Maestro,
I have spent the last 18 months trying to reverse-engineere a RTM strategy based on your many posts. It's not been easy, but finally I think I've got something that is both mathematically and intuitively sound and acceptable. I'll spend the next weeks doing the programming (I have an Automated Trading Platform).
The thing I have created is a real monster, but I think it is beautiful. Hopefully this monster will generate money, I'll get my answer soon enough. If the strategy doesn't work out it has still been a stimulating (and exhausting) intellectual exercise.
To sum it up the strategy is based on synchronization. The rest is all about probabilities and math. Linear Algebra has been very useful.
Henrik
I have spent the last 18 months trying to reverse-engineere a RTM strategy based on your many posts. It's not been easy, but finally I think I've got something that is both mathematically and intuitively sound and acceptable. I'll spend the next weeks doing the programming (I have an Automated Trading Platform).
The thing I have created is a real monster, but I think it is beautiful. Hopefully this monster will generate money, I'll get my answer soon enough. If the strategy doesn't work out it has still been a stimulating (and exhausting) intellectual exercise.
To sum it up the strategy is based on synchronization. The rest is all about probabilities and math. Linear Algebra has been very useful.
Henrik