Honestly, I read the post that basically asked for a purely technical system. We trade lots of pullback systems so I just threw this together in...
In my opinion you need: An actual edge in the market. There are many possible edges. The personality, discipline and learned behavioral...
No... from reading your post I wouldn't expect you to understand the *edge* thing. I can tell you I know far more professional traders who...
Post it and I'll look at it. I also know Larry Conners has some stuff that is similar to this, but I have issues (of course, I always have...
The only exit is the one given... at some point it will trade above the median of the shortest window (I think I gave 5 in the original system)...
No it's not at all the same. Bollingers have a fatal flaw in their concept and we did discuss my bias against any indicator that is simply a...
Apologies. The confusion here comes from Excel which uses a fairly non-standard calculation for percentiles. In our programming, we use R or C...
yes... you're buying weak stocks here... making sure that those stocks are not right on their long term lows is fairly important. i'm not saying...
Thank you. Solid work and hopefully enough to inspire some more interest in this little system! your signals of course are slightly different...
closing price. the system as i gave it here only requires closing price. now, it might be smart to use highs / lows, but as a starting point i...
This is certainly something that should be considered. Not sure I know what you mean by "hard to scale up" though. At any rate, people looking...
No need for apologies. You're overthinking... no need to detrend anything... use the simple rules I posted exactly as they were given as a...
You can't overestimate the importance of manual backtesting. Even in a quantitative intraday test that may test more than 100,000 occurrences of...
The basic idea behind a percentile is to rank the observations and then take the Nth percent of the observations, interpolating if necessary....
I received a PM question about percentiles. I didn't intend to make this difficult but it seems there may be a perception that I'm using obtuse...
<sigh>... ok then... for those folks here's another kind of idea: Buy the close of this bar when: 1. it is above the 50th percentile of the...
BeaoWo, Can we discuss this not actually having anything at all to do with pairs trading?
Ok... let's discuss. This system isn't pairs trading at all... it's a simple overbought / oversold system that actually has NOTHING to do with...
more on the second strategy i wrote about here (earnings drift): http://www.cxoadvisory.com/blog/external/blog11-24-09/
Can I ask what people find so complicated about this? I guess I admit this thread got badly derailed by my "interaction" with BoWo and I was also...
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