Trading probabilities

.They are all trending systems look for trends , whichever logic finds the trend enters it first.curve fit over 10 years on 50k trades?

 

Enter open trade.

 

highly unlikely but still possible. My suggestion would be:

1. Still take the first trades in a forward test and use half position for those trades.

2. Rely on the backtested results and do not trade first trades and forget about the "why don't they work so well".

 

10 years = about 2500 days of trading.

If the systems are correlated then the sample is much less than 50K.

For the early periods of the trading day there might only be a few hundred uncorrelated signals.

 

Take a look at today's first attempt at the highs and the second attempt.

Same strategy.

 

Hogs , warthogs and pork bellies besides fx ,oil and dax.

 

Hello oilfxpro,

is that a custom indicator? Is it available?

thanks,

-zhao

 

It is a custom indicator , it is not available.