Higher timeframe trendlines should be drawn differently from lower tf trendlines, here are few examples from the automated tool I personally use. I always use higher timeframe trendlines as they would be shown on their own timeframe. That is IMHO ...

Why do trendlines appear in different places on different timeframes?

It's a long road and this is probably not the correct thread for beginner discussion but basically you need to learn to program with the environment you want to test your stuff with. If you want to use mql4 then here is some link (I haven't read ...

Systematic trading

Initial screenshot from algo to mt4 converter, this is missing a LOT of functionality but here is the initial profit curve too - again, it's not the same as with the strategy development framework because this is still totally incomplete ...

Systematic trading

Some comments to the last 2 posts Strategies I use on the framework have some things common with the strategies I trade. This is not coincidental However there are also also lots of different type systems included, I haven't analyzed all the ...

Systematic trading

Faber on bloomberg discussing about fall of capitalism url

The video store

There are some exceptions like using releases/release schedule as a tool for estimating volatility. I would claim that the best thing is to combine TA and FA. The latest Active Trader has a very interesting interview with former quant fund manager ...

trading with fundamentals is the only way to go

What a mess.. I upgraded my Debian and suddenly closing the laptop lid causes a kernel freeze, also I fought with this for about 4-6 hours (!!!!!) to get the touchpad scroll working.. Oh well now everything except the lid works, I still have no idea ...

Systematic trading

To be honest, I don't know. I really should however so I'll have to do some analysis. Quick and dirty calculation can be done by dividing the number of trades by number of trading days but that doesn't tell that much because trades probably [I ...

Systematic trading

Blue is linear curve - so risk is always based on initial balance, on white trade risk is based on current balance.

Systematic trading

Here is the latest curve, I modified the fitness algo to be a bit stricter (but not the usual way) than before and here is the result. Drawdowns are still too big (I allowed 50% on the in-sample period just to see how big profit is possible if ...

Systematic trading

I'm not sure what you are looking if you have already worked as a broker (I have no idea what kind of study begin a broker requires or is it just execution of client orders) but you might also want to look at the following classic books: - Market ...

My trading strategy and life goal

Quite a good post - seems you are doing your homework but you still have lots of work ahead. I'm interested - what 4 books did you choose and why? I would do a lot of validation to be sure I wouldn't chicken with my rules at the rough moments - ...

My trading strategy and life goal

Do you want to elaborate on what you mean by walk forward? (I think I'm already using that but just in case) Basically my out of sample is a walk forward testing with data that is not used in validation/testing period (the in-sample is also walk ...

Systematic trading

One thing I would like to discuss - I'm thinking of using a longer testing period (7 years) and quite short (2 years) validation period - just to make sure that the discovery method has as many possible different periods as possible. Does anyone see ...

Systematic trading

That's what I was thinking - there are people with lot faster connections and lower latency than me. Interesting thought anyway. You mentioned previously that you are doing arb. Do you want to go any deeper, for example reveal what kind of arb you ...

Systematic trading

I always thought his name was Kreslik because of the sites name, oh well you learn new things all the time. I read few of the Kresliks posts and some of them seem to be quite good - I'll have to do some reading on the site later. I noticed that ...

Systematic trading

I have read some of the stuff done by TRO but I'm not quite sure if I can take him seriously - for GA and fitness functions I would much rather read some university material than his writings, I'm not sure if this is too harsh but some of the stuff ...

Systematic trading

Just for starters, here is a 2001-2009 average hourly range (hourly max-hourly min) range list as a text chart. My data is gmt+1. +------+--------------+ | hour | range | +------+--------------+ | 0 | 12.187580000 | | 1 | 13.912570000 | | 2 | ...

Systematic trading

Yes this thread is much more about finding quantifiable edges and trading system development than market chitchat in general - there are many threads about general market structure. That said, you have many research points in your second post that ...

Systematic trading

I'm not joking - you have to use 2 brokers/accounts for the hedge, not one. This is not a new way of making profit. All you have to do is to check that you have enough margin in the both accounts all the time, margin call on either accounts will ...

Systematic trading