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  1. Acrary is not 100% reliable

    Thanks for the quick answer :) If you don't mind.. do you use daily or intraday data to develop/test range bound model? I can hardly imagine...
    Post by: Indrionas, Feb 5, 2008 in forum: Strategy Building

  2. Acrary is not 100% reliable

    Acrary, I have but one last question. In your system development thread you used three models where you explained importance of correlation....
    Post by: Indrionas, Feb 5, 2008 in forum: Strategy Building

  3. Best way to become a system trader

    If you want objective analysis, learn to test your ideas with statistical tests. Test every idea to see if it's better than random, i.e. significant.
    Post by: Indrionas, Feb 5, 2008 in forum: Strategy Building

  4. MFE and MAE Analysis

    There is nothing special about 2%, it may be overfit to historical data. You need to adjust variables according to current volatility. Fixed...
    Post by: Indrionas, Feb 3, 2008 in forum: Strategy Building

  5. MFE and MAE Analysis

    You may try to look at volatility normalized MAE and MFE. If you exit at EOD, you're trying to catch fat-tail moves. Look to place initial stop...
    Post by: Indrionas, Feb 2, 2008 in forum: Strategy Building

  6. Using Neural Networks to Identify Chart Patterns

    In that case, if I had to do this stuff, I would use Hull moving average to approximate price action. Then convert time series of moving average...
    Post by: Indrionas, Jan 31, 2008 in forum: Strategy Building

  7. Using Neural Networks to Identify Chart Patterns

    Are you looking for something like this? http://www.youtube.com/watch?v=2XOMkkGafGc
    Post by: Indrionas, Jan 31, 2008 in forum: Strategy Building

  8. I have found the John Madden of trading

    This video is useful for insomnia treatment :D And the last words were: "so, it's quite basic".
    Post by: Indrionas, Jan 26, 2008 in forum: Trading

  9. Monte Carlo analysis with strange results

    Impossible to tell without knowing the details. But certainly, looks like a bug somewhere.
    Post by: Indrionas, Jan 22, 2008 in forum: Strategy Building

  10. how do you evaluate the expected profitability of a portfolio of automated trading sy

    This is a simple problem that can be addressed objectively. What you're looking at is 3 risk weights. You need to find an optimal combination. The...
    Post by: Indrionas, Jan 17, 2008 in forum: Automated Trading

  11. What is the best book on technical analysis?

    A similar story I heard from my uncle :) Still don't believe in dowsing. Regarding TA I think you have to define what it is, and then decide...
    Post by: Indrionas, Jan 11, 2008 in forum: Technical Analysis

  12. E-mini SP Counter Trend Challenge

    What do you mean by "optimization run"?
    Post by: Indrionas, Jan 10, 2008 in forum: Strategy Building

  13. Expensive Trading Set-Up = Profitable Trader?

    I don't think it has any correlation with profitability (whichever way you define it). But it sure correlates with trading style. If you're...
    Post by: Indrionas, Jan 6, 2008 in forum: Trading

  14. why are traders ugly and fat?

    It would be interesting to see if all this consumption of unnecessary chemicals has any correlation with trading results. But I guess it's...
    Post by: Indrionas, Jan 3, 2008 in forum: Trading

  15. why are traders ugly and fat?

    Testosterone effect :D
    Post by: Indrionas, Jan 3, 2008 in forum: Trading

  16. Six Sigma Events

    Old news
    Post by: Indrionas, Jan 3, 2008 in forum: Trading

  17. why are traders ugly and fat?

    Shouldn't trading be emotionless and rational as much as possible? Isn't testosterone affecting your emotions/aggressiveness? If so, how does it...
    Post by: Indrionas, Jan 3, 2008 in forum: Trading

  18. Backtesting...?....

    My opinion about backtesting is that out-of-sample test should be done in the last step of development. Otherwise, if you tweak your system after...
    Post by: Indrionas, Jan 2, 2008 in forum: Strategy Building

  19. are markets truly random?

    A few notes on your generator: 1) you use excel's RAND() function, which generates values of uniform distribution. 2) therefore you get daily...
    Post by: Indrionas, Dec 30, 2007 in forum: Trading

  20. are markets truly random?

    They're random in a way that they're not 100% predictable.
    Post by: Indrionas, Dec 30, 2007 in forum: Trading
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