He includes it: "I wrote a couple of programs. The first has a test trading system and writes a trade file with the entry date, length of hold...
For a summary of his Strategy Formation posts see my other thread at: http://www.elitetrader.com/vb/showthread.php?s=&postid=1328890#post1328890
3) The Edge Test - What is it? "The "Edge Test" is a concept. The concept is to separate luck from skill in determining the backtested results....
1) Be DUM "For every system I develop I use DUM. D - Define All systems are based on finding and pulling a fundamental truth about the...
Hi everyone. I've collected and tried to summarize my understanding of acrary's posts on how to find strategies. I will post my summarized...
I tried and tried - still can't get past 35s. How are you slowing the game down btw ;)? j/k
10) Example Outputs from Programs a) Model Allocation Program "Model 1 - ES/Model131 Model 2 - ES/Model122 Model 3 - NQ/Model131 Model...
4) Determine position size based on normalized volatility levels. "For daytrading I just calculate the range (high - low), then average it for...
0) Definitions Expectation of a trade = (PW * AW) - (PL * AL) Expectation of profit factor = (PW * AW) / (PL * AL) where PW =...
Hi everyone. I've collected and tried to summarize my understanding of acrary's posts on how to combine strategies. I will post my summarized...
This is what I'm asking. I'm not asking about the optimal trade size nor am I asking about money management at this time. I was just asking...
Ok so I went to show an example of what I was worried about and picked a sample strategy that had made me think of this question and because of...
Thank you all for your replies so far... So I'm not sure there's a consensus yet. I guess my issue was that while it makes sense to use a...
To me it makes more sense to use a Fixed Size trade for backtesting since it makes all trades "equal". When you use a fixed ratio (e.g. 1% of...
See if you can find them on this site. When I was looking for a camera they had 10-15 page reviews on each one: http://www.dpreview.com/
You know you're killing me with all these. I'm losing sleep now, lol. Most I could get on this one was level 11.
34.495 seems to be about the max I can get on the second one... At least after about 15 min...
Thank you very much for this journal. I've written a bunch of naked options on stocks but never had any specific strategy for them so I don't...
Thank you for the replies so far. I guess I can rephrase/clarify what my need is... Ideally I would like to separate various chart patterns...
I'm trying to develop an indicator based on patterns of movement. One of the questions I'm trying to determine an answer for is the number of...
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