Is that scaling? Was the last part of the last year super trendy and the first part super choppy and that's why it lost money at first?
I thought that the following below was a good point made by cutten on another thread: Saying that, the examples posted in this tread can make money but I believe it has a limited application. Chop does kill it. However chop can also be worked around if you know how and in the correct environment.
This is another simple glorious mechanical system that may or may not work on a certain instrument on a certain time frame. It may work for a while or not or die soon, who knows. I see nothing special. Anyone can write a system in a few hours that makes money backtesting. Consistency is the problem and actual results going forward.
Iâd like to give you tips, honestly, but Iâll give Cutten again credit for the following line of his wisdom: It can be done â working around chop - but think laterally and away from conventional wisdom. It has taken me months to work it out, but in essence it is simple. Ideas often come when I'm in bed, half asleep, undistracted. Write down your ideas, and edit those ideas again and again and again until it falls into place.