Don't blame Samson, he didn't resurrect this dead thread.
What I don't get is how they justify ignoring the underlying asset drift. The lognormal assumption is bad enough but you can kind of rationalize...
Used for taking your money. :) Seriously, the only trailing stops worth a damn are those based on volatility, e.g., ATR multiples. I prefer...
I think implied volatility depends on the pricing model you assume. What is your pricing model?
Seeing as how their historical data comes from csidata, I think they're being deliberately screwed. Makes me think twice before signing up with...
http://www.elitetrader.com/vb/forumdisplay.php?s=&forumid=50
Smart move. Yahoo's historical volume data for the DJIA and the S&P500 composite are identical. Yeah, that fills me with confidence. :mad:
Assclown, all that matters is the bottom line. Read Van Tharp's book re reliability versus expectancy, before putting your ignorance on display...
LOL! Exactly. "My goal is to make money 52% of the time." Funny, I thought the goal of a successful trader was to maximize gains, not the...
I don't know anything about this company but it might be worth a look: http://www.compuvision.com.au/index.htm
Pardon my ignorance but does that include spread trading? There's a guy posting a spread trading journal in the Journals forum -- is he just...
In other words, 'momentum strategy' is just a "power phrase" for trend following. I'm continually amused by all the macho posturing and...
The efficiency ratio is a measure of trend quality, not rate of trend. In other words, all monotonically increasing curves will have a ker of +1,...
You're welcome. :) I confess that I haven't used ker much in its basic form. I imagine it will always miss a portion of a move because it is...
Here's a book that does a lot of backtesting. Apparently he supplies pseudo-codes that you can probably easily translate to c/c++. I don't think...
I agree. The main value of TA is to separate the price signal (what's important) from the price noise (what's not). The trick is to find the...
I'm a freethinker. We render verdicts on everything. And that's exactly what you've been doing as well, as is your right. One would have...
Let's take a look: "What people fail to understand is the following; "1. Concepts to not always reduce to "black or white", "on or off",...
You appear to contradict yourself. Either the effectiveness depends on the practitioner, or the tools matter as well. It's probably a...
http://www.elitetrader.com/vb/showthread.php?s=&postid=658308&highlight=paul+AND+tudor+AND+jones#post658308
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