As I'm managing one discretionary position right now (short JKS) - looked at the market before close. Interesting day.. Such a strong up day in...
I run 100% automated trading. Homemade. Performing ok. Journal
My 5c. Take is with a grain of salt as anything you find online. More often than not edge is there longer than many people think. That is for...
I don't know what it is but I want it :)
What @markd01 mentioned is one way to do it. That let's you stay within AmiBroker and not to use any other software. Tomaz (AB developer) put lots...
@Overnight Consider me fired from this thread, as well as your posts. Ignored. Val
Backtesting software - RealTest. Since it's so easy to do I ran a comparison with 20 MA. Note - I personally wouldn't consider any of this a...
Those kind of graphs, over multiple decades, can skew a perception a lot. I ran this test myself and it is apparent that most of the performance...
It's been a long day.. My quick guess will be: MaxPositions: NumPos MaxEntries: NumPos - Combined(S.Positions) Where "Combined" accesses all...
"like" is probably a wrong word. I do specialize on stocks / daily / <5d days hold. Average hold is probably just around 2-3 days. All scans +...
I haven't followed news or announcements for a long time so it is hard to say what is truly unusual, except the obvious unemployment stats. And...
September was a good month. +8.83% over 179 trades. After a crazy winning streak early this month, 18 up days in a row, this week everything...
No doubt good data sources exist. They add too much complexity and some extra sources of deviations to my taste. Maybe for someone who is...
Happy to hear that. No special handling of earnings in any of my strategies. When I test an idea I try to generate thousands trades over 5 years...
Yes!!! There is no way I'd have Sortino=4, as a single individual, managing 10-50mil account. Val
Right, as bottom still line matter in anything we do. Can't just comfort ourselves continuously saying - just need to keep doing the right thing...
There is a graph of open positions over time in my early today's post. Re market neutral - as much as I can make it, yes. You can see an example...
They will be all over the place. Some are super precise, some are really bad. I don't even look at them. And when I did - I would often want to...
What would be the purpose of posting real-time entry and exits? Val
Wanted to do this at the end of month, but time is a sparse commodity and I’ve got some now. Pros know that neither $ or % profits mean much....
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