spike500 I'm not sure I agree, I think that a system is effiecient to the degree that it can exploit inefficiencies in the market. Also I must...
as nononsense seems to be intimating it depends in what way you describe inefficient. An efficient market seems to mean a random market. No...
Wealth-Lab website members have posted about as many short term pullback derivations as you can imagine, when your through running them you can...
Gwac, I have no particular experience in this area to offer, but I do have a simple observation. You appear to be very well prepared financially...
MOO and LOO orders are simulated because they're not native on NASDAQ
syswizard I should have explained that the calculation was in response to Serge Pustelnik's calcultations. Serge's conclussion was :-...
Thanks, I should've said I'm interested in big caps, S&P500 etc
Anyone have enough experience with VWAP to estimate what percentage of daily volume can be traded reasonably using VWAP orders? ( no my account...
Most people with money in equities markets are not traders they are buy&hold investors. Most B&H investor makes money over the very long time...
I dont understand what midnight and noon have to do with it. To me the first is just after 12:15am the second just after 12:45am and so on untill...
sorry the calculation above is slightly out it should read ( 0.45 ^ 5 ) x (1000-5+1) = 18.38 times per 1000 trades. and ( 0.15 ^...
In Wealth-Lab the Buy&Hold blue line represents buying the same amount of every stock which with a watchlist of over 100 stocks does not equate to...
55% win rate with 1000 trades means 45% losers (@ $1 each) chance of a 5$ drawdown (by 5 consecutive losing trades) :- ( 0.45 ^ 5 ) x...
Hi InCom, surprised I haven't seen you post here before now.
Many people I know of have reported poor results from pullback buyers for most of the first half of 2005. I have been trading pullbacks for a...
ehsmama, you dont need to dynamically create watchlists in Wealth-Lab. If you want to base trading decissions on an indicator just add it as a...
ehsmama thats not bad out of o watchlist of 100 stocks, well done. A couple of thoughts, first unticking perfscripts if your only using the...
If you've mined and found 10 systems by looking at 1000 different random relationships (not just optimisations of indicator settings) then you can...
Here's a useful link on confidence interval http://faculty.vassar.edu/lowry/VassarStats.html
Honest answer is there are very few performance metrics you can look at alone, they generally need to be seen as a balance between several. One...
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