Discipline is the first you should practice

Discussion in 'Trading' started by Walter O', Jun 21, 2020.

  1. Tradex

    Tradex

    NO!

    You trade a system if, and only if the backtest reveals that it is profitable.

    Unless you want to trade a losing system with discipline.
     
    #11     Jun 21, 2020
    dennis86 and SimpleMeLike like this.
  2. Thanks for the response.

    How did you prove your system(s) did not work? I assume backing testing.
     
    #12     Jun 21, 2020
  3. Turveyd

    Turveyd

    Well, BackTest then Live forward test then Live Live then repeat when it fails 10000's of times.
     
    #13     Jun 21, 2020
  4. Tradex,

    You make a very good point.

    Discipline, trading plan, mental stable, risk vs reward is all a losing battle, if it all have not been back tested and reveals profitability.
     
    #14     Jun 21, 2020
    Tradex likes this.
  5. deaddog

    deaddog

    In a way. Rather than look for instances when the set-up worked, Easy to see on the left hand side of the chart . I looked for when the set-up failed.

    My limited experience with back testing is that it leads to curve fitting. Forward testing in real time will give you more realistic results. Only after I am convinced a strategy will offer positive expectation will I commit some capital to it.

    Then comes the discipline. Without trading the system as planned you never know if the problem is the strategy or the trader.

    It's way easier to adjust the strategy.
     
    #15     Jun 21, 2020
    SimpleMeLike likes this.
  6. That is 1000% correct. And I am experiencing it myself. Lately I have been writing out my entry and trade management and rules on paper. Instead of keeping them in head. And keep stats on each trade setup.
     
    #16     Jun 21, 2020
    Tradex likes this.
  7. Thanks for the response. I agree
     
    #17     Jun 21, 2020
  8. Tradex

    Tradex

    I am talking about backtesting a system with 20 or 30 years of historical data.

    The trader cannot "test" a system and then calls it "profitable" after 19 trades (for instance), that's a total joke.

    But believe it or not, that's what a lot of traders do.
     
    #18     Jun 22, 2020
    SimpleMeLike likes this.
  9. Turveyd

    Turveyd

    Not everyone has an automated system, most of discretionary like mine, so you can't backtest 20-30years of data and even if you did pretty meaningless.

    I assess my system daily, did I make a profit ?? YES don't fiddle, NO how do I improve it.

    Today, was a KILL it with FIRE day!
     
    #19     Jun 22, 2020
  10. geneticien

    geneticien Guest

    Most traders here rely on automation, see https://www.elitetrader.com/et/threads/poll-automated-trading.346153/
     
    #20     Jun 22, 2020