Pretty impressive results. Is your strategy long only, or do you go short too?
When I started looking at this, I downloaded daily data from Yahoo. One of the futures - I think it was EMD - seemed to run out of data. I guess...
I appreciate the responses. I didn't really want to get into the strategies, but several have expressed a opinion that there is "over-fitting or...
Your post becomes more ignorant as it progresses. Your first sentence may very well be valid. Your second sentence is nonsense - any high school...
Van, interesting comments that I will have to consider. I'm confident that the stops are not a factor. Obviously, I tried to avoid...
I do the same. I don't really want to discuss the particular strategies at this point, but thanks for your input.
Thanks for your thoughts. What do you mean by "rusty"? If anything, my stops are much larger than many would use. The only stops are: flat at...
Thanks!
I agree. Thanks for the suggestion. I am inclined to choose one and scale it up with profits. I like the idea of trying them all, but that...
Excellent question, and the reason for my post. I like to be in the market, so I prefer more trades (I don't think this is necessarily a good...
Thanks for the suggestion. I can't trade all of them at once because they are already combinations of the same instruments.
I'm not sure what AUM is. I ran this back test in a spreadsheet with imported daily data. Trading NQ YM EMD & RTY. Thanks for the opinion.
Thanks for the suggestion. I'm a little rusty on my sharpe ratio calculation, but I will take a look at it.
I have four similar strategies that have fairly similar results. They all require the same capital, should have similar slippage (included in the...
Thanks for the replies. I guess I may just have to use the indexes for the values (hopefully the arbitrage guys keep things in line) unless...
I haven't traded actively for a while, and I'm not sure where to find the "best" historical data for ES NQ RTY and EMD. The approach I am looking...
Okay, I guess it didn't take long for me to come up with another question. Is it possible to use the "old style" TWS not the Mosaic? I just...
Thanks for the advice everyone. It looks like we all have the same basic opinion. Looks like I'll stick with the standalone.
Thanks for the reply. I know I used to wait a little while before I downloaded the newest version to see if it had too many bugs. Maybe I will...
I haven't traded for a few years, and I just funded my new IB account. I'm wondering if I should use the Standalone or Browser Based version. I...
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