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Actually, I've experimented with other strategies as well, e.g. hidden markov models, factor models etc., but all of which has not proven to perform equally well in back tests. I strongly believe that finding good strategies is just as much luck and hard work in addition to talent, so it's...

Oh, thought it was understood I referred to the thread starter...

Thanks for your feedback. After the big drawdown you can see in Aug, I adjusted a few parameters to make it less aggressive, and ever since kept things more or less constant. The interesting thing is, if I would have stayed out of the market on days where the VIX is 16 or higher, the...

Can't agree more! It might be possible to trade in the opening, but my current strategy tells me I should AVOID it...as you said, only back testing can tell...

How can the broker/dealer find out the strategy if it's residing on a different server?

Hi all, I have been trading ES with an automatic trading system for the last year, please have a look and let me hear your verdict! The attached image shows actual net performance as from broker. For the actual trading, performance stats are as follows: KPI Actual / Benchmark...

Who? Me? Why would I?

Do you have a chart showing your equity curve over time?

Interesting development. What's your strategy based on?

These two are not indicators of a correction. Assets have been widely correlated since the Lehman crash in 2008. And volatility doesn't say anything about market direction.

On this forum, I see a lot of people discussing various trading systems etc., but see very little discussion about actual trading performance (especially over extended periods of time) and the underlying systems that generated that performance. Does it mean that those that are profitable don't...

Cannot agree more. Trading means finding the optimal balance across all your algo parameters. In an ideal world, you wouldn't need them, but no system is perfect, so they are indeed essential. Those who claim otherwise probably don't know what a 2-percent drop means for an e-mini futures...

Although I was asking for more specific feedback on the performance in my case, I appreciate your overall reflection, although I beg to differ on a number of points: 1. No system in the world is perfect - not even those used by large investment banks. These also tend to blow up from time to...

Hi all, I have been trading ES with an automatic trading system for the last year, please have a look and let me hear your verdict! The attached image shows actual net performance as from broker. For the actual trading, performance stats are as follows: KPI Actual / Benchmark...