video

The video store

I can confirm from my own backtest of the op's original system with original inputs that it is a net loss. That being said, there are some values that do prove out. For instance (all testing done on futures contracts) GBP 30 pip range bars do better ...

Dreamliners’ MPAS (Mechanical Price Action Strategy) System

to DayTraderBiH and jat50b where does it say disregard the first post? It says AFTER reading the first post then jump to 180+ for pages of examples (disregard the examples posted after the first post until 180). If that's still not clear enough for ...

Central Banks & Big Players

The Secret of Oz by Bill Still - also see the Money Masters by Bill Still for a more thorough historical discussion of the history/origins of money. In particular those who believe the gold standard is the way to go, or who think the Federal Reserve ...

The video store

As I've been getting more serious about getting into the nitty gritty of my strategy testing and developing a self-optimizing strategy, I found an interesting but not new article. The article walks through a methodology for creating a self ...

Systematic trading

Thanks for that. When calculating combinations of systems do you run the systems simultaneously to create a single equity curve - or do you store the equity curves from each system with a time/date stamp and then have a combination program go ...

Systematic trading

Hey mikkom - I've been away from this thread for a while but am now back to working on my new and improved GA implementation. But first - a question. I think you mentioned before that you keep a log of the combinations that work right? I think ...

Systematic trading

Here is my $0.02. After searching for possible intervention price levels, I found one article (reuters?) where a Japanese minister let slip at a news conference that 82 was their intervention level (I didn't keep the link so you'll have to search). ...

USD/JPY Discussion

Apologies for the intrusion but I have to comment regarding the Mike Maloney $10 oil video and post a counterpoint video. If you follow Maloney through to part 2 and watch the whole thing you see several assertions of commodity price declines ...

The video store

Random Number Generators — I noticed that the built-in random number generator in VB wasn't giving me even/consistent results so I did some investigation and found a new algo that I'm using to generate random numbers that are more uniform ...

Systematic trading

Thanks for the info. Even though our immediate goals differ somewhat, the description of your approach (XXXXXX strategies sorted and joined into a single equity curve of 20 some strategies) has has a profound influence on how I approach strategy ...

Systematic trading

Appreciate your experience, Craig. All the ratios that I've seen: Sharpe, Sortino, Sterling, Profit Factor, Avg Trade, Win%, etc. have some flaws so it sounds like there is no way to avoid adding in the sub rules. As always practical advice. thanks

Systematic trading

Thanks - agree in principle - my underlying assumption in the example was that $25/trade was breakeven given costs of execution.

Systematic trading

Optimizing Two Criteria — Hi all, first off thanks to mikkom for making this great thread. I've read the whole thing and now that my eyes are open to the subject, I have been doing some GA/GP implementations. I wanted to ask a question that ...

Systematic trading

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EURUSD

You've got your Deposit after Losses numbers mixed up. (on second look, maybe Deposit after win also). Take the last set for example. With fixed lot size you should have a deposit after losses of $2000, and with decreasing lot size your deposit ...

Central Banks & Big Players

There are only two possibilities. Either the original losing system doesn't have a large enough average loss per trade to cover the actual trade costs (spreads) - [less likely given that I don't think the MT4 backtester takes spread into account], ...

Why inverting trades doesn't work?

I had a like mind, took 3.6, and took reentry L off 3:15. Now at 0 sl. See you guys on NY. Stopped out on 2nd try. Can't fault a guy for trying.

Central Banks & Big Players

short 1.31932, 0 SL

Central Banks & Big Players

I had high hopes for this one given its title and the promise of applying DSP to market data. I thought it would provide some good tools and methodology for doing that. Tools and methodology are provided but they don't quite fit the bill for cutting ...

Systematic trading