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If the process is random (as the game likely is)
there is no such thing as a "streak", specifically it is a Markov process with
no history feedback. It would be interesting to understand just what
Tharp's game teaches.
Some think/hope/assume/pray/etc, btw, thatthere is
information in the time history of an security. A "system" that exploits
this history and get to conditions which are favorable may indeed have a
"streak".
www.bjmath.com
has some interesting articles. The BJ is BlackJack, which has well know
properties that can tilt the odds towards a player at times.
Cheers
Richard
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
E
Winters
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, June 28, 2002 6:02 PM
Subject: Re: [amibroker] Trading system
development and simulations
David,
Van Tharp has a demo of his trading program on
his web site. If you agree to get a free copy of his newsletter and
register (he does send announcements about his courses to registered users)
you can download it and try it out. Look for the free trading game box
on the main page at <A
href="">www.iitm.com
One theory is based on the theory of runs.
When you are on a winning streak you should risk more per trade until youhave
a loser. Try adding to winning streaks and see how it improves
trading.
Regards,
Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David
Holzgrefe
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, June 28, 2002 5:41
PM
Subject: Re: [amibroker] Tradingsystem
development and simulations
AL an interesting article , Has anyonetried
his trading game ?? what did they learn from it
David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Avcinci
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, June 29, 2002 6:32
AM
Subject: [amibroker] Trading system
development and simulations
Here is a very interesting article I got from Tharp's forum by Frank
Gallucci. It is about trading system development and simulating.It's
a good read: <A
href="">http://www.iitm.com/Weekly_update/simulations1.htm
Al Venosa
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