Yeah, thx merlin, that was the article I was talking about.

It seems that curve-fitting has to do with exploiting irregularites in the data, which do not fit with the overall (smoothed) performance curve, so for me it is somewhat of a misnomer. For instance, if you represent the profits as a curve it self, ...

Hmmm... I've tried this, and cannot get more than one days worth of 1m data. What me do wrong?

Ok, thanks. That might be an issue for me, which is unfortunate.

Hey Justin, would appreciate some more clarification: 1. You mean that it is NOT possible to have simultanious short and long positions open in the same pair? (Say that I trade long in EUR/USD, and it goes down 100 pips, if I were to open a short ...

Very simple. Most people are effectively guessing when they trade. You have to be able to correlate a statistical significant amount of certain events with certain price movement, otherwise you are simply guessing. This is hard enough to do in ...

.. or the HAIRY GIT

Yes, I know (more or less) what linear vs non-linear dynamic systems are, I just couldn't visualize a nonlinear trajectory. Btw isn't a "non-repeating pattern" (as it says in the beggining of the lorenz attractor wikipedia article) a misnomer? How ...

Any experience with placing trades within the spread? Getting filled etc?

Ok, now it's getting interesting. I have for instance < 10 parameters (a backtest in java), and although I have done some "manual genetic programming" to roughly optimize the parameters, full parameter space calculations takes a lot of processing ...

Question: Why do you use them? Are they not just an affiliate of mbt? Also, does mt4 really work with mbt?

Hmm.. ok thx. That's sort of what I've been thinking. I need a solution that will work on average. I do not want to lose out on profitable trades just because the limit order didn't get filled. I don't aim to trade news though, so I'm guessing it ...

Ok. Good points. The smoothness is what I always look for (I would however like to see it after removing noise from the data, but that's a future project). Also working with several timeslices is imperative. There is always the possibility of a ...

Heh, I wasn't dissapointed, it was poignant enough.. just felt it sort of missed the mark. Hm, well forward testing is a given, but it still can be a matter of "luck" if it works, if the forward testing data happend to reflect favorable market ...

This might seem intuitively correct, but it flies in the face of all statistical/emprical testing. How would you know that your system is correct if it could as well be a random occurence that it "worked"? Thats what we are talking about here, ...

Hey Firehorse Hmm...I don't really understand what you mean by consistency here. Could you clarify? How can a result with a lower number of backtested trades be more consistant than a result with a higher number, and consistent with what? ...

Hmm... but even so (that's stipulating that you can "outsmart" the system in the first place), when would such "cheating" affect the market enough to even make a differance? twinchell: Maybe, theoretical atleast. There has to be some advanced ...