yes ES is very similar performance as they are both more or less the same instrument. I just use spy for some reason. I think because im put...
before i post up some more systems, i would first like to show the worst year for the system which was 2005 if you see from the stats on the first...
I have already verified every trade and yes code does exactly what it supposed to...... There was a couple of bad years in there but still...
Well im not scalping a couple of ticks. Ave is 20 cents id say but it changes with volatility. The slippage is in because all entry and exit...
spy report from last 12 months, see how individual years profit factors differ? Before you only see the whole 10 year curve, if i break things...
This is because there are so many trades fitted into that curve, let me post last years curve alone from same settings to give you more idea....
here is the performance for spy extra 4 years same settings........by adding these extra years, does this make it less likely curve fitted?
ive just run a test going as far back on SPY as i can (1998), so an extra 4 years, and the results are still good. Again same settings as...
well thats great news for me then if what you say is correct. Because thats exactly what ive been doing for well over a year...
i don't understand why we all backtest then?, surely if all we do is use discretion going forward we have no plan, how do we know if we are ever...
I understand, but please i was a discretion man for years and i know what you are saying. But my experience here has helped me form as realistic...
So i have fitted 10 years of data to suit and over 6000 trades to suit and fit?....Is this possible over such a large sample?, with the same set...
Im quite sure my rules are nothing like that, but how can i be sure i have not used look ahead?....What would be the one thing i could do to rule...
Well the sharpe ratio is 0.74 which i know i will recieve flack for hence i didn't want to post it. Yes it is low but like i say its not a stat...
Im really interested in what you are saying here. Im sure i have not curve fitted but i am in a biased postion so we need to investigate...
Hi, please carry on as im interested in what you are saying. I firmly believe ive found the latter but im open to being wrong. I really...
You are absolutely spot on, I am using discretion now and yes it improves. Im taking every signal but im getting a feel for when there are...
i agree that it does seem like noise trading here. But is it possible that an edge can exsist in noise trading?. I mean using volatility to...
here is the same signal trading google, I get similar performance on several stocks and still testing them individually which is taking...
here is the monthly net profit............... Yes im with you that the profit factors and win/loss needs improving. Any views or opinions on...
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