If you are going to nitpick, you might want to get it right. It is used to optimize position size and terminal wealth, which are intimately linked. In order to optimize terminal wealth in terms of the the gain curve, you need to scale the bet size ...

RRR vs. W%

EMH is slowly being debunked, even amongst academics; a few hedge funds have capitalized on this for some time. That, however, does not give any credence to GANN beliefs. Probability and Statistics are a better path to focus your efforts.

Technical Analysis Fallacy

From some law of vibration site quoting GANN... "In Gann's Law Of Vibration interview he states, "Science teaches that an original impulse of any kind finally resolves itself into periodic or rhythmical motion, also just as the pendulum returns ...

Technical Analysis Fallacy

The problem I have with this logic, is as mentioned on my prior post, they could equally do the same to a successful discretionary scalper. So it is intentional sabotage to successful traders period, not specifically geared to counter bots. And ...

Why does Automated trading never seem to work?

Interesting thread, and although it sounds plausible in many ways, I've a few questions: 1) You mentioned that they design robots to counter your algos. How on earth could they reverse engineer your algo (aside from somehow seeing the algo itself). ...

Why does Automated trading never seem to work?

You have to understand that there is absolutely no way to 100% guarantee a turning point based on any type of signal analysis (he mentioned hurst waves, which is the high school version of fourier series). It's also important to quantify how far the ...

Incredible Turning Point Box

Right, I got that the recent post is a butterworth IIR. I was referring to the so named 8086 FIR nested in the ullma zip file, with the asm8086 title (post #526 url ). I looked at the code of coefficients, and it appears to be a single sided 39 tap ...

Optimized Trend Trading

asm, is that the same 8088 sinc based filter you showed way back on the thread? It looked much tighter in your posted zipped graph compared to flyboy's response. Was that because you used something beyond the basic 39 tap coefficient set you ...

Optimized Trend Trading

If it works for you; then great. Why fix it? Because... 1) Others might want to prove to themselves why fib lines work or not as advertised. 2) It's quite possible that your success is due to other reasons than what you attribute! 3) Nevertheless, ...

Why 61.8%?

Don't reinvent the wheel... thoroughly validate your assumptions. You might find that you were fooled by randomness all this time.

Why 61.8%?

There is a way to run both empirical as well as statistical methods to determine any veracity to this perpetual myth. For starters, choose a fixed time window length of any series (ok, you can later use different lengths to validate), ...

Why 61.8%?

Well, firstly, I assume you understood my comment was sarcastic (with regards to markets, logic, and prognostication applied in prior posts). Secondly, you might want to look up the meaning of fractal geometry; as aside from market soothsaying ...

Why 61.8%?

The ubiquitous fractals are seen in all walks of nature. They have been said to be seen in brain structure, clouds, and even heart beats. Markets are said to be fractal, therefore the markets must follow cloud structures. They don't always work ...

Why 61.8%?

[quote]why use nested ema instead of conventional wma?[/qutoe] Ok, I'm a bit more familiar with some of the basics now. Could you elaborate a bit on the above? Better yet, give a concrete example of a non-integer time scale and why a WMA would not ...

Optimized Trend Trading

I certainly maintain the impression that you are more astute than the average poster, however, I was under the impression you had developed these ideas on your own. It would have been easier to reference the sources you borrowed from up front, ...

Optimized Trend Trading

Trading is very much like gambling, period (I know I know, there will be fierce disagreement). Thorpe IMO, was a genius in that respect. Read Poker Face of Wall Street, by Aaron Brown, and if you disagree, go tell him about it in nuclear phynance.

Poker vs Trading

Point taken, although, by the same token, in this case, I'm not quite sure why hullma, or any of the ma family of models/parameters are any more 'physics based' or robust than a search optimized approach. Both can use the same criteria in sample for ...

Optimized Trend Trading

I do like the way you think. I'll have to tear apart the code a bit more to try to understand it. I'm still lost on the h1, h2, coefficients and the meaning of the buffer dependency on them. You wouldn't happen to be familiar with R by chance? And ...

Optimized Trend Trading

But, then again, who would win when the black swan arrived?

A Quiz about Money Management

mbkennel, I tend to agree with a lot of your assessments, and find your background very interesting. Regarding Climatology, I was particularly referring to forums like the following, whereby some professor got promptly ripped on for publishing some ...

Optimized Trend Trading