Thanks for the info. Great!
Thanks Kevin, you are technically correct. The data for QQQ prior to inception of the fund were provided to vendors by the company based on...
Hi, very interesting. Would you mind sharing with us how you execute the carry trades, what pairs were involved and what broker you use?
I start a new thread to hopefully discuss some results I get from APS and ideas for better testing. The procedure I follow is: 1. I use two...
You are now on ignore.
I have been working on a few position trading systems for forex and I am looking for a retail broker other than IB to test them real-time with a...
I'm not saying I would trade this system. Actually, its Sharpe ratio is below 1 depending on how you do position sizing. What I said is that its...
Code7, You actually made 3 comments. - About the number of trades. I allowed multiple entries for each pattern. This is why the number if...
intradaybill cannot backtest correctly and code7 is a stupid geek. This APS thing was so intriguing to me that I spent the money to get a license...
HI imbecile. Here are two selection of trades for R:R = 1: (1) L L L L L L L L (L = Loss) (2) W W W W W W W W W W W W ( W = Win)...
Printing causes inflation. The net effect on borrowing ability and interest rates is similar.
How large? Can you give the number of trades? Or are you just speculating that this is the case?
Don't worry. Obsession will deal with you.
The trade-weighted PF is around 1.29 based on my calculations from the figure. It can be much higher if you use the various patterns with some...
Stay away from mean reversion unless you are seeking a place in "mean-reversion graveyard". markets can refuse to mean-revert longer than you can...
You don't get it. HF creates virtual liquidity until a dummy bites the bate and gets ripped off.
Why kill the cow with regulation? All you need is good enforcement of existing laws.
The more you talk the more you get exposed...
Intraday trading percent risk per trade for me is 0.1%. 2% is way to high. A low level of percent risk demands a large bankroll most intraday...
I think you are both doing the same thing. I would by the way trade only those patterns with the highest number of past trades and a high enough...
Separate names with a comma.