Actually I think both of you have good points. I think (and I could be wrong) using the S&P500 as a benchmark is common and is a stand-in for buy...
Which is your most profitable or favorite strategy.
you gotta love these competitions. take 1000 curve fit submissions and rank order them. voila, the top 5 must be real because, well they are the...
If you are live-trading and getting the same trades day after day and the same PL give or take a small percentage over a whole year, then it is...
I guess one thing that sticks out as others have pointed is that your average loss is larger than your average gain. You may be able to fix this...
Agreed with everything you say. If you don't back test you are shooting in the dark. And I agree completely that it needs to be done correctly. I...
remember the flip-side though: successful people don't do what dumb people do.
By the way, do you mind sharing with us the PL curve on that simple MA cross system?
I guess the reason you think so is because the number of trades is low enough that they don't add up. However, there will invariably be stuttering...
To each his own, but I personally would never consider trading live using an untested strategy.
A small stop applied randomly will kill your profits. Absolutely kill it. That's because a stop smaller than the 15 to 30-minute volatility will...
I think this is an extremely important thread, something that I thought I "discovered", and translated into real improvements in profit factors...
darktrader, have you ever back tested a strategy? Or at least have you come up with strategies that at least appear to work when looking at the...
agreed, interest and passion beats discipline 10 times out of 10. discipline gets the job done. passion gets extraordinary results.
news flash: Roubini says xx will cause a global recession, the kind history has never seen ever before. The kind that will lead to full-scale...
Statistics are used to estimate population parameters from samples. Probabilities are assigned for inference, either for predicting future values...
I am familiar with resampling and permutations, so-called bootstrapping techniques to improve the confidence on your parameter estimates. But...
Hatetherisk, I thought you said you made it big already. The way you seem to have to pump yourself up makes you look like you are still not there...
Seems to me, there was another turning point in the markets since the start of the year. This seems to mark another big shift since last August....
I may be mistaken, but Lescor has mentioned that he uses multiple strategies on multiple time scales, and he uses his discretion to decide which...
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