Recent content by omega_350

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    mean reversion 04/23/2013-until

    I have designed a mean reversion indicator and subsequent strategy that is low frequency over about 15 futures markets, the variables are weighted based on my theories of price and extremes. Anyway no trolls please just questions, answers and feedback. The strategy has been running since...
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    The Art Of Trading

    Thought this was insightful and interesting THE ART OF TRADING 1)Moral strength and intellectual faculty are important and decisive in trading 2)Never approach thoughtlessly or recklessly, trading should be preceded by measures designed to make it easy to...
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    Machine designed strategies. Do they work?

    for me i would never completely trust any automated system entirely i suggest use a algorithim to enter with a high probability and trade your exit based on your market knowledge or other factors
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    Can't Believe Mean Reversion Backtest Results

    THANK YOU ALL FOR REPLIES EXTREMELY HELPFUL AND I SHALL TAKE HEED TO THE COMMENTS SPECIFICALLY RUNNING A LIVE SIMULATION FOR A FEW MONTHS UPPING MY SLIPPAGE AND TRYING TO WORK ON LARGEST DRAW-DOWN ANY SLIPPAGE SETTING SUGGESTIONS FOR A STRATEGY LIKE THIS PLUS ANY QUALITY READING ON STRATEGY...
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    Can't Believe Mean Reversion Backtest Results

    THANKS A LOT I HAVE BEEN RIGOROUSLY TRYING TO DISPROVE THESE FINDINGS EVEN THOUGH I CHARTED THE CONCEPT ADJUSTED PARAMETERS UNTIL I SAW MY THEORY IN ACTION BUT THIS IS ONE OF THE FIRST STRATEGIES I DESIGNED THAT HAS ATTAINED THESE KIND OF ROBUST RESULTS WITHOUT MULTIPLE DEGREES OF FREEDOM AND...
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    Can't Believe Mean Reversion Backtest Results

    I FINALLY STARTED TRADING STRICTLY WITH ALGORITHMS FOR MY ENTRIES AND I DO THE REST AND I HAVE 14 DAYS WITH OUT A SINGLE LOSING DAY AND VIRTUALLY NO STRESS ANYWAY I HAVE DESIGNED A MEAN REVERSION STRATEGY FOR THE ES AND ZB AND I CANT BELIEVE MY RESULTS ON EITHER ONE ESPECIALLY THE ES PLEASE...
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