absolutely good question. I have self taught myself everything i know and i admit there are things im ignorant too, but im never afraid to ask or...
ok thanks so the formula is? just to be sure thanks
not really, i can win big if im too long but also lose big if im too long. i can still win if im hedged but reduce big losing days if im...
yes my signals are better than random and proven to be so over time, so should i hedge or not? My equity swings can be huge though, thats why i...
yes correct. so are you saying im better off without the hedge? but what if the basket becomes too one sided?. Stocks do move on their...
hi, yes i see how it can become complicated so simple is best. It does not have to fit perfectly. It is not a pair trade because pair...
i realise that i will not be able to eliminate all risk. The idea is to protect myself if things go completely one side, even then i would lose...
hi, thanks for the reply, this simple formula looks just what ive been missing. I knew it would be something simple. what about volatility?,...
hi, can anyone help me? Ill explain what Im trying to achieve. Say Im mostly long or short a basket of 20 stocks. To protect myself how...
why is this strange? to blend his strategies of course. To smooth his equity curve. Every strategy has drawdown no matter what, so if...
it may be curve fitted, i guess the only way ill find out is to carry on forward testing and report back in 6 months or so for an update....
yes you are correct, but not always a profit over the long term.
gmst, thanks for taking the time to read all my stats. You seem to have expressed exactly what im doing. Some good ideas in there too like...
I have been live trading it with very small size. Yes it is going well and as expected but this still dont rule out if system is curve fitted...
should i do another wfo test with slightly different settings?, like change exit to more, not entry. Say for first 3 years to optimise then use...
was the walk forward optimising a pointless exercise?....because i was thinking i already covered a huge sample and most probably the out of...
thanks...... yes thats right, this is only one symbol and if i can find a way to go basket trading with this then should in theory improve,...
wfo pass...........................
wfo out of sample summary.....................
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