lets say you have over 1000 trades for the course of 1yr. How do you go about analyze your trading system? Do you look at every single trade? Do...
Ideally, the set of optimal parameters and decisions for the first part of the backtest period is also the optimal set for the second period, but...
tomorton, I'm getting to understand the ATR stop, but please help me so I can understand it in completion especially the trailing ATRs. My...
what if you bought the exact high upon entry?
This is meant for intraday, using a retail platform, with futures.
How would you categorize your strategy? Please vote below: 1.Identify trend then go with the trend 2. guess where trend might stop and play the...
how long are your trades?
This is for initial stops only. Such as where do you place your stop as soon as you enter the trade. Once in the money or as the trade progresses,...
pardon my ignorance, maybe it's early in the morning, so I think that is a separate discussion.
it is an art to properly set them. but yes, it needs to be done, i guess like putting in brakes in the car. This question is especially difficult...
can you describe more about ATR20? Do you mean the 2x the value of ATR20 upon execution of your strategy?
Age old question but let me hear how you rationalize where proper stops should be set. Please keep in mind that this is for initial stop loss...
that should be the case with any system development. It is not the specifics that can be applied throughout the different assets or symbols but...
Hi Expiated, Thank you for your reply, and your insights to a fruitful discussion. Like you said, I agree that it is near impossible to apply...
yeah I figured someone on your level would go the cloud route.
I like NT market replay and in terms of historical, the execution is not precise as it only has OHLC info in historical data so your entries will...
hey Mark I can understand that the approach above can be geared towards a quant that purely relies on big data to find edge. However, it can also...
Hi RedDuke, do you have your strategies on a cloud server or just a really beefy computer? If you don't mind, can you describe the specs?
By looking at your winners and losers in your strategy, you might have looked at attributes at the time of your trade execution for further...
does anyone here use the difference of two SMA periods as a gauge of momentum? For example, the difference in ticks of the classic 20SMA and 50SMA...
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