Regression trees for predicting trade success

Discussion in 'Strategy Building' started by jcl, Feb 22, 2012.

  1. jcl

    jcl

    Some are good, some not so good. Today, I just see that I'm down 500 EUR since yesterday. But overall the systems earned a pretty sum since I started them - that's why I switched from demo to real accounts very early. They seem to behave exactly as in the test, thanks to WFO. But I need to run them longer, like a year, to determine that with more certainty.
     
    #31     Mar 14, 2012
  2. ssrrkk

    ssrrkk

    So how long have you been running them?
     
    #32     Mar 14, 2012
  3. jcl

    jcl

    The first since last September, since then I added a new system about every other week. The performance details of the two best so far, Z1 and Z2, are described on the Zorro website under "Income".
     
    #33     Mar 14, 2012
  4. ssrrkk

    ssrrkk

    It's interesting that you started at that time. There was a big change in market volatility around August / September of last year. There was another change in the market since January of this year. Some of my systems show a change in performance at those two time points...

    Also you have to expect skepticism at every corner. Everyone knows you are trying to promote something here so it is hard to know if you are being objective or if you are trying to put the best light on things.

    Given your knowledge of stats and math, I would assume you should be used to responding to critiques -- in fact this is the main point in defending a thesis or dissertation. And if you have published papers you probably had to respond to the reviewers' sometimes scathing remarks which often originate from a misunderstanding...
     
    #34     Mar 14, 2012
  5. jcl

    jcl

    I'm aware of all that. It is indeed our dream that Zorro gets downloaded a million times and causes some wealth redistribution. But it's clear that for this, a lot of work has still to be done and a lot of obstacles and skepticism have to be overcome. I'm not here for promoting, but for exchanging knowledge.
     
    #35     Mar 14, 2012