Recent content by meegwell

Anyone have a minimal liquidity level that an equity needs to be above before considering it to use in your system (development teseting or implementing live) ? Is there a price-neutral metric that is easily obtainable? That is, average or daily volume of 10,000 per day is not the same for a...

I've actually come a long way since my posts. I've created baskets based on price oriented filters - which would include direct price filters such as a range of trading price as well as secondary merics like items that effect the volatility of price (or direct measurement there of). The...

Hey thanks DashRip - excellent thoughts. See my goal here is some sort of bifurcation if warranted - I do believe it should be done based on the diversity within the stock universe vs. that within commodity futures. I fight with the idea of robustness, and at what point would be...

I'll reply to my own topic here :) This is what I'm going to do. For my testing I'm running three different systems that are substantially different from a signal standpoint besides that fact that they are all going to attempt to capture profit. duh. They share the same stop loss and...

Hi, I've been in a heavy research mode on trading systems and recently moved into backtesting. I've been pondering something since this move and its now time to ask others I guess. Within the realm of stocks, what is the norm, if there is one, for what type of stocks you choose to test on...

I think Im realizing that. I switched to Elders entry and exits this afternoon shortly after my post. I've only read the first interview but it's much more interestig to me at this point. I am using the second part of that AtoZ as reference, as was predicted in the forward. I'll just be...

Hello All, Meegwell here. I've never "traded", and I dont know if I ever will. I'm just a curious sole at this point. I haven't filled out anything in the profile and I'll get to it but I will make one thing clear: I'm not selling anything. I'm in my 40s and make a comfortable living in...