Actually, I've experimented with other strategies as well, e.g. hidden markov models, factor models etc., but all of which has not proven to...
Oh, thought it was understood I referred to the thread starter...
Thanks for your feedback. After the big drawdown you can see in Aug, I adjusted a few parameters to make it less aggressive, and ever since kept...
Can't agree more! It might be possible to trade in the opening, but my current strategy tells me I should AVOID it...as you said, only back...
How can the broker/dealer find out the strategy if it's residing on a different server?
Hi all, I have been trading ES with an automatic trading system for the last year, please have a look and let me hear your verdict! The...
Who? Me? Why would I?
Do you have a chart showing your equity curve over time?
Interesting development. What's your strategy based on?
These two are not indicators of a correction. Assets have been widely correlated since the Lehman crash in 2008. And volatility doesn't say...
On this forum, I see a lot of people discussing various trading systems etc., but see very little discussion about actual trading performance...
Cannot agree more. Trading means finding the optimal balance across all your algo parameters. In an ideal world, you wouldn't need them, but no...
Although I was asking for more specific feedback on the performance in my case, I appreciate your overall reflection, although I beg to differ on...
Separate names with a comma.