Wow. I don't recall the sources now. Somehow it seems I didn't get an email notification of your post and now I don't recall. I'm willing to...
Most excellent point. That never occurred to me and seems often overlooked. It's even obvious when you think of very large traders who know they...
Well, I build volume bars from tick data. Volume bars do not solve the problems I discuss if that were the lowest level of data you use to base...
Yes, near the end of the message it mentions that perhaps with a daily strategy you can get away with minute data as your basis. And I will...
Yes, there are lots of reasons that back testing creates strategies that don't work in real life. Other than the brainless issues of curve...
I think greaterreturn is blocked from posting anything about tickzoom until he becomes a paid sponsor. He said he'll be doing that in a couple...
This reply is to everyone in response the most recent questions or discussion. We have been focusing our most recent discussion on the trend...
Here's a thought about another reason why gradual position sizing works so well. Answer this: How do you measure the "strength" of a trend?...
Excellent question. Perhaps it's just a matter of picking your poison. Still, the rules for exit and reentry are mathematically graduated...
True, technically you can do it with those platforms. You can probably test these ideas on those platforms with minute data and get close enough...
Well, since I built it. That would cheapen this post into an "advertisement" which is both beside the point and against the TOS for elitetrader,...
Thanks for the references. Interesting. According to the definitions found by doing the above, any kind of scaling strategy where you increase...
Hey, that was my question. I never found one at retail prices. Maybe institutions have something that costs 5 or 6 figures to purchase. I...
The answer is simple but not easy and depends on whether you're following or fading the trend. Following the trend then if you start with 10...
I don't do pyramiding which is similar to the Martingale betting approach. The above refers to simple scaling into or out of a position. I may...
What do good mechanics and successful automated traders have in common? It must be that both have complete training and education. That is,...
This is fine for real time data. Again, like my last message, any system built like this will likely need some testing if not to develop a...
Are you planning to test this system before you go to production? NOTE: I'm not necessarily referring to "back testing" just testing. If so...
As warning from those who have been there before, there is theory to what you want to do and there is practice. In theory what you plan above...
That is so true for 90% of people who try back testing. Just like trading in general, it seems less than 10% master any given technique of...
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