@globalarbtrader thanks for your input, I would say that strategies not performing would for me at a basic level mean, not profitable over lets...
@globalarbtrader , Thank you for taking the time to reply, .. perhaps i need to be more clear, i am not really after optimising performance, i...
@fan27 sounds great, shall be interesting to see if/how/ i can test this in my process.. Btw, if you have time i would love to get your input on...
Need advice from you guys, i have an good infrastructure for my algo trading setup, that i am very happy with. I am limited of how i can control...
" @fan27 Hope you are well, any news about this feature?
Multichart has its limitations when it comes to controlling and evaluating a large amount of strategies trading a single symbol and sub...
@fan27 that sounds interesting, would for sure like to explore that and see if it can be a tool in my process, let me know.
@fan27 Thanks for your quick reply.., i could not do anything like this with Multichart, however i cant get it built i assume in python etc, and...
Hi @fan27 i am Using Multicharts for building, testing and execution of my algos, towards IB, then using MSA from adaptrade for evaluating my...
@fan27 thanks for sharing your work... i am facing some issues sometimes where sample size of trades are to few, same as you mentioning, around...
@globalarbtrader Yes, for example 50 runs of MC for your diversified portfolio, and a median of those Maximum drawdown at a 5% probability, and...
Hi Rob, Thank you for your input. You also believe this is the case if you use Max DD derived from a Monte Carlo test?
Thank you @nooby_mcnoob and @HobbyTrading, i hav Roberts book and read it a year back i think, might need to revisit it then.. and yes i agree...
Hi all, I have a a portfolio containing a multiple of strategies on 5 markets.. NG,CL, ES and S all intraday strategies, and then i have one...
Hi, Thanks for your feedback. I am using Multicharts. What i am after is to define"Best performing strategy" and "Poorly performing strategies"...
@fan27 Thank you for sharing your journey, i am also running algo based models, and at the moment i am looking into trying out a portfolio...
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