Clearly market selection is a big issue. I tested in on the basket of commodities that I trade in my Aberration account. I picked the basket in...
Your assertion is completely false. I recently backtested the Turtle system and it continues to do reasonably well, particularly if you follow the...
Does anyone know of any good, high profile trading competitions? Something with real money trading and real visibility for the winners. I know a...
No, of course not. Prox has the right idea. First decide on what time frame you are looking at. Then pick a moving average that roughly...
Have you had a chance to test this on any time period where the market is not in a major freefall? -bbc
Why dont you run your backtesting statistics over a longer time period? I'd recommend at least 3-5 years. -bbc
Is this strategy a variation of "buy when dips by X% below the MA", applied to stocks with low EPS and high EPS growth? -bbc
It sounds like your system does have a directional bias though, since you exit only on close. Therefore it depends on having a result distribution...
I just ran some tests that show some really strange results. On the S&P futures, if today's close is below the 50 day MA. You are almost 50%...
A one size fits all definition simply doesnt exist. Elder's books, while better than nothing, are a gross simplification of the mathematics...
Here are some benchmarks: http://www.xbitlabs.com/articles/chipsets/display/sprindale_2.html -bbc
You mean the 800MHZ FSB? According to prelim tests it's about 10-15% faster in some applications. Nice, but not a big deal. -blueberrycake
Does anyone have experience with multi-monitor setups from 9X Media? I'd love to hear some first hand experiences particularly in terms of image...
Just out of curiosity, what books have you written? A quick search of your name on Amazon and on the Library of Congress database doesnt turn up...
When Tony Oz's credibility was challenged on this forum about a year ago, he immediately posted his brokerage statement for the previous month to...
Jack, Why don't you or one of your "expert" students post a few months of statements showing returns of the magniture that you speak of. -bbc
My recommendation is to limit your risk to less than 2% of your capital per trade. If you risk 3 points per trade that's $150 risk. So if you...
I am not sure I understand what you mean. Anything that can be definitively defined can be backtested. Perhaps what you are saying is that Jack's...
Is there something new to test? -bbc
Does anyone have a longer range of time & sales data from CME (2+ years)? I have a variety of things that I could trade for it. -blueberrycake
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