Today, 9/12/12, the market's been moving sideways in a range. Around 1:30 Chicago time, like 20-30 thousand ESU2 contracts were traded within a...
Thanks, Mike. I haven't used CAR/MDD much, but I'll take a look at it. Because that's based on annualized returns, do you think that would give...
Thanks for your response, Mike. No I don't think I ever used maximum drawdown to optimize, but I tried Recovery Factor. The problem I had with...
Second file.
This is an intraday futures trading system. I have attached an example of UPI optimized versus non-optimized results (forward test). I think the...
Can you guys tell me what your experience has been in designing systems that are less dependent on precise parameters, i.e. avoiding curve fitting...
I completely agree with S2007S. This is an entirely trivial, manufactured "crisis" all about political gamesmanship, a very sad commentary on our...
An intelligent analysis. The more government tries to pretend they can fix this, the worse it will get. Our US government debt is a minor...
None of you guys are bothered by the banks still being overleveraged with their balance sheets full of worthless assets, TBTF banks have gotten...
I agree. Every system I've tested does worse with stops. I use them anyway, but just disaster stops, not stops intended as a normal exit. What...
On one hand I find it encouraging that so many people here on ET see how the people are being screwed. On the other hand, it's depressing because...
Fine early this morning, then on and off since around 1 PM Eastern time. Now out completely. Here is what IB says regarding system status:...
Any news on this issue? If it looks like Zero Line, Bracket and Button Trader are also going to be hampered by this legal problem, there's not...
If you put on your best pair of basketball shoes and try to jump over the Empire State Building, either you'll make it or you won't. If you buy a...
I've tried IQ Feed and eSignal a few times each and I've been disgusted with the lagging data. I don't know if it has to do with the AmiBroker...
Looks like it's bumping up against the 50 day EMA to me. Not what I would call "bullish."
Lots of volatility and no direction, not a good combo. There were some good days, though. Yesterday was good if you got long before the Fed...
I had the same problem with simulated trading. Has anybody had the problem with REAL trading? That would be worrisome.
I hope you're kidding. If it was this simple, there would not have been a Great Depression. The danger is devaluation of the dollar, meaning if...
This is my main concern about this situation. The dominoes started falling with the sub prime crisis and this is just getting started. I am...
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