I don't think that's a good idea.
Right on. Developing a great system is feeding back one's observations of the market back into the system to make it better, testing each version...
Eventually I got paranoid enough to code the same system on another platform in case a signal was triggered by a bad tick on one of the feeds, or...
Pretzel, that's amazing! Great job. I will be uploading more soon. MC
Back testing, real-time analytics, and real-time trading systems.
What are the strengths and weaknesses of each package, in terms of programming flexibility? I need to convert a whole bunch of TradeStation code...
My best friend called me moments after seeing this post. I read the test to him, and he IMMEDIATELY responded with the correct answer - without...
NAVR: 11/25/98: Close at 5.88 11/26/98: Market closed for Thanksgiving 11/27/98: Gap up to 8.63, closed at 12.19 on short trading...
Baron, as an ex-computer guy, I completely sympathize. Thanks for a great site.
Corso, a few months ago I was using the VIX in an intraday system that had an unbelievable profit factor, around 6.7. I went to bed that night...
Your last question: yes, it is full of arcane formulae but if you have a modeling package such as Mathematica or Matlab, it shouldn't be too...
Tycoon, I read it. He analyzed all kinds of previous market bubbles using log-periodic curve fitting, e.g., the Formula on Page 232. Much of...
Okay, we can do a quick TS test and post results here... MC
Except for June, July, and November, the indices got smoked the last few days of each month last year.
Exactly, Ned Riley and his annual "Buy QQQ" rec.
harry, You have to kick back and enjoy life a bit bro. Yes, there's a tendency for one to play Atlas but we all do the best we can, right?...
Damn, I should have started reading in chronological order. By the way, does anyone know who in history is considered the first technical analyst?...
It is amazing how a simple misperception can cause one to dismiss an entire methodology. I remember reading those quotes by Schwager et al. many...
http://www.massedi.com/mass_multiples/c4q18_quad.htm
You reminded me of the "two wild and crazy guys", where Dan Ackroyd and Steve Martin were Czech brothers who looked for girls with "big American...
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