50 trades a month with 1 and 10 minute data is too little. IMO you should have 20,000 to 50,000. But this is not a strict criterion.
Most probably. Equity is a straight line and Sharpe should be higher. You are not being constructive making such statements. You are not well informed. I use all time frames but I am mostly a swing trader. I also use trend following systems. Is this about me or about the system in the OP?
Sorry for not being constructive, I was just lamenting about my thoughts on good systems and ET traders. I probably would of known the answer to my question if I read your other post more clearly, I just wasn't certain at first if you thought it was curve fit or 'too good to be true, then it is'. Also in recent threads, I saw some posts about your stance against curve fitting (nothing against that!), and sounded like you don't go for intraday too much, hence my conclusion (assumption)... cheers,
I would disagree with this statement. Using 1 or 10 minute data does not dictate how often you should trade. I believe you can monitor 1 or 10 minute data, but make trades sparingly according to certain models. In fact I think non-prop traders will likely make more money this way than to scalp as you suggest.
Hi intraday bill, would you say the results are impossible?, would you mind sharing how you personally go about backtesting if you do indeed do it? Can you make a comment on system 2's performance and if this too is curve fitted in your opinion. kind regards,
in case you missed it, here is system 1's (original system posted on page 1) last few days trading.................
in case you missed it, system 1's last few months trading.......... As you can see system is not ideal, and has many losing days, months. Right i feel ive posted enough stats now on system 1, perhaps just the WFO results. Please give your views if you can? Have i 110% curve fitted beyond any doubt? regards,
hi, i did a WFO test and set it for 20% for the start and 30% at the end...........hope this is right, if not please tell me the inputs, thanks. Not experienced with these tests so don't understand the stats if someone could clarify the wfo rsults that would great, cheers.