Results for the week ending March 14, 2014: - 5 wins ; 5 losses ; net +1160
On the attached, I voluntarily degraded that CL151 performance by using tight stops & targets (20-ticks/20-ticks), for the sake of illustrating...
It doesn't prevent chop when the equity curve bounces around the MA, that's why. (think about it: you miss the win(s) that gets the P&L curve...
Attached is the output of my MC sim for my newest system, CL151. The first one corresponds to 1-year worth of trading (240 trades). The...
cornholio: The attached is an Excel template, working with the YASAI free MonteCarlo add-on for Excel...
That's a good point :) As you know, I am developing & trading fully automated systems ... I can either meet the P&L target, but need a larger...
I did check the Combine parameters lately, as I have a system that I thought would have a chance ... ... but, really, those Combine parameters...
Just look at CL price-action overnight Sunday to Monday ... 128-ticks down from 23:01pm to 2:55am (EST), the deepest pullback in that move down...
I totally agree with this. I only started to make progress in my trading once I decided to use "insanely" large stops for my trades in Crude-Oil...
Where I live (Ottawa, Canada), Black Jack is played with 8 decks, automated shuffling machines, and a card set goes back to reshuffling when hit...
No, I don't agree. Edge or not, regardless of the win% your trading system has, it will eventually get 10 losses in a row (if anything, it will...
The number of consecutive losses is of no use if your system has variable-size wins & losses, because that one trade that breaks the losing streak...
Got a call back around 6:25pm EST ... the tech was nice but by the time he was remoted on my backup machine, the feed had just come alive. It...
Help! My 2 IQfeed are not working, and the IQfeed support is nowhere to be seen ?!!! Both are connected, no data coming through (CL futures)
This is a family of patterns - based on DoW/ToD follow-through or whipsaw tendency
The one thing which is "spectacular" with 141 & 151, is that they can be run as the only pattern, always-in, and are profitable just by...
Patterns 141+142 (total 4200 sample in stat analysis) Used to be a single pattern in v45, I did split it in 2 parts in v46, pattern 142 has...
Pattern 151: (2800 samples in stat analysis)
I'll show a couple example of *stand-alone" patterns, always-in. Pattern 141: (2280 samples in stat analysis)
I only have 1 parameter that I optimize on, it is the decision threshold (as each trading decision is taken from a score, which is a linear...
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