When to Stop a Trading System

Discussion in 'Automated Trading' started by SimpleMeLike, Nov 13, 2022.

  1. So which win rate you think is trustworthy? I have a few systems around that figure.
     
    #21     Nov 14, 2022
  2. Good Morning Q.E.D.,

    Thank you for the response.
     
    #22     Nov 14, 2022
  3. Good Morning TrAndy2022,

    Thanks for your response.
     
    #23     Nov 14, 2022
  4. smallfil

    smallfil

    Had a trading system once, that had 80% win rate. I thought it was pretty high and suspect. Backtested it manually on 118 trades. Still got good results. I though then, that even if the win rate went down, it should still be profitable. So, I traded it using small amounts to actually, test it real time. I had 7 live trades, 6 of which were losing trades. Only 1 was a winner. Reviewing the trades, I saw the the slippage was huge and that doomed the trading system. I dumped it right after. Nothing like trading it live to see if it really holds up during market conditions.
     
    #24     Nov 14, 2022
    rb7 likes this.
  5. Hello Businessman,

    Thanks for the response.

    Yes, I am thinking of sticking to rule of if live results shows 2 times drawdown, stop the system.
     
    #25     Nov 14, 2022
  6. Hello Gambitman,

    This is a very good comment. Thank you and very Good point.
     
    #26     Nov 14, 2022
  7. Hello Businessman,

    The net profit is the total for 16 years of historical back test. Lol, I wish it was for one year.
     
    #27     Nov 14, 2022
  8. Businessman

    Businessman

    If only high win rates like 60%,70%,80% (with at least 1:1 Risk Reward) were possible with a mechanical/automated system.

    Trading would easy and we would all be rich already.

    But we all know trading is not easy.
     
    #28     Nov 14, 2022
    SimpleMeLike likes this.
  9. Hello Businessman,

    I like to keep an open mind and not know anything when it comes to trading. Anything is possible.

    I believe there are traders rather it be discretionary or automated system trading with win rates from 10-100% that is making a lot of money and rich already.

    Just because I can't achieve this win rates and results, does it means it does not exist.
     
    #29     Nov 14, 2022
  10. notagain

    notagain

    Consistent profit factor is the key.
    Good 16 year average profit factor means you could recover from a bad drawdown.
     
    #30     Nov 14, 2022