acrary seems to have something that backtests well, but would love to hear what the real-time executions look like and whether all trades on the system were executed. hopefully they match - if so, looks great (obvious).
I can make a winner from one of yours unsuitable daytrading systems by applying proper filter(s). Only condition is that system has to be profitable in backtesting and give at least two signals per day( on average ). Walter
When your walk-forward tests with a statistically significant number of trades fall apart compared to the optimization period. The ratio of backtest(optimized)/walkforward test profits should remain relatively constant over multiple walkforwards. regards, laziz
IMO: This poll does not contain the one answer that I think is correct ... 5 - Yes, they are out there but they are not fool proof. Every system has strength and weaknesses, and there is ALWAYS risk of loss!
Not at all. Whether someone I don't know personally is really doing that; I can't vouch for. But, it is being done ...
Seems to be a continuation of a debate contained within the Market Wizards thread... metooxx is one of the few people who is not skeptical of Mark Weinstein... I need to see Weinstein's audited records to believe it...
The problem with that type of results is it is usually not scalable; i.e. you can't continue to compound and have all the money in the world ...