Recent content by ourson

Wow, Thanks a lot to all of you. It really helps. I will definitely try to forward test it. Thank you ronblack for your detailed comments on the statistics. One thing is for sure: there is absolutely no filter nor optimization in my strategy. What clearly affects the win:loss and sharpe ratio...

To stevegee58: You are right, slippage is key and I will try to integrate this. To Big AAPL: No there is no compounding but 2004-2006 were poor years for this system. What type of elements should I bring here for experienced traders be in a position to better assert the "robustness"?

Last one... Thanks once again. Performance All Trades Long Trades Short Trades Total Net Profit 131094 31634 99460 Gross Profit 835462 393206 442256 Gross Loss -704368 -361572 -342796 Commission 29836 14936 14900 Profit Factor 1.19 1.09 1.29 Cumulated Profit 567.28% 55.96% 327.86% Max...

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Some more...

Hello everybody. As a newbie, I do not actively participate in this forum as I still have much to learn before being in a position to give some advice. I am writing today in hope of getting some constructive feedback on the statistics of my first automated trading system. It has been...

Hello everybody, I am a Newbie and am also very much interested in finding which instruments are the best to trade. To be honest, Forex seems appealing and fees and commissions are lower than for equities and futures (although I might be very much wrong....) . What would you recommend for a...