Here you go. I always post this link when the randomness discussion starts - I doubt anyone ever reads it but the proof is there (full text available at the link) url

Inescapable Truths

If KGB's pic is accurate, then you should expect some serious slippage / very partial fills on limits.

alpari ECN platform，no commission for 3 month？

No it's not. Spread is [almost] always there - it's a normal element of auction process, some brokers just pad the spread to add their commission there. Other brokers give you pure asks/bids and charge separate commission.

Inescapable Truths

Seconded, I really want to read that study.

Optimized Trend Trading

Aren't you basically describing a volatility breakout method? One axiom for markets is fat tail btw and I would definitely add it to the list.

Inescapable Truths

I know what axiom is but for market axioms, shouldn't we exclude all those axioms that also apply to random data?

Inescapable Truths

If that is the definition, then the axiom would be: - Price moves up and down, not just up (or down) Has anyone (other than me) tried to generate 100% random candlestick chart? The "waves" are there too.

Inescapable Truths

It's still a zero-sum, those players lose and win too but they are ok with it because they are only looking for stability, not profit.

Inescapable Truths

At the current moment I would be looking into energy sector, huge changes are coming in the near future (next 5-20 years) Crude will be a good place to be as it will almost certainly get more expensive in long term as will all the renewarble energ ...

What's the best 5 year investment?

Okay now I see what you mean and I agree. Yes, good strategies stand the test of time and shouldn't be changed. That doesn't prevent you from having interest in new strategies however - markets have changed a lot in 20 years.

Healthy signs for a trader

Yes of course - I don't think this would work if the methods wouldn't be automated.

Healthy signs for a trader

Because you can divide the risk between your portfolio strategies and get smoother curve. I trade 26 strategies simultaneously myself and I'm always looking for new non-correlated strategies.

Healthy signs for a trader

[/LIST] That's a bad sign IMHO.

Healthy signs for a trader

I did implement it but in the end it all went back to combined portfolio profit and dd and I didn't even use the correlation calculation I implemented. Correlation itself is not always a bad thing, correlated losses are. If you want to know ...

Performance Measures

MAR is quite good, simple ratio (seasonal profit / drawdown) as is basic profit factor. I studied a lot of ratios when I designed the fitness algo for the framework I use and basically it all comes back (for me at least) drawdown and profit - ...

Performance Measures

This is IMHO one of the most important aspects new traders don't get - that's why there are these sl to be / martingale / other methods where the traders are trading their own trade/account instead of market everywhere. I just want to clarify: I ...

Moving stops to BE

Basically a "technical analysis" based (in some sense) - patterns, breakouts etc - in fact I'm not even sure what I meant myself, something in lines that it doesn't use for example book data and analyze it statistically for example or do some ...

Systematic trading

What you are basically doing is trading two systems simultaneously - one that is your original and one (with the same size) that uses 1:1 rr (adjusted to hh/ll you mentioned) with the sl and open that are the same as with your original trades. It's ...

Moving stops to BE

Very well said, also I have never found a system that would give better results when some kind of "sl to be" is added to the rules.

Moving stops to BE