What is the difference? You were born illuminated instead of smoking yourself retarded? What is your handicap exactly apart from always thinking you are a genius in everything you do? And please don't ask people to reread your thread to prove them you are not mentally ill...LOL
Quote from On.Target 12-02-11 10:45 AM: I'll not be posting any more in this thread. ------------------------------------------------------------------------------ THERE'S A WHIFF OF EMBALMING FLUID that's getting stronger cheers john
Who the f*ck are you? Why don't you post under your real handle? Atticus/Riskarb's real identity is pretty well known here. He is widely respected and connected in the industry and his overall record is public knowledge. If you can't figure that out from his posting history, stretching back to early usenet days, you're a congenital imbecile (probably, like Beau, from Kentucky, where generations of consanguineous matings does funny things to brain structure). Known, or known of, Riskarb since the CRT days ~20 years ago. He's the real deal. You could also Zillow his house. Valued somewhat above the 5 acre palatial estate of the Ohio farmer and Nobel nominee.
There is no advanced mathematics involved in Sentinal. Just a bunch of overfit canned indicators, zigzag points, and arbitrary thresholds against a loss function defined on ProfLogic's mood that day. Not. scientific. at. all. Bullshit. Utter and compete bullshit. You are right on that one. Jack, for all his gibberish, doesn't take advantage of the mentally ill.
I knew there must be something wrong with me. How could I have failed to realize that a guy who took a few undergraduate courses in mathematics is a genius?
My math skills are superior to practically every financial advisor. A few courses doesn't cover it. Everything that I wanted to take but proofs, abstract algebra, and DE Calc IV. DE was in Mathematical Modelling for Economics. Those were the only three I don't have, and two computer science courses, and extra discrete mathematics when I was planning for comp sci but found economics a lot more interesting than figuring out how to make code that would take 10,000 years to finish run in less than 15 minutes.
Listen to Kevin. PF > 20?! Beau, I find the Royals BS more palatable than this ergodic/volume stuff producing a PF of 2 or better. ProfLogic's own charts, which are all over the place, have shown a -PF. So Bill went from negative integer to a PF exceeding 20 in these four iterations?
There aren't any examples of losing contract backtests that I'm aware of. There could be unprofitable trades, oh, yes, but nothing that's being traded for over a year has ever lost money with his program. And, yes, performance improved drammatically from version 3 to version 4, as I said, a quantum leap in user friendliness and performance. There aren't any losing months that I've seen from him...EVER! Which is something I curve fitted due to unreasonable assumptions on the part of the percent trailing stop not recognizing intrabar price chronology and assuming if a buy at the open leads to a rising high and close above it then whether or not it actually would have been hit is not backtested properly due to errors. I would need to use a much greater percent trail, not a 5 tick 3 tick stop. But I may have that problem reverse engineering it independently, that wasn't what his program was designed for. I tried actually using the-look-inside bar magnifier to the 3, 250, and 1000 ticks but that function doesn't work in Multicharts, but if it did I would be much more able to determine my versions validity, but I don't really see that in any of his backtests.
Answer the question. You're stating that it risks 5 to earn 100 over sufficient trials. There is no way in hell you can curve-fit the back-tests to achieve 5:1, let alone 20x. If so, produce the 20PF backtest trail in a screenshot (and further vetted) and I will apologize and be your first CTA client.
My Mom has math skills superior to practically every financial adviser. When you've won your Fields medal I will concede that you are a mathematical genius. Until then, I will just acknowledge that you've had the sort of math education every decent engineer gets. The engineers that I know are smart people but none of them are geniuses.