Jack, why do you talk like this? There are only right and left sides in a chart. You are not saying anything unique here. The past is a test of stationarity. To normalize these values you use first differencing and normalization methods. This isn't what's being done in Cash Cow because that's not a part of your system, and there's no evidence that the system incorporates any of those calculations into your system. If you think your system does better than 10 times your money on its best days over a year long period, I guess the question would be how much better? 100 times is not possible, and the current backtest in WL5 is the best backtest of your methods that's ever been published. Jack, you're obviously not technically savvy, which is why you had to have Scottd write your system in TS code. Fidelity is the problem right now. SSO would have traded today from 30.62 to 31.07 from 10:30 to 3:15 EST. As I've said, in which you're obviously kooky enough to think I don't know what's wrong, the SPX datafeed specifically is down in WL5. On the fractals, you do not talk about fractals for the sake of talking about fractals. Where's the math? Using big words only gets you so far, Jack, especially when you're talking to someone through differential calculus who happens to have been mentored in topology and the calculus of differences. You haven't spoken about these particular aspects as hard, quantitative math, which is what they are. Rather than post more psychobabble on my thread, please try to keep it quantiative if you really insist on talking about non-stationarity and fractals. No amount of statistical tests or extra filters could improve a ten fold profitable backtest. Incidentally, both backtests have 10 fold profits in their time periods at 4:1 leverage. If you'd like to correct your method, Jack, please have Scottd post another version. You don't have anything profitable because you're working in TS, or at the very least not in fidelity, which is the only broker your system is going to work in. At this point there's no doubt in my mind I've got your method, and I also don't believe there's any way to improve it.
I just went to test another normalization method that I got out of the Intermarket Trading Strategies book mandlebrot recommended, and I get the exact same results. Multiply a normalized value by 4 and divide by 2 times the standard deviation and it gives me the same results as what I have, so that just confirms for me that the method for PTQQS is valid. It's just amazing. I can multiply one value by twice as much as the other and while it increases the values, the trades taken are exactly the same. So, I guess thanks for asking me to check again for stationarity and that it's handled correctly. It definitely is, so don't worry about that, Mike.
Rewritten for accuracy: My observation is that no one ever on ET understands what I say. That is fine with me. There are newbies who make the mistake of trying to understand what I say. On the other hand, those who try to understand what I say have no hope of being rich; it is their personal choice. They will curse the day they encountered my hieroglyphics
Yeah, that would have been the day the datafeed went down, and added about 3% of extra DD to the system. It wasn't till a couple weeks after that that I confirmed with Fidelity it was a problem on their end and in no way was a reflection of the program I had written.
Are you sure it wasn't your nonstationary fractals misrepresenting your deductively coupled systemic imbalances?
Or, it might have been the superfractal in the tenth quadrant causing the nonstationarity of the universe to be misalligned, and horribly so.
Just had a look. This story/saga is unreal. How self delusional (or desperate ?) can anyone be? Urgent reality check requested please! This guy has 6 systems on C2, 4 of which have blown up in a matter of days. Another attempt to get the right system was abandoned early. The only one system still live is, well, a truly shitty one. Doesn't trade his own money (or what's left of it), manages a few hundred thousand and uses C2 as his reference for a track record in order to get big bucks to manage? Never was a trader?Never traded big capital in a big shop? You gotta be kiddin right? What on earth makes him think he's so special? It's laughable. Any professional, diligent backer or seed capital providor will have a good laugh at this.