Recent content by Revolutionary

Thanks for sharing jcl!

jcl, can you tell me more about how to do walk forward tests? Does that mean you are actually trading your strategy with real money? Or are you papertrading your strategy? Or maybe something else? I'm still in the stage of backtesting a strategy but when I'm finished with that I want to start...

@jcl: Are you talking about live results with real money or results from backtests?

@ schemer: Yes I agree, it all depends on your objectives. Take a look at the MAR ratio of your system with and without leverage. The MAR ratio is calculated by dividing the CAGR by the largest drawdown since inception on the strategy.

I don't fully agree with schemer and Bowgett. Trading with a high leverage does not automatically mean that you trade with higher risk and therefore should get higher returns. In fact there are many traders that trade with higher leverages (up to 1:200 in Forex) and have smaller annual...