no his system just doesnt work... and it's not pairs trading lol
Wait until you see next week. lever up! ;)
Be careful rollingstatic... there's some truth to what you say but I actually am pretty impressed with the OP's original post. (is that OPOP?)...
that is the way trends work... interlocking conflicting timeframes... you have to figure out some way to reconcile that. remember too a trend...
i think you have the right idea but probably not quite there yet on trend identification. you also should consider highs and probably the...
hi bxurbx, there are a lot of questions here. let me see what i can do: 1. measure of trend... yeah that's not easy. i dont like up...
Ok. no question about this one then -- NYSE listed stocks. Trade 100 shares... on a really really bad day you'll lose $200... most days...
No doubt... I'm sure you can optimize it too, but our goals are different. You can optimize and tweak all you want if you want to create the...
Well I don't know exactly, but my guess is that the amount of money that has to be moved in the time available is just so large that there's no...
Depends on your timeframe (and that's not a cop-out)... give me more information on whether we're talking about daytrading, swing trading,...
Off topic?? No... I think it's maybe the punchline of the whole topic. Thank you. And you can't overemphasize the importance of getting...
good question, and you'll see this is the reason why this was to be the last topic discussed, because it's very messy. i was making money...
hi bob, the problem with swing trading stocks is that they are much more highly correlated than the futures markets are too each other. even...
Contrary to popular opinion I am not mentally ill, though I see why you might have thought that. I received an interesting piece of...
Thank you for the kind words, but... you have to admit I did come off looking like an idiot in that exchange. As for your filtering question,...
somehow... in all the layers upon layers of bullshit... the fact that a guy took the time to do a decent backtest got lost. thank you. at...
i didn't know that background information joe. thanks for the contribution.
Ok... I'll give it a shot... one of our pairs models dynamically fits a GMM model to 5 minute data and sizes the two legs switching between either...
How is it the same? You "obtained" the system in the very first post of the thread and since you were helpless you "obtained" a link with tickers...
Thanks for the illustration BoWo. That is exactly the wrong approach.
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