it's not curve fit. very simple system with few basic math calculations. there is no indicators or any other bs. just simple 3rd grade level math. i use to trade it. the results i got are a bit different from "backtesting". what i'm trying to say here is that backtesting is only a little piece of the puzzle, that MAY give you an idea, if you are moving into right direction. most of my stuff is homemade from scratch,because tools like WL or whatever not even close to my needs. bwolinsky-do you trade? how long? are consistently profitable for at least 3-5 years? we can post all kind of "systems" here, but real question is who is making the money using them and who doesn't. i know a lot of guys,who are great in theory,having a tons of fancy scripts,but can't make a dime on real account.
You'll have to paste this in, but we have www.collective2.com/go/pairsqidqld. It's even offered at a reasonable $7.50/month. I don't really try to make 100% per year, even though I'd like to. I was up about 85% from March 07 to March 08. It's declined for now, but I'm happy with its performance relative to that dog called the S&P 500. There's not really any comparison. S&P DD:60% est S&P return:-48% PTQQS DD:33% PTQQS Return:47% Night and day difference. Beating by that much is a lot. So yes I trade, but the only way you can believe me is probably by looking at that.
this screen shot i've posted is like 5 years old. i have no idea,where the script is. but it's doesn't really matter. what matter is the size.take a closer look,you will find the trick... it's 10% of equity per trade.
I agree with you on Paris, but I don't function in the cold winters anymore. The more time we spend with the Brazilians the more we enjoy. Their priorities on timekeeping and efficiency needs a tune-up but when it comes to enjoying life they are hard to beat. regards f9 regards f9
Well, you know my opinion. It's a fake system, and if it's not yours, then don't believe it, because it's total bullshit.
Only one? Look at the attachment. emini ES futures, commissions and slippage included. It was profitable before Aug 2000 for a total of 12 profitable years. There are thousands of profitable TA systems out there. But don't worry! you'll probably never develop even one, just like most hedge funds will never do. The more people disregard TA and mechanical systems, the better!