Knock yourself out. And, actually, I said "average gain" not "average win". If the trades split 50/50 (and I don't know why they wouldn't. Just...
One way you can do a quick check of your results against chance is to take all of your trades and calculate the average gain and the standard...
Yeah, with 44 I was more comfortable, but the stricter definition is a better test of the systematicity or lack thereof. Hopefully, I will have...
BTW, I always thought the gambler's fallacy was a rationalization for increasing the number of bets because the next one would recoup all losses....
It's 44 trades out of 282. If you define it a bit more strictly as only the 4th trade after a 3 trade win streak, it's 25 trades. Some of the 44...
Yes, you correctly stated the null hypothesis and I incorrectly stated it. The chance that the winning percentages are the same is ~1%.
I use the chi-square test to see if I can reject the null hypothesis that the percentage of winners in the trades which meet the criterion is...
Multiple. I average less than 1 trade/day with an average holding time of less than 2 days.
While true, in the sort of independent instance you cite, one would expect that the results of the 4th flip would be statistically the same as the...
I developed 2 strategies (my first two, so grain of salt here) and I thought about entries in a more conceptual way than what you've stated. My...
Looking back over my testing results, I noticed that the trades following a 3-trade win streak had a much lower tendency to be winning trades than...
Yes, which is why I have attempted to make my algorithm completely unique, which, I am aware, may be a pipe dream and, even if accomplished, could...
It would be tick data. I had heard there were backtesting programs which could estimate the amount of slippage for a given instrument, e.g. the...
My strategy uses conditional orders to set off market orders in the SPY, so how far, on average, should I assume the SPY market order gets filled...
It could be random. Or, the initial decline the edge showed, relative to backtests, could have been the random part. Or, subsequent refinement...
That's fine, although I notice again that rather than cite some of this literature, you assert that it both exists (which I don't doubt) and is...
That sounds like something you are asserting, rather than something which has been shown empirically. Also, my understanding is that volatility is...
Taking "heat" on a trade from the minute I enter. Geez, Mr. Market, at least give me a few seconds to imagine that this trade will be profitable.
There's a lot of discussion about a trading edge going down (for convenience sake, I'll say that "edge" is measured by profit factor, so what I...
The 38% would be the equivalent of "value at risk" so that if your initial stop loss as hit, you would take a 38% loss. But, let's say you move...
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