Recent Content by theShark20

  1. The median maximum drawdown

    The maximum drawdown has severe limitations when it comes to measure risk and should be used with cautions. I recommend you reading this paper...
    Post by: theShark20, Aug 11, 2014 in forum: Risk Management

  2. From idea to trading system, a framework.

    Coming back to the strategy development framework... Some open questions and comments... * Can we design the entry conditions of a trading...
    Post by: theShark20, Jul 18, 2014 in forum: Strategy Building

  3. From idea to trading system, a framework.

    Thanks for the links, I did not know about this particular tool. I have developed something similar to analyze the entries of my trading systems...
    Post by: theShark20, Jul 18, 2014 in forum: Strategy Building

  4. From idea to trading system, a framework.

    I do not thing there is something wrong in training many models or testing many hypotheses on the same data set. But by trying many models or...
    Post by: theShark20, Jul 17, 2014 in forum: Strategy Building

  5. From idea to trading system, a framework.

    Thanks for your answers. Could you please clarify what you mean by "event profiler"? I am not familiar with this term. IMO the decay of the...
    Post by: theShark20, Jul 17, 2014 in forum: Strategy Building

  6. From idea to trading system, a framework.

    Thanks for sharing your trading system development framework. Do you have some success in identifying price patterns/regularities with this...
    Post by: theShark20, Jul 16, 2014 in forum: Strategy Building

  7. Do full-time forex traders exist or is it just make believe?

    I am full-time retail forex trader since 2010 (More precisely, my computer is, because I am 100% automated). Over this period, I averaged 2.5%...
    Post by: theShark20, Jul 11, 2014 in forum: Forex

  8. Full setup automated trading system

    I trade with IB (very happy with this broker btw.) using their Java API + IB Gateway Client. I average a ping of 1 ms to IB servers (I am...
    Post by: theShark20, Jul 8, 2014 in forum: Automated Trading

  9. Data Mining for Trading Short-term Price Patterns

    kut2k2, I have to say that being an engineer did not help me much for trading the markets, at least initially. I was overconfident and lost money...
    Post by: theShark20, Jul 2, 2014 in forum: Strategy Building

  10. Data Mining for Trading Short-term Price Patterns

    Thanks for your answers. I fully agree with you that statistical significance is key in data mining for finance although it is completely ignored...
    Post by: theShark20, Jun 20, 2014 in forum: Strategy Building

  11. Data Mining for Trading Short-term Price Patterns

    As an aspiring systematic trader, my assumption is that there must exist some "price patterns", or regularities which are profitable when traded...
    Thread by: theShark20, Jun 17, 2014, 13 replies, in forum: Strategy Building

  12. Directional edge testing

    Abattia, This is quite interesting. Could you please elaborate a bit on this? I have been trying to do analyse the edge of my entry signals...
    Post by: theShark20, Apr 3, 2013 in forum: Strategy Building

  13. Intentional Curve Fitting

    Heeh, I found the book "Evidence-based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals" from...
    Post by: theShark20, Mar 15, 2013 in forum: Strategy Building