Anybody got a system with Profit Factor 2.0+ over 2000 trades?

Discussion in 'Automated Trading' started by KRSNA, Sep 6, 2006.

  1. I also have a few PhDs in maths/ music/ trading/ etc. at XYZ University (who teach my kids), a President at White House, a few brokers at ABC brokerage firm, so ... :) :D
     
    #51     Sep 10, 2006
  2. Here's what he wrote:
    That's not what he was doing in that post. While it's true that PF can be improved through position sizing, Raystonn's system is a lousy one to do it with because it trades too infrequently... and for that reason even if those numbers did add up, I wouldn't trade it. So in reality, Raystonn's definition of what makes a good system is more skewed than the OP's. FYI, TRULY experienced traders know that there are ways to improve PF (and Sharpe) above and beyond entries, exits and position sizing. And that those ways should be applied first, before position sizing.
     
    #52     Sep 10, 2006
  3. I'm better than you... I have a PhD in EVERYTHING... every academic field that ever was or ever will be!
     
    #53     Sep 10, 2006
  4. I'm better than you... I have a PhD in EVERYTHING... every academic field that ever was or ever will b
     
    #54     Sep 10, 2006
  5. Cool!
     
    #55     Sep 10, 2006
  6. fletch2

    fletch2

    Interesting. You know this how?

    Fletch
     
    #56     Sep 10, 2006
  7. what % of threads on ET are p*ssing matches leading nowhere?

    I'll be that's a pretty high number
     
    #57     Sep 10, 2006
  8. tacmot

    tacmot

    I have a mechanical FX trading system built in Tradestation that has done 270 trades (not 2000) over 4 years with a profit factor of 302.50, 92.78% profitable,Return on Initial Capital 18:09,Sharpe Ratio 0.44,tacmot
     
    #58     Sep 10, 2006
  9. fletch2

    fletch2

    Agree. ET is 99.9% a waste of time. But maybe if people who go around slinging insults and calling people liars get called out from time to time, they'd behave better.

    Fletch
     
    #59     Sep 10, 2006
  10. man

    man

    is this post supposed to be funny?

    regarding bashing: identify the guys you do not feel good about and use the ignore list. from those you do not like at all you usually do not learn at all. so you do not give up anything but ... bashing.
     
    #60     Sep 10, 2006