How are you quantifying trendiness?
Very wise advice.. I suspect that no matter how long I work on this there will always be something else to do.. always adapting. Even if it is...
I had a few ephiphanys at the last minute and decided to do some more hacking.. one of the helpful posters here noted that mean reversion in the...
Duly noticed.. I'm off to the sidelines as well, this is making me crazy.
I appreciate the skepticism.. but my data feed is very nice and every quote and trade is timestamped by the exchange (accurate to the millisecond)...
My target is as high as possible.. yeah my backtesting results were a little rosy, but they are still good nonetheless, half the point of the...
I might do that some day, as it is I have a 'real job' that wont allow me to do that. Plus, I like to sleep in and can't be bothered to wake up...
You know, it just occured to me that this is a good idea to combine with my strategy.. take some of the risk out of fading. Of course there is...
lol. I don't have access to some super-secret shit like the dude on PI... I guess anyone can build something similiar with enough coding and...
Days don't matter.
Well, hopefully (tomorrow) wed. morning it'll be ready.. I've mainly fixed the quote filtering issue, well enough to start running live anyway....
I see a lot of typing but nothing that makes sense. Every post you make has the word 'velocity' about 500 times.. You make assumptions about...
Short term trend following is something I'm considering but I haven't put much effort into yet.. basically I'm trading mean reversion now, but it...
Yes it has helped me. I don't know why it would fill my ego as I haven't really done anything amazing besides stir up a few arguments. But, the...
I'd definately be suspicous.. no doubt. I didn't say I thought I could do no down weeks, but it's something to shoot for. I believe it *might* be...
I'm sure there is stuff you can use off the shelf, but I wouldn't touch it.
It's 5am and time got away from me.. won't paper trading today.. arca quotes really suck for some reason and it's giving me outliers like crazy..
The markets are not random... I can't believe they still teach this crap. I guess it works for people who don't want to think. See this thread...
Well, considering that the methods I'm using turn up nearly nothing on ET and only a few on the quant forums... Thanks.. I hope I won't need...
My model takes into account gaps.. I've seen plenty of gaps in back testing and I don't fill before they hit.. they usually don't show up on the...
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