Slippage is normally irrelevant, but can remarkably affect the result when you trade on short time frames, such as minutes or ticks. So far I used...
I have made the same experiences unfortunately. No one is eager to write a trading platform from scratch, but when you just can't find any...
Wow, people are so kind with me lately. I wonder if I've won the lottery somewhere without knowing it. I accept your apology, and also...
Hi intradaybill - or should I say Michael? - I read in another thread that you go also by the name Jason Edwards. So we're not going to take your...
What do you want to tell us with that? Not only evolution, but also black hole theory is a conspiration by those evil 20th century scientists?
In his example above, with the PF 1.2 for random long trades, the price curve he used was probably strongly trending upwards. In such a case a...
In fact there were about 70 million Nazi victims, not 6 or 7. Are you saying that they died not because of war, war crimes, and antisemitism, but...
You could maybe use the correlation for the Q[N,t] calculation, like this: - calculate the correlation matrix for the strategies. - for every...
Sounds interesting, but can you explain the sampling method? If you have already a joint distribution, how would you use the correlation matrix,...
This is the C code for a lowpass filter: inline var smoothF(int period) { return 2./(period+1); } var LowPass(var *Data,int Period) {...
Well, in the anonymity of a forum you can of course make any claims about yourself. We can only judge you from your posts here. They never...
Seems somewhat tautologic. Conservatives, by their very definition, tend to conserve the status quo, and thus are naturally always on the wrong...
With 10 totally correlated instruments the risk would be 10 times higher, but also the profit, resulting in the same return (which is defined as...
That other poster was probably me, but you're right with the preference of uncorrelated markets. Problem is, when you trade 20 markets, each of...
It's no secret, I have the code also on my website. It's a general trend trading strategy compound with a long-term and a short-term trend...
I have not asked any burglars why they don't carry guns. If you think really hard, you might find the answer yourself. A hint: It could have...
I can't comment on the UK laws, but I can comment on similar German law. You're allowed to defend your property, but not with deadly force. You...
Germany has gun control, the US have not. As I lived in both countries and can see the effects, here's some real facts of the consequences of gun...
The strategy with the equity curve posted above trades profitable on 14 different markets. Within the 10 years that I tested it, all drawdowns...
I'm just trying to imagine you walking with 4 rifles on your shoulders and hands in a theater. Unless you were born with 4 arms, you'd need some...
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