Ok, thanks vm Sir
On Wednesday, 6 March 2013 22:37:50 UTC+9, Eugene Kononov wrote: > > PI>7: "holy grail". > PI>6: excellent > PI>5: good > PI>4: decent > > You should have at least 100 trades and at least 1 year worth of data for > statistical significance. The number of strategy parameters should not be > too large (I consider 5 parameters to be the max, with a preference for > fewer parameters). You should also have decent out of sample results, to > make sure that you have not over-optimized. > > > > On Wed, Mar 6, 2013 at 7:30 AM, Simba DIARRA <[email protected]<javascript:> > > wrote: > >> Hi Eugene, >> >> One question for you with respect to optimization. I read in some old >> post that you have preference for PI and Kelly factors for best strategy >> choice. >> From what level of these per indicator you would consider trading live a >> strategy? >> >> thanks >> >> >> >> >> On Saturday, 23 February 2013 23:53:15 UTC+9, Eugene Kononov wrote: >> >>> Yes, it's all about "resistance" and "support", which are the results of >>> either excessive supply or excessive demand. The amount of "excess" is what >>> JBT attempts to quantify by analyzing the exchange limit order book. >>> >>> On Sat, Feb 23, 2013 at 8:52 AM, Mick O'Donnell <[email protected]>wrote: >>> >>>> Hi Eugene, Ali, Simba & Marcus, >>>> >>>> Thanks for your repsponses. The "JBook Trader Sample Indicators and >>>> Strategies" document was exactly what I was looking for, thanks Ali. I >>>> understand now, how JBT is using the velocity indicators to find points of >>>> tension. I'd used the terms "resistance" and "support" in the past, but I >>>> see it's effectively the same thing (but far more quantifiable than my >>>> previous trading methods). I'll keep reading the documentation and come >>>> back with any questions. >>>> >>>> Many Thanks, >>>> >>>> Mick >>>> >>>> >>>> >>>> >>>> >>>> >>>> On Friday, February 22, 2013 10:11:01 PM UTC+1, Ali Farahani wrote: >>>>> >>>>> As I reviewed the discussions from 2010 and 2011 again, I have started >>>>> doing more research on the topic. I came across this paper that you may >>>>> find useful: >>>>> >>>>> http://iospress.metapress.com/****content/07522352T341037L/**fullt** >>>>> ext.pdf<http://iospress.metapress.com/content/07522352T341037L/fulltext.pdf> >>>>> >>>>> Regards, >>>>> >>>>> Ali >>>>> >>>>> >>>>> On Wednesday, February 20, 2013 5:59:46 AM UTC-8, Eugene Kononov wrote: >>>>>> >>>>>> Hello Simba and Mick, >>>>>> >>>>>> I was going to say something like "sorry, there is no documentation >>>>>> yet on strategy writing", but then I looked at the links referenced by >>>>>> Ali >>>>>> and realized that we had several good discussions around it. Please read >>>>>> through these discussions, and if you still have questions, feel free to >>>>>> post here. >>>>>> >>>>>> Thanks, >>>>>> Eugene. >>>>>> >>>>>> >>>>>> >>>>>> On Wed, Feb 20, 2013 at 1:05 AM, Ali Farahani <[email protected]>wrote: >>>>>> >>>>>>> Simba and Michael, >>>>>>> >>>>>>> The link to JBT User Guide: >>>>>>> https://docs.google.com/**docume**nt/d/**1uNQzIbuNyNZXxuv9NFCZRgx0** >>>>>>> nYeEf**wuG1ZRfHBnFfZk/preview<https://docs.google.com/document/d/1uNQzIbuNyNZXxuv9NFCZRgx0nYeEfwuG1ZRfHBnFfZk/preview> >>>>>>> >>>>>>> There is also: >>>>>>> https://docs.google.com/**viewer**?a=v&pid=forums&srcid=**MTI4NDcy** >>>>>>> NzUzNDYwMDc4NTI0OTYBMT**U5NjI2ND**MwMDgwNTY0NDk3MDgBMlhX**ak10SmMz** >>>>>>> YmNKATEBAXYy<https://docs.google.com/viewer?a=v&pid=forums&srcid=MTI4NDcyNzUzNDYwMDc4NTI0OTYBMTU5NjI2NDMwMDgwNTY0NDk3MDgBMlhXak10SmMzYmNKATEBAXYy> >>>>>>> >>>>>>> For a more in-depth understanding of JBT's theoretical foundation, >>>>>>> review these previous posts: >>>>>>> >>>>>>> https://groups.google.com/**foru**m/?fromgroups=#!topic/**jbooktra** >>>>>>> der/JsywY3YYAY4<https://groups.google.com/forum/?fromgroups=#!topic/jbooktrader/JsywY3YYAY4> >>>>>>> >>>>>>> and >>>>>>> >>>>>>> https://groups.google.com/**foru**m/?fromgroups=#!topic/**jbooktra** >>>>>>> der/tLi_P_T8Py4<https://groups.google.com/forum/?fromgroups=#!topic/jbooktrader/tLi_P_T8Py4> >>>>>>> >>>>>>> Hopefully these items will help you get started! >>>>>>> >>>>>>> Kind regards, >>>>>>> >>>>>>> Ali Farahani >>>>>>> >>>>>>> >>>>>>> >>>>>>> On Tuesday, February 19, 2013 4:51:50 AM UTC-8, Simba DIARRA wrote: >>>>>>>> >>>>>>>> Hi Eugene and the Community, >>>>>>>> >>>>>>>> I am a bginner to this tool, and was wondering if there is some doc >>>>>>>> resources explaing the various indicators in use by JBT. >>>>>>>> >>>>>>>> Cheers >>>>>>>> >>>>>>>> -- >>>>>>> You received this message because you are subscribed to the Google >>>>>>> Groups "JBookTrader" group. >>>>>>> To unsubscribe from this group and stop receiving emails from it, >>>>>>> send an email to jbooktrader...@googlegroups.**co**m. >>>>>>> To post to this group, send email to [email protected]. >>>>>>> Visit this group at http://groups.google.com/**group** >>>>>>> /jbooktrader?hl=en<http://groups.google.com/group/jbooktrader?hl=en> >>>>>>> . >>>>>>> For more options, visit >>>>>>> https://groups.google.com/**grou**ps/opt_out<https://groups.google.com/groups/opt_out> >>>>>>> . >>>>>>> >>>>>>> >>>>>>> >>>>>> >>>>>> -- >>>> You received this message because you are subscribed to the Google >>>> Groups "JBookTrader" group. >>>> To unsubscribe from this group and stop receiving emails from it, send >>>> an email to jbooktrader...@**googlegroups.com. >>>> To post to this group, send email to [email protected]. >>>> Visit this group at >>>> http://groups.google.com/**group/jbooktrader?hl=en<http://groups.google.com/group/jbooktrader?hl=en> >>>> . >>>> For more options, visit >>>> https://groups.google.com/**groups/opt_out<https://groups.google.com/groups/opt_out> >>>> . >>>> >>>> >>>> >>> >>> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To unsubscribe from this group and stop receiving emails from it, send an >> email to [email protected] <javascript:>. >> To post to this group, send email to [email protected]<javascript:> >> . >> Visit this group at http://groups.google.com/group/jbooktrader?hl=en. >> For more options, visit https://groups.google.com/groups/opt_out. >> >> >> > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
