Recent content by tradegee

How can you prove that?

In all your years of trading, you never managed to understand MAE and MFE. That is the only certain thing here.

With your understanding of statistics, why did you not start running live trading in parallel with the paper account so that you could track in realtime any statistical negative deviation of live? If you are producing a positive paper result (arbitrarily) 1000 trades in, why not run a live...

Hi. What was your initial equity? Sorry if I missed that.

The system has very low time in drawdown and recovery time in general. I have a specific deviation calculation I will use for determining whether the system is tracking adequately or not, so out-of-bounds drawdowns mean the system is turned off for monitoring or shutting down totally. I expect...

I'm at the end of an optimization and testing period. I'm coming up on a tough problem. I have a large number of candidate systems that have passed a high bar for trade performance, expectancy, and risk measures. Comparison seems asymmetrical. For example, three candidate systems might have...