This particular system was finished in February 2007. So that is the walk forward.
I am pretty simple and don't understand much of what you wrote. Perhaps you could clarify a bit more? I take it from your last statement that...
May I just address the first one first... 1. So one entry rule in the market long or short for 25 years (98.5% actually has a position). How...
What would you think about a mechanical trading system that in historical testing: 1. Has been in the market either long or short since SP...
Have you looked at the $ drawdown and the underwater time in trades he endures? They are astronomical on both counts.
I have not read this whole thread so hopefully in 250 pages, some of this may have already been said; 1. Multiple exits is in fact a multiple...
I'd be interested as well. PM me please if you have some to trade or sell. I am sure copying and dealing with both of us is no problem.
If you e-mail the NFA they will likely send you the spreadsheet for VAMI.
Does anyone test of this? Evidence based technical analysis is what were after no? Two comments on the discussion so far. MACD crossings do...
If its obvious its obviously wrong in a game that is the exact antithesis of human nature. So.... Take the profit. Within reason f*ck letting...
Do you really believe that (1) you don't need to define a verifable edge for yourself (2) that in real time under pressure you can somehow figure...
And if you proceed to trade without having any idea whether or not you even have a verifiable edge, please do continue. I am sure your own blotter...
You can either use evidence based techical analysis or not. No one cares. However pounding the table saying something works and then backtesting...
Stoshki If you buy at the conclusion of your first blue bar and reverse to short at the conclusion of your first yellow bar it is a losing...
The vast majority of quant analysis isn't impacting the bottom line in a signifcantly positive manner. Maybe because knowing how to build a race...
When you scale out you are essentially trading different trading systems. Each system must stand on its own --- not as part of a whole--- to argue...
Was just at the Daily Speculation Neiderhoffer website. You have to "apply" to be able to post there. Apparently you also need to be a complete...
Well, he seems to be helping other people do better, And he's usually pretty clear about methodology. He is just able to take it to a whole new...
Again, if I traded like that everytime a 1 minute double top broke in the SP, then I would be a loser. Hell if you know when its going to trend...
First Low 1492.50. First swing high 1503.75. Last swing low before the pop 1496.00. I fail to see how I could have gone long, averaged up,...
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