Yes, compounding returns.
Just wanted to know if you guys use compounding profits in your back-testing results?? I usually test all my futures strategies with max 1...
Thanks Hurricane. I am curious can you put up a screenshot of what one your systems equity curve would look like. Also, can you screenshot data...
Hey Dom, the system does not scale it is all in and out and sorry but i forgot to add that when i ran the back test the program had more than one...
Thanks for advice. However, i did say i use zero indicators (this is both in my discretionary and automated trading strats). As for 2:1 winners...
No volatility filter equity curve:
No volatility filter:
Trade data (vol filter):
Okay here is one system that relies on some form of pattern recognition and mean reversion, this is similar strategy to one i traded as...
Jack Hershey please go away. As for the rest of this thread i have stopped even sampling intra-day random entries as i understand it is pretty...
Hey Dom, thanks. I think i did not make my post clear, what i am trying to get at is purely in terms of back testing my entry versus a random...
Also, guys i was wondering why anytime small stops and targets were chosen in random backtests with random entry (assuming zero slippage and...
I am by no means a mathematician and need some help on the following. On my previous thread we identified that with my strategy (which required...
I have some strategies which use limit orders for both entries and exits. Now when back-testing when target is hit (which is limit order) then...
Thanks for the insight. I will increase all my round turn slippage plus commissions to $11 form my previous $9.40 on all my systems.
Thank you GMST, i had read that thread previously and even though i am new to system testing i could outline many faults with this snake oil...
I am using VIX intraday reading - just taking the VIX Opening price. Why should i use prior-day VIX at the close? The reason i am asking because...
I just tinkered with the volatility filter again and it seems i can curve fit the data very easily if i wanted too. However, i tried to make it as...
I just put in a volatility filter and it has smoothed out my equity curve somewhat and given me increase in net to now: $39,395.00. Total...
The results all were generated in 2008 and 2011 with both years performing particularly well, 2010 was terrible but 2007 and 2012 are not yet...
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