Recent content by halcior

  1. H

    Evaluation: Futures Daytrading Strat w/ Stats

    Wow plenty of interest.. I will try to address each person. Southall: I have seen a number of profitable systems in my time, but I can't recall any that were consistently 70%+ win rate when using sound R:R (ie. any that were above 70% would occasionally lose massively, and this would destroy...
  2. H

    Evaluation: Futures Daytrading Strat w/ Stats

    Just looking to get some feedback from the knowledgeable folk on this board regarding a strategy that I have created, to see if you think that my strategy is reasonable/tradeable/realistic etc. Basically, I am interested to know if there is anything glaringly obvious that I am doing wrong. I...
  3. H

    Daytrading & Drawdown Management

    thanks for the responses, and here i was thinking that this forum was terminally ill. i should clarify that the 14.5R drawdown, although getting up there, it was consistent with my backtesting results. the previous max drawdown is in the teens. the drawdown period has recovered and the...
  4. H

    Daytrading & Drawdown Management

    gents, i have a daytrading system that i am currently forward testing. recently, it reached an equity high of +52R. this corresponded with a max drawdown of -3R from equity highs. not bad!! a period of drawdown then followed, taking me -14.5R from the equity high. the system is currently...
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