Recent content by numbertea

Appreciate the opinion but I am way past that. I'm just trying to figure out the best way to analyze the data from past trades. I'm not talking about optimizing my system so much as picking out the best ways to insure letting the winners run and cutting the losers as quick as possible. My system...

I've been letting the system run unsupervised sometimes. Last night I was working on adding in a new trading algorithm and without retesting the whole thing I let it run today... Lost 4.5 points on stupidity, laziness, and greed. I should have done things the right way. Nobodies perfect. I'm...

Exactly. Cheers

I believe it is based on a cycle of 4 affecting male and female interaction. Week 1: getting along, 2: still getting along, 3: maybe getting along,4: not so much. Then repeat. Cheers

I don't quite understand what you are talking about here. It is a lagging indicator and though used as a predictive evaluation for statistics it is no future teller. The formula is simply the least squares method of getting a straight line between prices. And then a plot is giving from which you...

If you are using a market direct connection for data to Nasdaq or CME via internet you will require at least 4 Mb/sec upload speed for data verification from your PC. If you didn't realize it was that much, now you know. Cheers

I for one, appreciate honesty but also the ability to not always hold back the great achievements one as made. Humbleness is a subjective description. In a forum where all have growing trade accounts it is okay to tell a little of ones good fortune. I like to think that all who read and learn...

I was trading my account live, automated trades placed by my system. I overlooked it must of the time via emails from my PC to my phone. I didn't interfere with the system at all during the 70 days for this run of trading. I averaged positive 2.3 handles per trade. I have revised my entries over...

Nice discussion D-FX! I'm sure your product will be enlightening to all who experience it. Best of luck to you and thank you management for simplifying the thread for those who might otherwise have been confused! Cheers

The distribution is clustered on the mean of the sample with volatility present in the outlying areas that will put off most conservative investors. The overall volatility is not necessarily impacted by the kurtosis level. Cheers

I can understand the will to build a testing bed for trading. Truth is that I built my own as well. I was not able to achieve the analysis I was looking for without doing it myself. Once I built the back testing system it was easily integrated into a completely automated trading system, and that...

Last 100 trades: profitable= 70, even= 4, loser= 26. Automated. I'm just starting to recover for all my years losing. Cheers

Ahhh ha. Now I think I understand what you are saying. Are you saying that you analyze time frames of data and then fit those with most current data groups to choose which algorithms you will use? I don't do that. I just use the overall data so that I can select patterns to use there. I can't...

As you state here, it is the same as backtesting. If you like to split up your data and backtest on different data sets at different times then WFA is for you. Myself, I backtest on all the applicable data I have for a single run as I find that then I am exposed to the most I can test on. If you...

Easily possible with Visual Basic, c#, or C++. VB especially easy with Marshall class. You could take screen shots at whatever interval you want and then use OCR to match a font to whatever area you select on the screen. If it is financial instrument data that you are after I would recommend...