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  1. Is Drawdown and Equity Curve Misleading

    Crude strategy shows massive difference in drawdown values and what should be expected going forwards.
    Post by: Dhalsim, Feb 26, 2014 in forum: Strategy Building

  2. Is Drawdown and Equity Curve Misleading

    No problem GMST. I think many people are underestimating how big of an effect this can have on drawdown expectation going forwards. I will...
    Post by: Dhalsim, Feb 26, 2014 in forum: Strategy Building

  3. Successful System Traders

    Hi Mushin, there are many threads if you search through Strategy Design on this topic. I just want to keep this thread relevant and on topic....
    Post by: Dhalsim, Feb 25, 2014 in forum: Strategy Building

  4. Is Drawdown and Equity Curve Misleading

    Basically i am just saying when looking at your backtest results just be weary of your implied drawdown. As the chart shows a % loss in 2008 will...
    Post by: Dhalsim, Feb 25, 2014 in forum: Strategy Building

  5. Is Drawdown and Equity Curve Misleading

    Here is an example of massive difference if we take each trade as percentage gain/loss based on the relative market price at time of trade....
    Post by: Dhalsim, Feb 25, 2014 in forum: Strategy Building

  6. Is Drawdown and Equity Curve Misleading

    I am just giving examples for people who backtest with set tick/point stops and how many errors with this kind of backtesting. Lets say i was...
    Post by: Dhalsim, Feb 25, 2014 in forum: Strategy Building

  7. Is Drawdown and Equity Curve Misleading

    I think you are missing my point. I understand drawdown as an important metric, what i am trying to demonstrate is that for intraday trading...
    Post by: Dhalsim, Feb 25, 2014 in forum: Strategy Building

  8. Is Drawdown and Equity Curve Misleading

    If you are running backtests then most system software provides details such as percentage drawdown and dollar drawdown and so forth. Also,...
    Thread by: Dhalsim, Feb 25, 2014, 15 replies, in forum: Strategy Building

  9. Successful System Traders

    I have been testing my system live and at the same time running parallel testing in Sim to see if entries, exits and slippage all line up. 99% of...
    Post by: Dhalsim, Feb 17, 2014 in forum: Strategy Building

  10. Another kick at the can

    Have you tried testing the 7 patterns individually with different stops and targets? If they are 7 different patterns which you have...
    Post by: Dhalsim, Feb 8, 2014 in forum: Strategy Building

  11. Another kick at the can

    So would you say essentially you are running 7 different strategies all tied together on this one symbol. Can you only trade one pattern at a...
    Post by: Dhalsim, Feb 8, 2014 in forum: Strategy Building

  12. Another kick at the can

    Dom, is the system intraday only or is it more of a swing system. Do you think your entry has any positive expectancy considering it requires...
    Post by: Dhalsim, Feb 5, 2014 in forum: Strategy Building

  13. Another kick at the can

    Dom can you tell me where the slippage total is calculated on Ninja. Can't see slippage total on your screenshot?
    Post by: Dhalsim, Jan 30, 2014 in forum: Strategy Building

  14. Successful System Traders

    Thanks bwolinsky. I also run Esignal - Multicharts - Interactive brokers. Why don't you use IB as your broker and therefore there will be zero...
    Post by: Dhalsim, Jan 17, 2014 in forum: Strategy Building

  15. Successful System Traders

    Thanks Sergio. I will have a look at blogs posted. I like the Qusma blog - i find the guy has similar approach to mine but i must say my...
    Post by: Dhalsim, Jan 16, 2014 in forum: Strategy Building

  16. Successful System Traders

    Thanks. Would you say your strategy is simple or very complicated. Does it involve heavy math and statistics and very complex algorithmic...
    Post by: Dhalsim, Jan 16, 2014 in forum: Strategy Building

  17. Successful System Traders

    So far we have one successful automated trader help us out. Surely there must be more out there, come on guys please reply to this thread. It...
    Post by: Dhalsim, Jan 16, 2014 in forum: Strategy Building

  18. Successful System Traders

    Thanks for your response. Would you say that your strategies are anything extraordinarily different to anything that has ever been posted on...
    Post by: Dhalsim, Jan 14, 2014 in forum: Strategy Building

  19. Successful System Traders

    You can't just go ahead and change stop price after being stopped one time. That means your strategy for stops was useless and not backtested...
    Post by: Dhalsim, Jan 13, 2014 in forum: Strategy Building

  20. Successful System Traders

    Why don't you just trade it automated and then keep note of live fills vs what the sim fills would be?? Also, you have to expect slippage...
    Post by: Dhalsim, Jan 13, 2014 in forum: Strategy Building
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