The next datapoint, is the average total-size per trend ... as can be seen, the average trend total size is also down about 22% from the prior...
As I was reflecting on this year of trading CL ALwaysIn, and in the midst of developing v51 - still doing stat analysis on 2007..2012, and...
CL AlwaysIn v51 backtest performance data
Results for the week ending March 211st, 2014: - 6 win ; 7 losses ; 1 BE ; net -2220 of which -200 result of a human error. This week...
I'll trade a detailed description of it for a detailed description of your A1 setup :)
There are a number of traps one can get into with programmed systems & backtesting ... like assuming a LMT order is filled when price hit that...
Duh?! :) In some market models I do reconstruct the bars from lower timeframes so that I can have more insight re. what's going on in a bar,...
NinjaTrader is my platform of choice, and I do run multiple systems on it, 24/7, of which CLAlwaysIn which as its name suggests, is always in the...
"Build or buy" type decision. Or, rather, "in-house vs contracted". Without programming experience, contracted would be your best bet, IMO.
Re-read what I wrote ... it is a statistical certainty that any system will fail, system failure defined by drawdown exceeding the predefined...
You're welcome. Quoting myself: "nothing can substitute to one's own experience, so use the MonteCarlo spreadhset I shared, put your own...
I was exactly in the same place 5 years ago ... I had wasted 3 years discretionary trading several "trading plans" w/o success. I decided to...
Yes
I understand your comment wasn't directed at me, but I'll give you my point of view: That "system" isn't a finished trading system - it is...
Yes - although for that amount, I would only sell a non-exclusive software license.
Here is the raw performance of 1 single pattern, no stop, no target, entry on entry-signal, exit on exit-signal. Includes commissions & 1-tick...
I think each asset-class has its own personality, and often inside an asset-class you'll find sub-classes with very distinct personalities. A...
I hate to "optimize", except for trade-management aspects (initial stop, target if any, trailing stop parameters), which is an area where a broad...
Try RAPACapIntro for example
I wasted a few years searching for a trading edge in a million dead-ends. Along the way, I decided to focus on automated trading, in the beginning...
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