Current version is 12MB, so I'll have to find a host for the file. Be a few minutes... or seconds: http://www.filedropper.com/spyrand...
shortie, Nice, our holding times match in each other's models, but I'm going to have to re-evalutate my model. It appears that holding until a...
Maybe to save you some time, I believe you are right about hold time. Using my SPY test, the rand + C2>C1 only traded ~2100 of the 4443 days, so...
Mike and TJ, Yep, we are back on track, but with a major hiccup. Mike, I re-ran your tests, only using the SPY's and with slighly different...
Nope, just added too many digits, doesn't make sense...$1.47, which is logical given it should be breakeven... The most interesting item being...
Craig66, I have done all the tests we need using Excel and the SPY ETF rather than the futures as Mike used. The results are as follows. Time...
Craig (and Mike), There is an error here. The results posted in response to Bill (bills falacy.jpg) are for the prev day condition with no...
Some more data: 2255,-2158,4758 4681,-1844,5072 1753,-2329,4587 4245,-1488,5428 -255,-3005,3911 -2949,-4276,2640 -2927,-4467,2449 So...
Quick update, Wrote simple program to run x iterations, set x to 1 billion and the results sum,min,max -2115,-3812,3104 677,-2140,4776...
Blox, Personally, I don't think reverting to the zero line is the ultimate condition for determining a random vs. edge system. There are...
I'm working on it. It's easier to banter with the friendlies than dig into the problem at hand. Thanks for keeping me on track!
Hmm, apparently you and Bill are also doctors as diagnosing terminally ill and 'not well' member of ET seems to be your forte. Is there anything...
Blox, Approach the issue like the market. The market is filled with different people, with different opinions. Some are right, some are...
Bill, you popped my ignore cherry, I'm so lucky you were the first to put me on ignore...maybe now you're "gay enough", but I actually consider...
Just go back in this thread and look who called me a douche. I was not even participating at that point. I saw his post by chance. Fair...
Blox, This is where my thinking on randomness/noise vs. edge comes in. First, you have a theortical reason for such a trade such that I,...
Bill, Fine, you never attacked Mike, sure, got it. Amazing that you cannot seem to just ignore Mike. I'm sure a psychologist has a theory...
BINGO!!! That is exactly what I, and only I (maybe mike...), am trying to suggest. What is random and what is an 'edge' and HOW do you determine...
shortie, Like Mike, I also use a home-brewed approach via Excel, but there is also an on-line calculator. I would suggest that everyone build...
Intraday, We don't have a beef so maybe I can moderate...maybe...so you said, and I quote "Rule-based trading is not random trading although...
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