No, in net dollars the W/L ratio is around 90%, in trades it's 50%. You could have a system that won 90% of all trades and still lost money at...
Assuming that at the end of the year your account in total has twice as much as you started with then if you had 2 losses in a row or 6 or had 4...
Quote from Mathemagician: None of those things matter on their own. M If you can double your total capital every year, not much else...
Thanks for pointing that out. What I'm focused on is W/L Ratio in dollars only. The number of trades is only secondary. If you had 5 winning...
Question: What do you consider a good trading system in terms of two, among many, measures: 1) Win/Loss Ratio in dollars 2) Annual...
Iraq had to abide by certain requirements - such as allowing UN weapons inspectors free access to search for WMD Right... so let's invade...
Are you sure you want Canada's health system. Just last week ambulance drivers called for an inquiry into why 3 people died during the week...
Don't worry about "Did we learn anything from Chamberlain?" Study Viet Nam instead. We could have pulled out in 1968 and they would still be...
Ahh, you forget the 45 million uninsured in this country who would pave the way for Canadian forces by blowing up bridges and disrupting...
Funny my mechanic is happy to state that he isn't the cheapest and tell me who is. I get to make the decison between quality and cost
Many in this country wish Canada could find a reason to invade and occupy the USA, capture the senior executives running the health insurance...
Also Quantitive Finance on Yahoo if you want to get into some very specialize approaches. Most active forums are dominated by chartists and...
You ask everyone if you want to find the best car to drive
For specific technology try Yahoo groups like ATS2 for automated trade strategy or Neural Networks and Knowledge Discovery for advanced predictive...
kubilai: Thanks for the encouragement, Jerry. *** - You're welcome. *** I can certainly see such returns to be possible, though...
kubilai, With a really good set of models a return on total account in the neighborhood of 200 to 300% annually is being done in futures...
Bill, There is an even simpler way to resolve the opinions on Optimization. It's called OOS or Out of Sample testing. To do this: 1) take...
CPTrader, You said: "It is commonly agreed that the measures of a robust trading system are: 1. Common sense and valid underlying logic....
kubilai [B]Hi Jerry, Thanks for chiming in, you have a lot more experience than I do here. My idea is pretty simple. Given a set of...
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