Recent content by WRey

Nice results! Is it correct something has changed on the global profit take(on CT)? It now also takes losses, decreasing the rlzd PnL? Something that I think didn't happen in earlier (CT) versions? Please correct me if I'm wrong. You're absolutely right, curve-fitting is not the right...

Hi Tom, Thanks for the explanation! I agree with you on the fact that trending games are very difficult to be and remain profitable.. As you will always have the possibility that the trend won't continue and retrace after you just opened your position. To overcome this most strategies...

Hi Tom, I've been following your threads for a long time. Your project really looks interesting. I like seeing all the progress you've made. The implementation of the random walk was really impressive. I noticed in some of your results a relatively large amount of the PnL is determined...