I'm also automated 100%. I unplug the keyboard from the trading machine and turn off the display during market hours. I do the rest of my work...
Oh I see, I misunderstood your post. Yes, looking at individual session PNLs, in terms of avg session return vs. worst individual session return...
IMO there is an issue here, but the basic idea is right. You are using the minimum balance seen, which is a negative value. This redefines a...
The basic idea of walk-forward optimization is this: Your historical data has N sessions (days) Choose a window of this data with K sessions,...
Looking forward to having my mind blown. rt
Anyone else notice the air is getting a bit hot in here?
We'd all love to be wow'd by your stellar performance. Why not offer up a sample of the kind of results you're talking about? rt
here is the second pic
I built a software tool in C++ that analyzes session PNL data from file. The file contains a scan of the user's parameter combinations, and each...
You'd be hard pressed to convince anyone that any market-system won't produce drawdowns, or even periods of flatness (no return). More or less,...
What kind of money management do you suggest to improve these stats? Also, win / loss stats by themselves are not necessarily meaningful....
One other issue I have is with the tradestation performance report. What I don't like specifically is that the performance metrics are not...
If the only parameters you use are for managing trades you have already entered, then I would say this strategy has a lot of promise. Any...
Does your system take any parameters? If so, how many? is the equity curve you posted based on an optimization? rt
Hi Kris, yes, it does. in general, you will find that the smaller targets you choose, the higher win rate you will have, but the average trade...
Can you send me your code by PM? Thanks, rt
nonlinear, Please don't misunderstand me, I'm not looking for help from anyone. The point I have been trying to carry across to anyone...
Yes, that is what I expected. Like I mentioned, using the setup as an entry will produce a losing strategy. I can't go into any further detail...
The performance is really dependent on the entry. This is a trading system based on a rather crude definition of support and resistance, but...
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