As much as I enjoy feedback from people without a clue, yet a feeling of great self-importance, please don't post to this thread if you intend to...
You are obviously correct that it is pure curve fit, since the system performs poorly on all the out of sample data (both before and after) the...
That's true, but it brings up a whole new set of problems. Bonferroni correction simply requires an ever more stringent level of statistical...
And what would the analytical approach that can separate the valid patterns from noise consist of?
I don't know where you are getting this from. Of all the successful traders that I know, most trade longer time frames (days to weeks). That's not...
Here's an interesting academic paper which also talks about the near impossibility of automatically identifying valid trading patterns, even when...
If you have a particular idea about some market behavior, then code it without doing extensive optimization, and find that it produces outstanding...
Are you saying this because you've actually achieved meaningful results in real trading through a system developed via data mining or is this...
I've spent a lot of time thinking about using various automated methods to discover trading patterns/strategies and I'm coming to the conclusion...
Have you used it? It does look interesting. I'd be curious as to how complicated it is to get started it (looks pretty dense). Also, are there any...
Are there any real alternatives for system developers to WealthLab and TradeStation? Both of these are tied to brokers, and Tradestation has an...
What about tick charts? Do you find any use for those, or do you just stick with minute charts? One of the things I find most annoying with minute...
AMT4SWA, do you only go as low as 5 min charts, or do you ever drop down to lower timeframes? It seems like a 3 min chart usually has enough range...
You've got a pretty interesting system with the zero and 1/2 crosses. I dont think I've thinking anything like that before. How did you come up...
If you could describe this process at some point, I am sure that many of us would be very interested and grateful for the contribution. I've...
Sorry if this is off topic, but might I ask what you consider to be better than neural networks? -bulat
Are your entry points pre-computed before the market opens, or does your system compute them as the day unfolds? bulat
With so few trades per day, why dont you trade your other five systems as well? Something like a volatility breakout system would do quite well in...
How can you have as many intraday trades as you posted today based on daily bar data systems?
Just glancing at the chart, the % levels havent changed all that much. Hence the contraction in daily range is no big deal, as it's clearly just a...
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