So what's the correct definition of "move"?
I think, broadly speaking, you're right. I searched for minute-bar trending strategies in quite a few instruments, and found nothing really worth...
The difficulty I have with statements like "one move predicts a trend" is that "move" isn't well defined. So the concept of comparing previous...
I think we're in general agreement on these points - what your friend told you about the day N vs. N+1 correlation is what I alluded to when I...
Hardly. When oil collapsed to 20% of it's previous value, that wasn't "upside". The point is that it's ridiculous to view the the price of the...
Except Oil and the grains DIDN'T permanently re-price. Oil has been at 150 and at 30 in recent memory. Wheat's 40% off its 2007 highs. The...
Problem is, there are a lot more asset classes than just real estate falling. Current examples - sugar, yen, natural gas, electricity, lumber,...
Hence why confidence intervals are used to separate true non-random effects from the random oddities of a small sample. That's why for my example...
You've found an inherent contradiction. If what was happening was really the devaluation of the dollar, dollars would be dropping whether priced...
I agree it's painful, but it's a surprisingly common belief amongst a large number of traders, even many very profitable ones. The mathematical...
Again, an argument contrary to fact. In the S&P system I presented, the EMA identifies trends in the present, and the position you take (or more...
Better still, I gave him an easily verifiable example of such an environment. Debate that continues as if such an environment doesn't exist is...
It's WAY older than that. I believe it's mentioned as a working system in Market Wizards (or some similarly sage old tome - I don't have it...
Sure, although in practice it makes no difference which side of the weekend gap you use. For that matter you could use the Wednesday S&P pit...
True. However, since markets aren't random in that sense, who cares? Most markets I've analyzed have a counter-trend bias at short time...
NT + IB is certainly possible - I do it. I've never done NT + IB + zenfire feed, but I bet it can be done.
This whole discussion seems to be wanting for an example of a working trend following system, so here's one: On weekly bars the S&P has an...
No, but I see you've been editing your post :D
Some of those geeks might also know the difference between 'grok' and 'grep' :confused:
It's not a matter of language - C is good enough for nearly anything. Your OS and library facilities will be more of an issue. The real...
Separate names with a comma.