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www.wealth-lab.com will do it for you. It has a very good analysis of MAE and MFE numbers to help in adjusting stops and targets.

There was some discussion a while ago about Elite on the wealth-lab board. I believe it's made a lot of wealth-lab people aware of elite and has driven us to check things out here. Posting a review seemed like a good idea to me and others seem to have done the same. I believe it's a great...

If you get a response, I'd be interested to hear what it is. I would be very surprised though if you could trade while in the US and wind up paying no cap gains taxes at all in either country. That'd be a pretty super deal...

I've been told that it is where the company is managed from that determines it's tax status. So a US corp managed by a Canadian resident would incur a Canadian tax liability, and no US tax liability at all.

If you charged even $0.02 for a year's membership here, the place would be deserted. It's not the money, it's the pain in the ass of making a buy decision, hauling out your wallet, wondering if it's all just a scam to steal your ccard, etc. I'd rather see us somehow get rid of all the posts...

Think about what it means to a market maker to be holding a stop in the order book. In the case of a long stop-loss you've essentially advertised that you will sell the stock for a lower price than it is currently at. If the price is close enough that they can make a run for your stops...

I swing trade extreme price movements by entering just after a strong reaction to an event (earnings and such). Fading these movements over about 2 days with the right exit strategy is quit profitable.

If you backtest a new idea and it works, then try it for real. if it fails, don't. No money need be risked. Backtesting is absolutely critical to my mind. I so often have what I consider to be a great new idea, and when I backtest it, it turns out to be aloser in the long term. So often...

So someone mentioned they'd rather enter a price decline on high volume. That's what I seem to hear most often, but others will use high volume as a sign of conviction behind the move. Say 2 stocks go down 20% in one day. One did so on low or average volume and the other does so on very...

One time I worked at a company where the idiot who setup my email misread the form where I wrote down my username choice. He though the final d was the number 9 and actually thought I wanted to be dmacdonal9 and then refused to change it afterwards. My coworkers got great enjoyment from...

Never used anything but vmware. Performance is kind of odd. Application performance in a virtual machine actually seems faster, I think because things are cached differently. It gives you control over priority settings based on whether the virtual machine is foreground/background, etc, which...

No, I know trin, but what's tick? How would you use either?

I don't believe it's a 50/50 bet. I've been trading this way for 4 months now and have been profitable every month, which is completely in line with a 5 year backtest. My win% is 58%, with an average P/L of 2.3% and a Sharpe ratio of 3.52. My t-test shows a 9% likliehood of curve-fitting...

I am trading a mechanical EOD system that enters on sharp selloffs that close well below the short term lower bollinger band, in hopes of capturing a bounce. I've added a number of other filters and exit strategies that make it profitable, but nothing I currently do takes volume into account...

Get the vmware client for linux and run a Win2K virtual machine inside your linux box for all your windows apps. That's what I do, works like a charm. Get the best of both worlds. www.vmware.com

I've used it for some time now for EOD backtesting. But some wonky results prompted me to investigate further. A little bit of exporting and scripting to compare the data from TC2K to several other sources, including CSI, Thomson FN, & qfeed, revealed so many inaccurcies in the data that I...

Logically, odd lots lead to increased fill times, and sometimes that leads to dramatically increased slippage. But if your timeframe is days (as mine is), not hours, I don't find that a big issue. Why do so many believe odd lots denote an amateur trader? And why the heck would that matter...

qcharts has it and allows you to export it. Accuracy leaves something to be desired. Stabiltity seems pretty OK...

I'm backtesting an EOD system on stocks that enters and exits on open and close. I'm wondering how accurate my historical opening and closing prices are in relation to what really happens? I've always wondered how the exact price can be determined, since many trades happen in those split...

So I'm another poor Canadian trying to get an account with a US broker, specifically IB. Their Canadian registration is delayed, and may never happen. So I'm considering incorporating a company in Delaware (cheap, it's about $300 all said & done), and then getting a corporate account w/ IB...