You W/L ratio doesn't matter. All that matters is your net average % return per trade. With good money management you could lose the majority of...
I cleaned up the data a bit and put it more in portfolio/investor terms. Now the contributed capital in the example is $100k with access of up to...
Hmmm So you're saying I should take the overall average daily gain, subtract the daily Rf, and divide by the StDev of the daily hi/lo average?...
Here's the first set of backtest results. To maintain discretion I posted only values and no equations, etc, but it should be enough to provide...
In my opinion.... due to the market's natural upward tendencies and human optimism bias there is a much better chance of seeing buying support in...
So the average between the best day and worst day? For each year? 4 data points? Best = +100% Worst = -80% Avg = 10%? Sorry I'm not...
Great. The StDev part is confusing me. What data do I plug in for the StDev calc? Is it the daily % changes over the time period?
psytrade/ Great response... will look over it in further depth. I'm calculating the Sharpe right now. If you have a second, I'd appreciate...
I've developed a long-only, intraday system and am in the process of backtesting the algo. Hopefully the community can provide a little guidance....
ugh
Lack of patience on two fronts caused today's losses. Closed CIEN out early at 10.50 on 10.09 premarket long entry. I knew the fundies, knew...
Was much more patient - only traded 5600 shares. Record day for me.
Still not selective enough
Everything I could have done wrong, I did.
What a way to end the week... three consecutive up days, gaining consistency and confidence, then WHAM! I decide to tell the market what to do and...
3 day streak.... overtraded
Slow day until 2pm on. Finding benefit from all the reading & nightly preparation I've started doing.
System trades were solid, discretionary trades were mediocre
Most frustrating day yet. Market's making me pay tuition to learn lessons about not forcing trades - which I continue to do. Patience of...
Up Down Up Broke several rules but was able to trade somewhat well on intuition for the first time which allowed me to finish with this......
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