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My focus here is not the system. The system performed badly in walk forward. While I think this test is not a firm evidence against the reliability of the default Genetic Optimizer in NinjaTrader 8. And I will need further tests. It is my first heard of the generalizing, though, much...

Hi dtrader98, thanks for your reply. It is clearly the second condition you mentioned. Parameters generated by Gen Optimizer is some value in between the scan steps. And the problem is, those slightest changes in parameters, produces huge difference of performance(far more better than the...

Well, another reliability to test. Will try to test that sometime. Thanks buddy. I am not a programmer. I tried to run backtest on R, while unfortunately those financial packages have many bugs. I tried to develope my own package, but the functions are very limited. Python sounds cool, but...

Hi Everyone, As there are traders said that the Genetic Optimizer in NinjaTrader 8 is not reliable, I tried to test it myself. With the same strategy I am using and same scan range of parameters: Para1 [0.0001, 0.01] step=0.0001; Para2 [1,10] step=0.1; Search Space=99*90=8910; The default...

Well, as a lazy guy who do not want to track all the news or even insider info, I think this is case I want to avoid. That is the reason why I do not want to trade a specific stock, only index futures or forex futures.

Well, I believe the 200 days SMA is very good to denote a long term trend. While what I aim at is something like 5 mins to 4 hours. The thing is, you can find a indicator to catch what you are looking for, meanwhile there are more cases(noise actually) included, cases you want to filter out.

Thank you They ! Definitely, I will give a try.

Hi J, thank you. I am surely interested to have a try. Although I know something in basic statistics, but still have no idea how to do this. Any further information or a thread ?

Thank you for the advice, tommcginnis! You surely have a point that many gurus have emphasized. I am not sure whether I will have the guts to do random entrys. So, I think I still need some system that is at least profitable, and combine money management and other things together later.

Yes, I know there are many discussion stating that "trend" is subjective, and even unable to define. But what, if I just want to find a way to describe what I see in a chart? For example, the EURUSD 5 mins, 1h, 4h? There are time when the price is experiencing long consecutive periods going on...

I guess screening out the noise, in your words whip saws, is the hardest part for trend following systems. Maybe, you would need to test one or another filter to exclude those unwanted trades, but even that, there would still be many left. And that is the nature of a trend following system?