I never understood the fascination with winning percentage. Mathematically it is irrelevant, and psychologically it can easily do more harm than...
If all I knew was 3 months of performance and nothing else, I'd say odds favor luck (but of course it could be skill). But if you have years of...
That is good, and I assume your accountant checked with brokerage, too - people have been known to fake them. I would not put too much weight in...
So you accountant got complete access to ALL of this trader's trades and records? That is pretty remarkable in and of itself.
IMO, 6 months is just not long enough to evaluate a strategy.
I would look at TF from 2016 and 2017, since RTY was not around for some of that time.
That looks like a standard Tradestation chart. It really should say "Net Profit/Loss" since it does not include your initial starting equity in...
I assume you are meaning Central time, which would put 8:30-9:00 as the first half hour of the stock market day. It could be that with your...
Absolutely! I can't tell you how many people tell me they want to trade for a nice secondary income, or just to make a few extra bucks. As if...
Unfortunately for many of us (myself included), the only way to really learn is/was by blowing out an account or two (not necessarily down to...
I use standard deviation of price in some of my automated strategies. So it can work. But I also have plenty of strategies that I created with...
Basically, you need a software bridge to connect Tradestation to Interactive Brokers. There are a few commercial packages to help you do that. I...
I am not trying to be a jerk, but I am trying to understand your approach. You have been trading this live for 18 months roughly, and you say...
I would think having even a rough estimate of slippage included would be better than none. True, backtesting is only an estimate, but you used...
I am curious, what is the reasoning behind not accounting for slippage in your backtest?
If your strategy is running on your home PC, you need to leave it on for the strategy to execute. You could leave it running at home, and use a...
Ugh, I feel sorry for you OP. Nothing more frustrating to work on something, only to find that some flaw/issue makes all the conclusions and...
Thanks for sharing all this. Good Luck going forward!
Thanks for sharing. I have noticed that holds in many futures markets (higher vol >> more profit). I have played around with creating vol type...
Thanks for the question Chris. I personally don't have any kind of in house vol filter, although I can see that it might be useful. I could have...
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