Poll: I trade only properly optimised systems

Discussion in 'Strategy Building' started by OddTrader, Nov 29, 2006.

Trading with properly optimised systems?

  1. Yes; That's the best way for consistent profits.

    16 vote(s)
    42.1%
  2. No; Don't even think about it, as you must be kidding.

    14 vote(s)
    36.8%
  3. Probably; Looks a pretty good and practical idea.

    3 vote(s)
    7.9%
  4. Unsure; What are you talking about?

    5 vote(s)
    13.2%
  1. Do you trade only properly optimised systems? :)
     
  2. Please give an example of a system that is right on the borderline between "properly optimised" and "improperly optimised".
     
  3. empee

    empee

    Isn't this an oxymoron since you can't optimize a system? (Ie you can only optimize it for backtested results, not future).
     
  4. If it's properly optimised, it's probably over-optimised. So no.
     
  5. If it's properly optimised, it's not probably over-optimised. So yes? :D

     
  6. If your definition of "properly optimised" is the correct one (rare), then YES. :D
     
  7. Nobody would know the future, whether ot not trading with an optimsed system. So yes? :D
     
  8. The alternative to back testing is fantasize and hope.
     
  9. Personally I would consider that basically every trading method or system that has been trading realtime for a period of time should have been evaluated "tested/ proved", whether by computers, manual, eyeballs or profits/ losses.

    And any adjustment or improvement that has been made during the process of developing the method/ system can be considered Optimisation to certain degree.

    Saying that trading a system without Any adjustment/ improvemnet (aka optimisation) would be beyond my comprehension.

    That's why I think practically every profitable system is probably a properly optimised one. :D
     
  10. Or forward test on a good sim, which I believe even one should do after backtesting, atleast for a couple of weeks.
     
    #10     Nov 29, 2006