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Don't get me wrong august. I've run a lot of out of sample tests and I'm just saying that, considering the amount of expectations you are having at the first time( like I was ... ), system and automatic trading are reward-limited, BUT are DEFINTELY WINNERS on the tests I've run( just a little...

That's a perfect summary of what I'm thinking at the time... But you can find better strat than mine... I don't know. Now, I am thinking that trading is "really" for wealthy people. If making 10-15 % per year is alright for you, then go ahead... I f you're comin' up with 10K( at least, I'm...

What is the purpose of intraday systems? take one of your system through a 200 optimization solutions report. Typical results would be 140 positive expectations for a daily timeframe and 50 positive expectations for a 30 min time frame... But since the very first result showing a 200% return...

With 3-4 years under my belt trying to program reliable trading systems( profitably but not knowing if it's due to my systems or just a distribution anomaly ), I would say that watching a trading system developper with 8000 + posts saying that he is unable to be profitable after commissions is...

I have an other question : Who believes that a system presenting a 10/1 or 20/1 ROA on 1000 + trades on a single stock, future... necessarily involves a subsequent edge for this product?

I am not sure that the smoothness of the Equity Curve is the thing to watch. Of course, it's a good indicator, but i don't know if it translates edge. Perhaps more the difference between z in backtests and z in out of sample...

"If both longs and shorts rank 70% or better (20%+ better than random) then you might be looking at a edge." Thank you MustPlayOptions, that was the kind of rule I was looking for. I hadn't noticed your thread at the time. I know that "edge" doesn't mean better results, just more likely to...

I was wondering if there is a numerical approach to prove that a system has some fundamental causes, bias... ? Can you sort systems in "edge systems" and "fitting systems" just out of the backtests result fields? I'm asking the question 'cause I do exactly the opposite. I consider the...

I've read the entire thread and I still don't know which calculations of profit Stephen was referring to... If it's making 1 % a day considering the margins involved, like making about 11000 $ a year or so trading one ES contract on a 500 $ margin ( with a 20000 $ capital, which makes...

Thanks too Bruto, I was searching this kind of website.

TradeStation will soon provide a fundamental database( don't know when... ). I was eager to develop fundamental systems as it was new to me.Why do you think it's not a good approach? What does the world "semantic" means ?

It is regarding any kind of trading...E minis permits more leverage than stocks, but the goal remain the same.Stocks are better IMHO. There are certainly guys who have done 1000 % or more one year . They are no genius at all for most of them , they are just anomalies of P§L distribution ...

Most of the times, when you first go live with a strategy, there may be a continuation of the current profitability of the system, at least temporarily. Like for 2 months, the bot continues to work with almost the same reward and then gradually stop to produce gains and enter in a DD. It...

If you consider the value in dollars of the average daily range, ER2 daily range = 2.38 * YM daily range on the last 500 Bars.

Those making 240 % consistently year after year may not exist at all. Instead, Look for 50 % per year ( hard but achievable ). If there are people making this kind of performance, they are obviously self taught, you will probably never heard of them and there's no way they give any...

What about asking the computer if one technique is successful? I think it's time and money consuming to learn it by yourself.I would probably not be here if I had decided to test all my ideas with real money.

Actually, when you first own a backtesting software, you realize that most of the ideas you had about how to trade were false . That was my case at least, but I've just been discretionnary for 2 months. Here are some examples of commonly used principles that are totally false : - You have...

"Also you could add additional strategies that trade concurrently, something that a human may not be able to do easily if at all." That's the main purpose of automated trading. No human is able to enter like 200-300 orders per day and have such consistency as a dozen of uncorrelated systems.

Sad... really sad... Random things why I think it failed this time: - You were not enough capitalized - You didn't know when you would stop the system( I think you still haven't hit your historical DD ) - You are too focused on every single trade...

Hello , I am a systematic futures trader from France interested in stock trading. I've never traded stocks and I would like to know how credit interest rate works. How can you incorporate credit interest rates in backtests? For TS, it's 1.5 %, but how do you calculate what...