Apologies for my late reply and thank you for your insights!
Thank you!! But isn't this the essence of backtesting? - to test whether your hypothesis would yield positive results. This hypothesis could come...
These are really useful guides! Thanks so much. I once made a 70% win rate system with a 1.8:1 win-loss ratio on a 1-minute chart with avg...
Hi Drawdown Addict, No this is absolutely fine I don't have a definite answer and the purpose of this thread is to invite discussion! I read...
Thank you Peter for sharing! want to tap your mind further on what's considered a simple strategy. For instance, say if I use a simple MA...
So you are a discretionary trader now? There has to be some sort of trading rules that you are following to place your bet. Can you not code...
Thanks! Agree.
Thanks! I tend to agree...Hence I keep doing what I have been doing, although with little to no success (as I can only breakeven in the past 14...
Sometimes I don't know if you really mean it or just trolling :)
Hey SML, I can tell you now. I curve fit for about a year and so far failing badly lol but thanks to position sizing and risk management I was...
"You might have a luck for some months going forward after testing, but that is usually a much too short period and also it happens very rare that...
Thanks so much for your pointers! i use optimization to find the average measured move from a fixed point in time to another
what's variations?
By no means am I a highly trained statistician. I do know how to interpret statistics. I am asking about curve-fitting because of what I read in...
weights meaning position sizing?
In the world of algo trading, it seems that curve-fitting is our number one enemy!! tackling that could save us a lot of money. Just curious -...
Thank you both! These are good food for thought.
Looking forward to your sharing!
I've been day trading HSI futures for 14 months now and breaking even. This has been the hardest thing by far in my life. I have never done...
Question is - what is simple? Say I have an MA crossover strategy with 3 filters (i.e. when the market is in any of the three conditions I would...
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