Also, use the drawdown as a measure of risk. Alex
Ideally you'd need at least 1000 trades in backtest to make result statistically valid.
try this: market are not random because price distribution shows leptokurtosis = fat tails = trends. Randomness doesn't (not in the same...
thx for the inputs guys!
mmmm... I'm afraid I'm gonna have bad news. :( Could you upload a pic of the complete results sheet?
not that I know of, but some very small asset manager I know do
Answer to thread starter : OF COURSE NOT! There are gazzilions of resons why, but here are 2: 1) "All markets" would mean "all timeframes"....
LOL which would do... +/-160 euros a month? Germany is no developping country, you know?
"no timing" (random entries)systems have been tested for decades, they never failed to desappoint. never!
Might become an interesting thread. i'll jump in if there is some debate
forgeting to pull some orders from the platform and leaving the desk...
well, I'd buy Perry Kaufman's books (New trading systems and methods and Smarter Trading) and start using tradestation...
that was well put Travis, sorry to read this so late!
very strange thread. None of us here at the office (we're not hundreds) ever got laughed at.
without message boards, most of us wouldn't even be aware of the possibility of short term trading...
As always, it's a matter of time frame and methodology. Some longer term trend folowing methods are very successful on some pairs. But very...
I know this has been discussed many times, but here is another, clear and simple input: A) find a winning strategy (trend following is perfect...
best trend confirmation tool = break of an extra S/R zone.
interesting, though...
People stop when they find another (as expensive?) passion or realize success requires a awful lot of work.
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