I asked you a simple question before : "how do you measure the strength of a trend?", you did not answer it and started hitting around the bushes, Mickey and Mark had to answer it for you. Now I ask you another simple question: "Define the market conditions that you apply to your infallible system" When you say "Read my previous post": Don't like yourself that much boy, you talk a lot but give nothing concrete.
Maybe I'll try to answer... Virtusa said he's tuned his system to operate dynamically. From that I understand what he's saying, as trend accelerates and deaccelerates, his model adjusts. Hence why he mentioned earlier, "You are missing the most important ingredient, trend speed". Did I get that right virtusa?
For this particular case the dataset is attached to the initial post. About 6 months. For a stock that has been swinging in a range I would probably use a year, but that's about it. Anything longer than a year won't serve me much. Maybe you could use five years onwards for bonds and bills, but that is not a ground I play with.
I don't want to give anything concrete. Too many trolls on ET. I just gave my pov on what is posted here. If you read it good it is concrete. I tell what does not work and what works. Most people don't even know the difference between what works and what does not. The fact that you did not see anything concrete does not mean there isn't. It only confirms that you don't see anything. They did not answer it for me. They gave their own opinion.
Good Morning Drawdown Addict, Just to make sure I understand you, 1. You have the freedom to use nearly 20 years of back testing data to find "Edge", but you are only using 6 months of back testing data to find "Edge"? This Edge is going to make you rick in the next X-XX years. 2. You have the freedom to use nearly 20 years of back testing data to find "Edge" with possibly over +1000 trades, but you are only using 6 months of back testing data to find "Edge" with just a few trades? This Edge is going to make you rick in the next X-XX years. Am I understanding you correctly? If I am correct, it would seems to me just thinking Simple in logic, I would bet on 20 years of back testing data vs 6 months.
I don't think that we need to argue on this, the point if to challenge the algo, not to go around and around the same topic again and again. You want to use 20 years of data, go ahead. No one is stopping you.
Hello Drawdown Addict, Your spreadsheet only shows about 50 trades. Do you think that is enough to keep you invested in the algo in the next X years when a XX% drawdown comes?
Hello Drawdown Addict, Why did you create the thread, if you do not want to be challenged with your algo and the performance results you posted? I am simply asking you, why use 6 months of data, when you can use 20 years of data if not more? What is so special about 6 months of data vs 20 years of data? I would think if I wanted to bet my house and life savings on an algo, I would want to use 20 years of data and as many trades as possible, right?