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TA? Discretionary?

Discretionary, event driven? I am thinking about doing this, where do you get you tips/suggestions.

That's a big edge. What do you do, what's the signal count.

Sharing is caring, let's see yours.

I should have added one too :), keep on posting!! On a breakout with R:R 1 (TP) :2 (SL) , I would need to win at least 66.67% of my trades to break even. Win rates are currently in the range 80 ~ 85% so my edge would be 85% - 66.67% = 18.33% Edge. Example Calculation If I enter 200 trades a...

Hi Folks, I hope you are all well and good. I was just curious to ask; if you would willing to share the percentage edge you currently work with on your best strategy. Just so people can have a rough idea of what a reasonable edge looks like.

Thanks for the post. That's a great idea, and something that incorporates ^ would probably be a good way to go.

Hi, thanks for the post. I think that even the best strategy is fit round data from the past. If the past market conditions were different then the filters values would be different to the current model values. So there re conditions in which your model will work optimally and those that it will...

Hi folks, hope you are well. Do you guys know how one can shock test a trading signal model against unseen market conditions. Most models will be developed using history data for an asset and will rely on the replication of the market conditions on which the models were created to an extent...

Thanks for all the contributions. I tried/considered all of them.

Hi, the filters setting are different. The process is to find the filter settings tht have edge on different pairs. So I am trying to expand an approach that already works on live trading but has few signals. Yes I haven't considered that. Most of my data includes those anomalous events. I...

Thank you for this post. It might be an interesting idea to include a tool to monitor the properties of the current market versus the market conditions over which the models were created. I could look at how the back test performed without the application of my filters, monitor the win rates...

Hi Thanks, that was in reply to @tomorton.

It doesn't really matter what approach you take, so long as you make money in the long term. I am of the view that is important to prove a statistical edge before committing any reasonable capital to trading activity. It is quite hard to do this with lines subjectively placed on a chart...

not TA based. based the application of maths as stats to over 16 yrs trading data.

Where are you active now. Which markets.

.....mean reversion....rather

Thanks for the post. No it's not for every moment. It is for particular moments on each pair; breakout trading on a pair for example. So trade 3 different moments currently: - break out - breakout continuation - reversals

Looks like there is a reasonable edge and I should just accept that is will not work on every pair. But it would probably be wise to understand why the outcomes are as they are.

Thanks for that.