Yes, this is correct. @userque your previous post is spot on and I certainly believe if the data is not being trained upon then you do not...
I understand that but my question is still what is the correct manner to use OOS. E.g. I have a basic system designed all based around a non...
Care to elaborate?
I use random out sample periods e.g testing from 1997 to 2018, this gives 30% random quarters as out of sample. Also, is it not wise to have as...
That is just silly and ridiculous advice.
When is it okay to use out of sample data again? If I have a basic non-optimised system with just entries tested and it works on the in sample...
Well you can remain shocked all you want, i can bet you that my performance for 2016 was a lot better than yours, please show me any live redacted...
Thanks. I am certainly looking at many different options right now and will contact Tradestation accordingly. The kill or fill sounds good as...
This is something we all understand. However, the system generates a trade during a low volume period but it has a positive expectancy then...
I have the same strategies running with Tradestation and Multicharts. The Multicharts is connected to an Interactive Brokers accounts, OEC...
No this is not the situation. The strategies are all fairly normal and definitely no shady stuff like spoofing. Clients are all non-professionals....
Don't know the correct sub board to place this thread. Looking for some advice regarding selling or leasing automated trading systems. Currently...
Well i got the article from a blog so i don't understand how that is an ad???
The odds for second day gaps to fill on the ES can be quite profitable but unfortunately you trade infrequently. Original source where i found...
Hi, i found the following articles useful on becoming an algorithmic trader: http://www.quantsavvy.com/learn-algo.html
I have posted my automation journey in a few other threads. I was a discretionary trader for years so i try to take some of those ideas and...
Trade all strats currently on: YM, ES, NQ, TF. Stopped trading the CL strat as it was too big % of portfolio. - if automated strats keep...
It has been a long time since i updated on any of my systems. I have currently been trading my systems for nearly 8 months now and i thought i...
I have some automated strategies which when traded live are not matching up with backtest data. Yesterday my auto strategy had a stop order...
Thanks for advice. However, you are missing the point here. The simple conclusion i was trying to make was that a new strategy with 1 contract...
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