Hi Just started to read about Shannon’s Demon principle, and find it quite interesting. Has anyone explored using just a few uncorrelated assets...
Good question, It's based on old-fashioned backtesting. A 6-month filter will, based on 20yrs of data, only have turned the systems "off" a few...
I did additional testing, and the shocking conclusion is that it is "better" not to use this as a filter, as both the profit and smoothness of the...
Somewhat late response, but I just read the thread... That is actually wrong.. The tax authority had made a "temporary" tax bill based on his...
Well... Nice to meet you and thanks for all your effort and the books you have made, really good trading books. So what's your thought about my...
Thanks for the link, exactly what I was looking for. Interesting to read the article and other articles he links to. It seems to be an area with...
One thing that I have started to think about is if there would be any advantages to having additional filters for trading a system of systems....
Hi I am running some FOREX EA, and am struggling to decide what method to use for deciding my lot size (leverage). We have some to chose from.....
Separate names with a comma.