This all depends on do you trust your system or not. I know how my system works in the long term (10+ years) so I'm definitely not afraid of taking those small losses to make big gains. Also I don't play pips or dollars, I play percentages. Few 1% ...

Myth Busters the Forex Edition

No need to apologize at all, that was a really good post.

Myth Busters the Forex Edition

That was basically my point, win rate in itself is irrelevant because other factors like the average win/loss are as important and you can't tell anything from the plain win% (edit: okay maybe the irrelevant word is incorrect, what I actually mean ...

Myth Busters the Forex Edition

That's not a myth, it's just a strategy that you are not using. win percentage is actually pretty irrelevant.

Myth Busters the Forex Edition

It's not really that biologic - I don't literally have genes and chromosomes. I too think that too much freedom makes curve fitting easier, however now I think I have so good fitness algo that it doesn't really matter but I'm still sticking to ...

Systematic trading

I agree with Craig on this one too. It's quite easy to prove, let's take the following example: Algo makes all it's trades totally random. At those points where there is better expectation of price going up than going down, the system uses bigger ...

Myth Busters the Forex Edition

I think I finally found what the bug was, I'm still going through the code but now the execution framework backtest curves seem to be quite similar to my framework - I can't use every tick testing because it would take forever.. The problem was to ...

Systematic trading

It's great that people have opposite views, otherwise there wouldn't be markets. Anyway, let's just agree that we disagree - I don't want to bet with anyone because that's why the markets exist.

trading with fundamentals is the only way to go

Uhm.. the subprime crisis was kind of obvious, really. What goes up because of huge leverage must go down at some moment. What wasn't obvious [in fact quite the opposite what I anticipated] was that the crisis started in US and was primarily US ...

trading with fundamentals is the only way to go

Very good documentary Super rich: The greed game url edit: by the way, this documentary contains probably the best explanation of leverage I have seen.

The video store

FDIC Discloses Deposit Insurance Fund Is Now Negative url

Jay's Daily News

I skipped sharpe and sortino because I didn't find sharpe as good as some other methods I use [that are lot simpler than sharpe/sortino]. In fact sortino has some real bad problems if you try to validate strategy performance, you don't want all your ...

Systematic trading

Guess what.. I found a few things too so I'm also waiting until next week until I'm 100% sure my execution engine [mt4 ea] works exactly the same way as my development framework.. This is really frustrating work. Most of the systems worked correctly ...

Systematic trading

Just a small comment, from this monday [tomorrow] I will start trading one of the combinations created by my framework (19 strategies) on my live account. I did a very big job during the weekend making some very big improvements to both the fitness ...

Systematic trading

She says her name is anne boleyn so that's where the historical connection with [her?] username/"real name" comes from. About fiancee part, it's not speculation, it's CB's own words. url I think that's enough about this matter, I'm not interested ...

Optimized Trend Trading

That's just silly, I do share same computer with my girlfriend (and yes, I live in "developed" country) That said, the whole name "tudorgirl" and her name "anne boleyn" are something straight out from history that someone studied in university would ...

Optimized Trend Trading

Latest pic from the tester. This has now been running for the whole day and I plan to leave it running for at least couple of days. I did enlarge the in-sample period quite a lot (I now believe that the fitness algo is a good one so I believe based ...

Systematic trading

I think 21 is the average amount of working days in the month so this would be rolling monthly pivot.

Pivot point moving averages

Uhm.. Do you have some statistics on that? I really don't think that's correct - if it is, I'll add pivot point as one of my automated systems because 70% possibility on this market is VERY high. [I might run a small test later to see how many times ...

trading pivot points. how to tell if support/resistance will hold?

Coincidence? Really, d1 trendline is different from m5 trendline - highest precision for d1 trendline should be it's daily position.

Why do trendlines appear in different places on different timeframes?