Ad1. Indexes, currencies, commodities, bonds. It also work on most stocks, but I don't trade them. Ad2. Daily
If you using a system that works only on some markets and only recently, that means you exploit inefficiency that appeared on those markets...
Closed wheat with loss -2523 Account Value 224k
Closed tnote with loss about -1500 Account Value 224k
Closed corn with loss -3385 Account Value 208k
Strongly disagree about "too much data". If I could I would be using 100 years of data for backtest, simply to make sure the strategy is robust.
Sold corn @ 635.58 Sold wheat @ 635.88 Account Value 205k
Not sure what you mean by engine's drawdown, but yes, strategy had more than 60% drawdown before and current drawdown is confirmed when...
Sold GbpUsd @ 1.5732 Account Value 208k
Sold silver @ 32.92 Account Value 208k
I think about more as a kalashnikov. Loosly connected parts that work in -40 C (Germans had a problem with their precisely manufactured guns in...
Interesting. I also believe that markets change, nice comparison by TK to number of Aces. I optimized all parameters of my system to get about...
Hasn't happened yet. I will stop trading if account value drops below 50k.
I wonder why and honestly I'm not sure. Could this be because with trading systems "buy & hold" is better than trend following? Or is it because...
I did some more tests and took into account only long trades. Profit factor jumped to 12, so all looks fine. Below are two columns: equity at...
Hmmm... Equity curve trading. I heard about it, but never toyed with the idea. Below some statistics of my trading system trading its own equity...
Below equity (no commissions) from 1929 to 1940: corn, djia, nikkei, silver, sp500 (should get more data, maybe will do in the future). It's the...
Closed Gold with loss -3461 Closed corn with loss -6670 Account Value 206k
Bought S&P500 @ 1373.35 Account Value 213k
Closed wheat with loss -2500 Account Value 211k
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