No, you could have two "breakout" systems with slightly different conditions for long and short. Or you could have a "long term, long only,...
If they are mirrors, and you backtested set capital, I think you would want to keep it that while trading. If they systems are different and...
Not sure what tEWT does now, but I would interview if I was you and had the chance.
Depends. Are the stratagies the same/mirror images of each other? If one is trend following and one is range bound, teh answer is different than...
It all depends on your long term view. If you want out, sell optiosn equl to teh exercise so that you get all of the premium out. Then in effect...
Just like core cpi vs regular cpi. Lets strip out everything we don't like!!! No matter if it is the mowst important part!!
Touche. I'm working on creating systems to trade/add. I'm sure it also depends on what systems you have etc. I was looking for direction in...
You could just drop any stock that drops below $20 or something like that. That way you stop trading it before it gets delisted. You get rid of...
Because both of you guys seem to be pretty good on this stuff, when adding systems, would you prefer to add a negativly correlated system, or a...
I'm not quite to that point yet. I have a couple of more things that I will try before I really give up on it. Not sure if you would like it....
Thanks for the reply. It is a mean reversion system. I seems so weird that it survived (in theory) Through the tech bubble, the tech crash, and...
Rottman the founder wsa very big in eurodollar options. Not sure how good he is now thought.
I should have said that "it was trading". It has been all backtesting. But I haven't optimized any parameters, so I don't think that was the...
A lot. I was trading around ten times a day for around 6 years.
I wasn't implying that with the Sharpe, I could tell you the "perfect" way to trade it. (Other people around here might try, but I don't think...
No I didn't use penny stocks. I fact I drop any stock from the system if it drops below $20 Aaron I will look into the ATR. That sounds like...
Not sure if there is a "correct" answer. Couple questions that I have, How do the Sharpe and/or max DD look. Stability vs maximizing profits...
Thats a good point and might be the case. The profit went from around $120 a trade to around $10 a trade. It also collapsed very quickly. (If...
I have been backtesting a pairs/regression to the mean, end of day strategy. I started to the backtesting in 1997. The system does extremely...
My trading system doesn't call for "proper stops" that you have alluded to. It also does other things that people aren't supposed to do like...
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