here is the equity curve from the system...............
thanks for feedback, this is exactly what im looking for. yes i agree things are tight. But my personality is not trend chasing, i have no...
here is the same system with just 250 fixed share size. I have not looked yet but im almost sure it will be the same profit factors and other...
Well, im using prop leverage to trade and not retail accounts with just 4x. You can see that worst drawdown was just $17k and this was in 2008...
The timeframes are big enough and not micro scalping or scalping. It averages 3/4 trades a day. The sharpe ratio is low but i don'tuse this stat...
Thats so much for the feedback, really appreciate it and your honesty. A profit factor of 1.28 over 6000 trades based on only maximum of 2500...
Well in regard to low latency infastructure. Well I feel my timeframe is not scalping or micro scalping. My timeframe is big enough so i do not...
I received a couple of pm's stating results are ok as long as it has not been curve fitted. To which i agree completely. Well i dont want to...
As for multiple symbols, yes this trades multiple symbols with similar results on several hundreds of stocks. I posted SPY because it is the main...
I know lescor (a professional trader here on ET) currently long term averages 70% winning days, and 84% winning weeks. And my system gets no where...
There is alot of experts here on ET, and i would like to take the chance to put my system forward for some feedback if at all possible. For many...
i know lescor currently long term averages 70% winning days, and 84% winning weeks. And my system gets no where near that. Lescor trade...
There is alot of experts here on this thread and i would like to take the chance to put my system forward for some feedback if at all possible....
if you use stocks, there are so many to choose from, so everyday your system should always find suitable candidates to trade. If you trade one...
thanks for posting 10 year. well, for me it has always been my personal goal to find systems that are consistent over the long haul. I can...
thanks for your reply. So are you saying that if i had a backtested system that was profitable every year upon year going back 10 years...
i think you mis understood me. My point was that it is my belief that your system should under go the following and you should post the...
i dont understand the hype around sharpe ratio........if you truely could replicate 0.72 sharpe over the long haul (10 year backtest year on year...
saying that, you mention that the problem could be the current volatility is making everything too corelated. Which means your trading performs...
How will you know when things have turned around?, will it be another volatility shift event?, if so are you concerned for the future if...
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