the chances of a system failing- will eventually reach certainty. statistically anyway. my systems produced great profit until 2 very...
i trade EOD mean reversion systems. alot of the time my winners and losers are in clusters, this is mainly due to whether the market rebounds or...
i should add that i meant equities, futures, options ect. what ever information you could give me would be great.
Hello, I was wondering what markets EOD system traders use? I curently trade the Australian market and am looking to diversify my systems....
what statistical information are you seeking? i trade multiple mean reversion systems and i am no mathematician or a quant. but i have a system...
thats some funny stuff grendel
have seen a few people try without much success. ill be watching this thread with great interest.
not necessarily, complex strategies will have market gates.
never mind, i found his website.
hi jhend, do you have that paper for the mean reversion system? i trade multiple mean reversion systems and try to get my hands on any...
hi mandel, the first bit of my post was for the other 2 posters. MAE and MFE arent that important in what i want to do. its basically...
basically all my buy and sell parameters are volatility based... im looking for position sizing methods not volatility stops. thanks for...
hi mandel, i prefer mean reversion systems over trend systems. profitability and drawdown im happy with, until the market gets volatile....
Hi everyone, I have been trying to make my systems more robust and have come to the conclusion that i need to have volatility based position...
must be nitro!
how can anyone make an assumption like that... "if its a complex strategy it wont work" you have no idea of what the strategy is about, nor...
5-10% drawdown? boy would i be happy with that. very little if you ask me.
great for profits but harder to trade (for the less experienced like myself anyway) i could tighten my buy signals up more to reduce my...
:confused: W/L ratio is still 50%. focus more on the 'expectancy per trade'.
yer but you dont know your going to double your money. its about confidence in your system. and those ratios etc help you determine if you've...
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