I notice you accumulate many positions on price weakness, "averaging down" as they say, then dump them all when you're in the green. This would...
Thanks for that. I've got a funny feeling I'm going to settle for 2 simultaneous strategies running from one common program with a money...
Happy user of Tradestation 9.0, here.
I saw that myself, today. I thought you would short it. :D
I've tested scaling down position size based on consecutive losers and it actually hurt the performance. For some strange reason, my algo likes...
Since I'm an engineer, not a mathematician - I use the back test and try to validate it in live trading. My system breaks down at about 8x. 3x...
So you mean to imply that Mr. H is consistently profitable? :D
I really like this thread and the method presented. The performance report looks great. I have an automated system on the SPY hourly and...
Try putting that in a prospectus.... :D
Going further......... The market moves in self-preservation. The market always goes where the liquidity is. The market would die if...
Assuming a position size of $100, System 1 has an expectancy of 4% and system 2 has an expectancy of 12.5%. However, consecutive losers is also...
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Not that it is anyone's business, but this point is valid. There was a big income behind that bill.
Even better - open a futures account and let your algo watch ES 23.5 / 6
In addition, the market checked the underside of a curve fit of all the peaks since the high....... Dow theory still says down. The last high...
Market Wizards, New Market Wizards, Trade your Way to Financial Freedom, Technical Analysis Explained, Trend Following, Tradestocksamerica
Lol Here's my simple answer: Find someone who has adapted, and learn from their behavior. Do it again with another successful adaptee....
I really like the idea of overlapping noncorellated strategies.
I've noticed that most people only remember the few times when predictive methods work out, not when they fail. Fib levels are fun to play...
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