It's all relative to time frame, right? You can be mean reversion on a time frame measure by n units but momentum or trend following on a...
The author clearly has a personal preference. However, his preferences may not be your preferences. Are you favorite foods the same as his?...
Agreed. The fact that your win rate is high but your Max DD is also high is concerning. These types of systems have a tendency to blow up....
Check out Mechanica as well. Although they don't allow you to demo the software, which I thought was a bit frustrating.
The best traders operate a system (even if the "system" is you), they have a target for a loss (technical point, $ value, etc), and when that...
We like to look at the VERY long-term charts, like a weekly. Stepping back gives a better view of the sustainable moves. Attached is the spread...
When you follow the long term trend or fade heavy sentiment; Euro-Bund, Euro-Bobl and all other markets are pretty much the same.
If that's the case, then I would: A: Find a different method of backtesting which will allow you to control the "environment". or B:...
Some big things that back testers don't think about are commissions, slippage and interest earned on the account (the latter is particularly...
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