Search found 5 matches

by masmit
Fri Jul 09, 2004 4:32 pm
Forum: Trend Indicators and Signals
Topic: Available Software
Replies: 8
Views: 9459

I think that when one can no longer be bothered being kind to those who are clearly either lazy or mentally impaired then its time to leave. I plan to join MJ, again for neither political nor financial issue, just time to go. Thanks for the board Forum Mgmnt, its been a worthwhile learning experien...
by masmit
Mon Jun 21, 2004 7:24 am
Forum: Testing and Simulation
Topic: Which data to use?
Replies: 3
Views: 4423

Which data to use?

I'm testing an idea that produces short term trades, typically 1 or 2 days in the market. I still have much work to do, but I'm not sure how to proceed, as I'm getting very different results according to whether I use back-adjusted, ratio-adjusted, or non-adjusted data. With back-adjusted data, my l...
by masmit
Thu Jan 22, 2004 2:09 am
Forum: Testing and Simulation
Topic: Validity of system
Replies: 19
Views: 15871

Don't most of the spread betting companies web-sites give real time quotes of their prices. Since their prices are what you'd be trading, wouldn't they do?

Mark
by masmit
Mon Nov 24, 2003 7:25 am
Forum: Testing and Simulation
Topic: Synthetic instruments, based on indicators
Replies: 11
Views: 9953

John, Your price was once too high for me but not any more. I just bought this off of eBay: http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=2573250411&category=2992 It only cost me $150,000 and it has the added benefit of allowing you to predict every market price with 100% accuracy. Thi...
by masmit
Sun Oct 12, 2003 9:23 pm
Forum: Money Management
Topic: Optimal f
Replies: 87
Views: 148422

Interestingly, your coin toss example gives the same result as the Kelly formula:

K=W-((1-W)/(w/l))

where W is the percentage of wins, w is the average dollar win and l is the average dollar loss.

As in your optimal f calculation:

.5 -((1-.5)/(2/1)) = .25

Cheers,

Mark