Whoa! Cool down! I think your brain has melted from trying to decipher all that Grobian Voodoo. 1. That's not the trade I was talking about....
Spydertrader, I'm not usually one to knock someone who appears to be slugging it out in the trenches. I say appears because a very quick look...
Hi MAK, Thanks for actually putting some thought into your reply :-) I've been a practitioner of MCS for many years myself and do like...
Wow, so many contradictions! I pointed you to a whole site of real-money, real-time funds, many of which are traded mechanically, and you still...
P.S. For those who subjectively dismiss objective backtest results, not only without trying to replicate them but without even knowing how, I...
Can do, easy! Let's start with a name that should be familiar. Remember William Eckhardt of the Turtles? Go to:...
I didn't think you did (have the capability to conduct a backtest with historical fundamental and technical data). From what you've written it...
Backtesting is a tool and depending on how it's used, can produce garbage or insight. It may be difficult or even impossible to backtest...
Hi MAK, Of course I used historical fundamental data! Thought I explained that but must not have been clear. I used only data that was...
Excuse me but why do you think I'm asking you for help? Do you even have the capability to conduct a backtest with historical fundamental and...
Wrong. Time exits measure "rocket" entries in isolation. Which is exactly what I wanted to do. If you use any other type of exit you confound...
Didn't look at equity curves. Looked at distributions of trades. See my reply to easyrider for more details.
I tested "rockets" because specific criteria for them were posted and because the concept seems to make a lot of sense... trade stocks with good...
That's because "rockets" can't get up enough thrust for liftoff and they fizzle on the launching pad or even blow up. In a rare moment of clarity,...
Why don't you test them and find out for yourself, instead of taking someone's word for it?
Hello, from what I understand there's no definitive method for calculating dry up. However, somewhere I saw this link and would like to use these...
If that's the only explanation you can come up, you're clearly not the brightest bulb on the tree. :)
Thanks for the heads up but it's self-evident that I need to backtest with the EPS and RS rankings that were available at the time of the...
Thanks for the update on the settings. Not exactly on the exits. My first round of testing will be with time exits. Anything else would...
Thanks for the list but if you understood what I wrote about how I stress test, you might have deduced that I'd need to use historical data...
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