if i may answer. he means that if the profit histogram (i.e frequency of profits) is bimodal u would benefit from using stop - because u'll be...
appreciate your opinion. thats an interesting point about RF. what would you consider as an attractive RF value for your systems (please share...
thanks
thanks, how about historical database (especially intraday futures), i understand you need to provide it yourself, right?
thank you dragon for sharing are you referring to futures intraday systems? i'm attaching the curve of the intraday system. any comment are...
thanks for sharing. what would you consider as a tradeable system in terms of "modified sharpe" values? and do you find any difference between...
jstox, do you recommend Amibroker as a backtesting platform? pros/cons? much appreciated,
i bought mine from disktrading http://disktrading.is99.com/disktrading/ but i'll be happy to hear about other people resources
appreciate your reply some questions: 1. the robustness issue sound important but do you really think the same system concept should apply to...
i am not offended, and i appreciate any response, and i thank you for your time. i do understand what profit factor and payoff ratio mean, and...
i hear what you're saying. anymore thoughts, would be much appreciated thanks
actually this is quite interesting, and i have another question for you businessman (and everybody else) according to what you said about he...
appreciate your post, quick question for you about the number of trades. i understand what your saying about the low number of trades, although...
forgive my ignorance: how do you calculate the sharpe ratio? if you're following the definition in http://en.wikipedia.org/wiki/Sharpe_ratio...
thanks, what would you consider as a suitable sharpe / sortino values for daily/intraday system?
Separate names with a comma.