feedback on my present work

Discussion in 'Strategy Building' started by progers82, Aug 6, 2005.

  1. i am finishing up on two systems that ive completed and ive applied the data to 100, 200, 400 and 700 days of data. i will call the systems a and b. it seems anymore in my evaluation, i don't care about profit or return on capitol or sharp ratio. the only thing i look at anymore is return on highest drawdown. what i would like you to do is to tell me without being given any other information and all other things equel, which system would you choose. either A, B or they are both to close and would trade either. I guess the other thing that is a given is that either system could be traded with a $5,000 account.

    100days a= 287% b=294%;
    200days a = 680% b=600%;
    400days a = 1234% b = 1220%;
    700days a = 2637% b = 3135%;

    im still evaluating these and more research might be needed. but i was just looking for some good feed back with the limited information im giving you.
  2. moussaka


    For 700 days I would definitely go for the 3000%+, anything under 2950% over that time period just really doesn't cut it.

  3. steve wants you to give him a call--------


    said he will work something out with you--------you can have 1%. :D
  4. p82--------- is this a linear or non-linear based system {trading in one direction at a time or both}?

    will the position size build over time degrade the performance?

    what markets?

    looks very strong so far------looks good! :)
  5. i dont think degradation will take place up to 200 emini contracts but after that, i just dont know.
  6. oh yes forgot the other question, trades in both directions. the thing im worried about is in the short term, it looks like system b might be running out of steam and system a is picking up, but maybe not
  7. ok i got it----------

    --b is long

    --a is short


    there are ways to handle this, you would need to incorporate some linear criteria to the b side since we are so high in a daily chart projected range {near a possible top/pivot}.

    you think 200----probably could go 300 to 400, usually a good system can actually handle more then you think.
  8. AaronCapps

    AaronCapps Global Futures

    If one is running out of steam, is it possible to combine the strategies to take advantage of their differences?