If there is a quantitative measure for Edge, what is it?

Discussion in 'Strategy Building' started by OddTrader, Jun 9, 2006.

  1. Done.

    I'd better leave this thread to others now. :)
     
    #61     Jun 10, 2006
  2. kut2k2

    kut2k2

    ???

    Then what's the point of having a forum to discuss backtesting if we're all supposed to be so secretive that we shouldn't even help each other here? I understand not revealing strategy, but not even giving help on getting the testing right sounds like we're all just a bunch of hyporitical enemies, pretending to discuss ideas while waiting for a chance to steal them or spread disinformation. :(
     
    #62     Oct 30, 2006
  3. Maybe you can benchmark this with another system in the same market, and in the same period(s)?

    I found it useful to compare this with the lowest trigger, but I have a top to bottom systems, so I am compare this with my trigger if taken raw or undefined (with very little filtering).

    PF, RR, av. win, av. loss, will show how well you are doing...
     
    #63     Nov 5, 2006