Traders' Roundtable

I don't think I have enough experience with MarketDelta yet to be able to give you an answer on whether it works on larger time frames (haven't even tried long-term or "swing-term" with MarketDelta since I am only interested in scalping), but the developer of MarketDelta (Trevor Harnett) s...

Thank you for your interest, Explorer. yes, you are right I was testing a short-term trading system where inclusion of stops was necessary. My stops were volatility based (ATR) and I was stepping through the multiplier and I calculated the MAE to determine if I was stopped out. It did definitely wor...

Yes I am still monitoring the thread, but I have lost interest in this topic for three reasons. 1) I realized through extensive testing that edge as defined in the book mentioned above without considering stops is nonsense. Thus, I developed my own implementation that includes stops. 2) Lack of inte...

Hi explorer, thanks for your interest. I don't know if I can help you since I don't own or use the Trading Blox Software. But I have done some testing with the edge ratio as described in the book and found it rather meaningless without considering stops. What I mean by that, is that the position mig...

These questions are for c.f. and everybody who has read and implemented or used the Edge Ratio measurement described in Faith's "Way of the Turtle" (this book is excellent, btw). I have implemented the method for measuring the edge ratio of an entry setup described in the book mentioned ab...