============== I have tested this approach. But like a lot of things w/r trading that sound intuitively correct, empirical testing doesn't...
============ The actual point I made was on optimization, not curve fitting, and they are two different things as it applies to trading system...
++++ "Proper" pre calculas labels or the mathematians definition of "absurd" is irrelevant. What is relevant is that in developing trading...
My experience is if you run a random entry with a simple dollar stop, an "n" period high/ low stop, a "n" period swing high/low or any combination...
============== What is absurd is that you somehow from my statement come to the conclusion I believe or said that "every mathematical model is...
============ IMO any input that can vary is an optimzable variable or parameter. There are no marks from the market for using what might be...
============= I have seen that view expounded before, but never with any evidence that it is true... is there any evidence? The thought that...
Each bar, and more appropriate if you are using daily bars, has 4 components. Additionally you have a "lookback period". This gives a assortment...
Yes ... if you are using ATR as a Volatility Breakout Entry.
============ Also my experience is you can trend follow with substatially better entry techniques then moving average crossovers or N period...
Regarding the equity curve posted it is fantastic. Using an N Day breakout it looks very, very substantially different then my N day breakout...
Look around and see if you can find another measure other then straight ATR to measure your breakouits. That alone will be a significant boost to...
=================== No disrespect to you intended, my apologies if you took offence. My point was that a lot writing done by the source you...
I posted this in another thread but it is this thread that really prompted it. The "markets change" is an excuse for the poor performance of...
The "markets change" is an excuse for the poor performance of something that was not a true edge to start with. For example a "trend following"...
"Personally, I like what Van Tharp has to say about developing not just one system to fit all market conditions, which is difficult, but to have...
Go to the thread by TalonTrading you will see a system that will work forever because it is based on inherent market character that really can't...
I am intrigued that there is disagreement on stops. I would never have suspected that. Even more intrigued that everyone believes trailing stops...
Definition of a great thread: Player 1 knows of which he speaks and has walked the talk Player 1 exposes the detractors only by letting them...
I have trading systems or edges if you will -- that after a winner or series of wins the historical probability of the next trade or next "N"...
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