What constitutes edge / why is my system working?

Discussion in 'Trading' started by radiusvector, Dec 28, 2017.

  1. panzerman

    panzerman

    I would think "Buy Low, Sell High" always stays profitable through time. However, since low and high are relative and not absolute (except for 0.0), what are some ways to differentiate the two? I use a highpass filter, but then I'm only break even as a trader.
     
    #71     May 16, 2022