BTW. I though this is a place for traders and strategy experts. So you want our expert opinion and in exchange don't even let our signature in...
Agreed. Envy and bitterness do not constitute a constructive attitude, especially if they degenerate in a distracting full time activity. [There...
Impressive and elegant. (although perhaps something can be made more compact and less distracting). I prefer the keyboards on the table... more...
Hello, I am forward testing a couple of new <a href="http://www.datatime.eu/public/gbot/2009Oct16/default.htm" target="_blank"> scalping...
There can be various reasons. The 2 most remarkable are: - Overfitting - Not proper data filtering The first one is the most insidious...
I also am currently testing Algos which don't use indicators. Here is some graphic log of fully automated trades: <a...
Here is some <a href="http://www.datatime.eu/public/gbot/2009Oct02/default.htm" target="_blank"> Example</a>
_ Is it Play time ? I see some people are tired to think and they want to relax! :-) Even if irrelevant, let me say I don't have...
I kind of doubt that simple tricks would lead us anywhere, as, if it were so easy, everyone would do it. As I said, while the option way is a...
What's this? a blame attempt to get me kicked out from the forum ? I can only guess this is the frustrated loser ET-cop at work again, right ?...
Yes I'd say so. How you call it, symmetric wrt x (time) axis ? (a reflection, like a mirror image) y=f(x) y=- f(x) (or more in general...
Hmmm, I am trying to visualize it mentally, but I still don't see it. In what you say I see a problem: - If you play an opposite strategy...
Thanks shikantaza, >"second account to be net long YM, when the first account is net short ES" hmmm, why do you have this intuition that it...
Well perhaps from an operative point of view. Problem is that the logic has been though for 2 accounts and "then projected" onto 1. There is...
As I never leave anything unattempted, I am making an experiment forcing all orders to one port (that is, the same account). The result is...
Thanks ScoobyStoo, The averaging that may appear is not sought in any way by the inner logic of the algorithm. It's a mere byproduct. It simply...
_ Thanks Kedwards, for your kind comments. <b>--Now with my observations out of the way, I'll try to make an enhancement Of course, you...
There is also one intuitive reason why you can't do in 1 account. You are scalping in 1 account. Imagine you make an entry LONG at price P...
Good advice <b>trend2009</b> If you succeed projecting the trades equivalently to a single account, you can trade without margin worries....
Many friends at ET are asking an example on ETFs Here is some BackTest/tuning on the pair SPY/SH: <a target="_blank"...
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