A Dynamic Self-Adaptive Trading System

Discussion in 'Trading' started by danxl, Sep 19, 2003.

  1. danxl

    danxl

    Hi, every one, I am back. This is the follow up of the message I posed a year ago here in ET to tell the world that I had developed an Dynamic Self Adaptive Trading System, a trading system that does not require parameters optimization. The framework of the system was done one year ago, but it takes me a long time to make it work with short term day trading, and it was now fully automated and seriously tested with emini s&p data. I offer free trial of my trading system to any one who are interested, and, seriously, I am looking for people who can perform some more testing on it, and eventually, trade it. Please visit my website at www.highland.widge.org more information.
     
  2. can you describe more about what this system is adapting to? it sounds like it's continually re-optimizing some indicator on a continual basis. is this correct?
     
  3. danxl

    danxl

    You say re-optimizing, this might be one way to build an adaptive trading system, but it is really hard to do it efficiently. My trading system is not based on "continually re-optimizing", etc. It is more efficient than that.
     
  4. How are you defining efficient?
     
  5. Two questions:

    1) How long is your backtesting period?
    2) Slippage per round-trip?
     
  6. lindq

    lindq

    DANXL -

    Is English your native language? If it is, you need to do some serious grammer and spell checking on your site. If it isn't, then you should have someone go over it for you.
     
  7. danxl

    danxl

    Sorry for my English, I'm not native English speaker. My native language is Chinese.
     
  8. well, everything i see is vague. can you tell us any more about your system?

    For example, is it only the entry timing that is adaptive, or are the exits and position sizing also adaptive (or are these static)?
     
  9. lindq

    lindq

    No need to apologize, but all your hard work will be wasted if you don't get someone to help you clean up your writing on the site.
     
  10. danxl

    danxl

    Position sizing is fixed to one lot for testing. The exit is in some way partial dynamic.
     
    #10     Sep 19, 2003