Recent content by Here2learn

Earlier you talked about using multiple entry limits, grabbing pullbacks, and scaling in. I am onboard with that. But, how to attack multiple short term exits? Recommendations on scaling out and determining multiple exits in very short term positions? Base exits on s/r levels, or on size of...

Thanks for the opinions

Helpful diolague to learn from both viewpoints.

So I am gathering that the preference is to trade the spread rather than a single leg - and that a longer time frame is needed. My previous attempts included intraday spread trading and found the round trip slippage, especially with market orders, is too great for intraday trading. That's why...

I'm currently looking at pairs such as CL/HO and CL/RB using CL as the lead. My analysis has been mainly based off the delta between the individual % change for the correlated instruments and potential trades as the delta expands. Just looking for a point in the right direction to take this to...

Is anybody profitable by identifying a leading instrument and trading a correlated lagging instrument? Just taking a position in the one leg of the spread? What type of statistics/modeling would be best to analyze this type of trade?

Ok, so I tend to believe that the market is somewhat of a living thing, or at least a personified thing that exhibits different behaviors at different times(if we only believed in red/black and that each tick was independent of the last, then there would be no point in ever looking at historic...

Thanks, it seems to me that the most difficult part of trading is all centered in market behavior of each day. Discipline, strategy, direction indication - all of these can be built into a system. But still, the system is only going to work under certain market conditions/behaviors, which as...

I have been running some analysis on the ability to average up or double down on strategy performance. In other words, if my strategy performes well one day, then I should have increased confidence in it the following day. Other varients I have been looking at include: -If strategy performs...

I could use some further explanation, especially regarding conclusions d. -> g. Thanks

yeah, this is a great point that I was thinking on as well. The optimization can add aditional risk that you miss the move your strategy was orignally looking for in the first place. The other thought is that if the parameters don't change enough so that they still capture all signals, just a...

For clarification, is that to say if you have a strategy that consistently breaks even or better(less commision/slippage) across multi-assets, multi-timeframes, and multi-parameters, that it is a viable candidate for walk forward optimization??? Note the word 'multiple', not 'all' time...

Good comments from both of you! Yes, walk forward optimization is exactly what I am talking about. I think as you said, braincell, the way that the backtest fills orders is key. I have a lot of trouble getting accurate backtests due to the fill accuracy, so maybe this is not a good idea...

Does anybody intentionally curve fit a strategy to optimize results for the immediate time period. A thought I've been toying with is to backtest a strategy for the most recent five days and cuve fit it to those five days and use the resulting optimum settings to trade the sixth day. Or...