in connexion with ET. So, I can't conclude that ET has anything to do...

I think I've the jackpot : I received three similar mails (09-05-2008; 3:31, 5:23 and 6:58 am) I tried to re-route them to Kasper* but could not find a dedicated mail adress to do it. HOWEVER (there's a big however) : Two of them where sent using one of my email adresse, the other one...

And to answer your question about softwares to compute it : It is known in the tech analisys world under the name "fractal dimension", and has been the subject of article(s) in TASC (don't remeber wich issue(s). Most usual contributors proposed code to programm it into their respective...

More precisely, Hurst exponent is a metric of the randomness of a given serie. If the serie is a time serie, it will tell you in what proportion the detrended datas "fill" their space (see it as a square crossed by a line : 1 means minimum fill : the line is perfectly straight ; 0 means maximum...

Hi Voodoo, Interresting post. I think i've got the point with the anti-martingal principle, but I don't see what the fibonacci sequence brings to you. Why did you choose Fibo instead of, for example, openning with one contract, then adding adding 2 then 3 then 4, ... up to a given limit ...

Dima, I didn't pay attention to that. Effectively, the 2nd and third "KKBuy" seem to be executed whereas the upper band has not been touched. I don't know why. Maybe a question of "tick" or something similar (rounding errors ?) Olivier.

Hi Dima, The code is quite clear : Draw a 40 days SMA and compute the ATR (same length) Then, each day : If SMA(today) is above SMA(yestreday) Then put an instruction to enter ("Stop") tomorow at the value of todays SMA + 2 ATR (the value of the upper band is the price at which you intend...

You're welcome... (In fact it did interest me : I appreciate a lot ACrary's posts, but never saw this piece of code hence... thanks in turn for the discovery) Olivier.

variables: hh(0),ll(0),tgt(0); if date <> date[1] then begin if dayofweekfix(date) = 1 then begin hh = 0; ll = 99999; end; tgt = (highd(1) - lowd(1) + highd(2) - lowd(2) + highd(3) - lowd(3))/15; end; if high[1] > hh then hh = high[1]; if low[1] < ll then ll = low[1]; if adx(14)...

MGJ, I agree with you when you say that expectancy is not everything. However, your data demonstrate another important point to me : a system's metrics (characteristics) may change in time. This is clearly the case with your two sytems : I rescaled them at different points in time. The...

Difficult to answer like that. To me, the length (in days, weeks, months, ...) of a DD is at least as important as it's depth. For example, 25% during one week may seem bearable, but what if did last 6 months ?

"a" is correct. K% is the percentage of your equity to use for a given trade, not the percentage to expose at risk. Hence, your position size will be : $100,000*0.2= $20000 available / $100 per share = 200 shares. Olivier.