S&P Trading Model - Quite Technical - Meet the Competition

[mrbaseball]

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EVERYTHING I do in the market is based on 2 basic priciples:

1 - Information = Equity. Everytime a trade is entered a certain equity is assumed. If the information that is the basis for the trade is good then the equity will increase.

2. Buying and Selling Pressure. It is buying and selling pressure that drives price. If you can precisely measure the net buying and selling pressure in any time frame then you can predict the price.


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For those looking to filter Urma's posts, I think the quotes above can lead to an interesting discussion. Basically, I think this gives an idea of information that he believes can be used to provide a statistical edge in automated trading. Everything else(the "sample" code) is pretty useless, perhaps meant to make his posts/knowledge/systems look complex while throwing around words like GA, AI, NNs a bit too much.


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I agree. However he himself doesn't seem to want to discuss that stuff? His system (the one shown on his charts anyway) appear to be some sort of hybrid MA crossover using some sort of hybrid of Elders Force Index. Nothing really new or groundbreaking yet if he would talk about it there probably would be some interesting discussion.