How are you defining trading frequency? You must be referring to Bars, not ticks?
Oops, I didn't see the "guess" part. I would think the relevancy of ATIT vs frequency would depend on the specific strategy. For some, they are...
Are these just your rules of thumb, or are they based up on a statistical test?
In the above figures... notice how if you only run 30 trials, the region of interest takes up a huge chunk of your total number of trials... I...
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You need enough to "reject the Null Hypothesis", with a given confidence level. With something as complex as the market, Monte Carlo simulation...
Not sure if you're asking me or the OP... but I'll answer: I have no idea what to think of his systems... He clearly knows a thing or two about...
Are you getting a kickback from price action lab? You seem to be just as obsessed with data mining bias as that website is... Also, can you...
Yes, your trading style is what dictates the fidelity at which you need to model fills in simulation. I trade algorithmically and frequently, so...
I suspect rebates are also a factor that need to be taken into consideration.
That is not necessarily true. That could be an optimistic fill. What if you are further back in the queue than the available depth of market?
My first question would be how does your sim model fills? If its just giving you the best bid or best ask, than that is probably your problem....
Actually....~6/20 would be a confidence of 5%..... but hey, not everyone understands how confidence intervals and the Null Hypothesis work.
Umm yeah, that has nothing to do with what I said.
I wish I could "like" this again. I think the problem most people have when they trade frequently if loss of discipline, even if they have an...
Please explain
Yup, we are saying the same thing. I'm a big fan of AI/ML algorithms.. but without me, they are worthless. Me + AI results in capability that is...
Its the difference between AI and real intelligence (as I see it). The AI algorithms I've seen are basically trying to minimize some user defined...
Valid question. Pattern recognition is a component of learning. Recognition doesn't imply intelligence. Understanding does.
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