Looking for opinions on this system.

Discussion in 'Automated Trading' started by walterjennings, Feb 7, 2011.

  1. The point of limiting myself to a single timed trade per day is to maximize capital utilization from a down period on another system I am running, so this system only has about an hour to run every day. Beyond that, if it actually makes money doing a single trade using 1min bar analytics, then that is enough reasons to do it for me.

    Its possible that it is over fit, but I would be surprised if a system which I literally plucked out of the air turned out to be over fit on 5 years of data without optimizing. And honestly I think its too simple to be over fit to unique specifics on that much back data, it is more likely fit to some market truism.
     
    #11     Feb 9, 2011