Recent content by Carneros8

lets say you have over 1000 trades for the course of 1yr. How do you go about analyze your trading system? Do you look at every single trade? Do you look at your best days and worst days? And what attributes do you look for among your sample to improve your system? This is usually meant for...

Ideally, the set of optimal parameters and decisions for the first part of the backtest period is also the optimal set for the second period, but things are rarely this perfect. The performance on the second part of the data should at least be reasonable. Otherwise, the model has data-snooping...

tomorton, I'm getting to understand the ATR stop, but please help me so I can understand it in completion especially the trailing ATRs. My understanding is that upon opening a trade, you look at the ATR value and you set your stop to 2x that value. That is understood and clear. However, when...

what if you bought the exact high upon entry?

This is meant for intraday, using a retail platform, with futures.

How would you categorize your strategy? Please vote below: 1.Identify trend then go with the trend 2. guess where trend might stop and play the reversal 3. rangebound scalping

how long are your trades?

This is for initial stops only. Such as where do you place your stop as soon as you enter the trade. Once in the money or as the trade progresses, maybe things can be handled differently or in other ways

pardon my ignorance, maybe it's early in the morning, so I think that is a separate discussion.

it is an art to properly set them. but yes, it needs to be done, i guess like putting in brakes in the car. This question is especially difficult for trend strategies as you need to give room to the whipsaws and of course, still stay in for the trend...

can you describe more about ATR20? Do you mean the 2x the value of ATR20 upon execution of your strategy?