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Good suggestions. This current strategy has ONLY a time-stop. However, soon I will need to start building a more logical exit. Will explore the use of continuing a time stop.

Is there little interest from the general community for exploring this type of strategy development? Or is everyone just waiting to see where this goes?

Any thoughts on parameter combinations to try? Think of this as a bit of black box in which you think of some indicators or values that "might" have relevance. Then the system tests through looking for patterns and tells you if there is any edge there. I have tried a lot of combinations that...

ronblack, The experiences I have had in the past is that when you have a curve fitted strategy, simple changes such as: 1. Changing length of bars (from say 5 min to 4 min) 2. Changing instrument, even if highly correlated Would produce horrible results. This is because the good results...

Abattia: Curve fitting is a real concern with this type of strategy building. However, I am highly confident in the safe guards I have in place to guard against this. Keeping in mind that curve fitting is not necessarily bad. A pattern is nothing more than identifying past actions that have...

The first attempt at using this method can be viewed in this post: <a href="http://thestrategictrader.com/technical-analysis/trading-strategy/rsi-pattern-strategy/722">RSI Pattern</a>. There were over 220 statistically significant patterns generated. The patterns were generated using the...

I have struggled for years with developing profitable strategies. Many times I have found what I thought was the "holy grail" only to crash back down after further testing/live trading. My recent threads being no different. However, with a new year approaching, I am back at it again. This...

After spending a while filtering out trades using patterns discovered through my pattern searching software, I realized I was going about this the wrong way. The patterns being discovered were not only great at filtering out losing trades, but were in-fact better than the underlying strategy...

To build a profitable strategy you start with as MANY entries that have a statistical edge. The entries were picked in a way to ensure that the results could not be generated randomly. Random results can yield very strong equity curves but are nothing more than random. You will not find a...

I think the main issue is this was meant to be a starting point. The strategy is still using 5 bar exits for crying out loud. First identify an edge, then you look for ways to milk that edge until profitable. More thought was put into getting the # of trades high than anything else. Using that...

Its been several days since I last posted. This thread is not DOA. Just taking some time to fine tune the next steps. Building a strategy is not fast. Especially when utilizing my custom pattern recognition software which sometimes diverts my attention. Had a bug to work out past few days...

The idea of "curve fitting" is not necessarily evil by definition. I rely heavily on curve fitting to identify patterns. However, there is a right way to do it and a wrong way. When you apply the 30 threshold to out of sample data (data not tested to base your decision on using 30) how does...

Over the years, I have been asked to be more open about my strategies. In this thread I will be detailing a new strategy I am building from scratch and completely open to the public. All aspects including the final source will be available. I am hoping for a lively discussion about the...

all of the knowledge I refer to should technically be public. For example, the IP that could put them out of business or materially affect their bottom line is out there in the public. They are already granted patents. Anyone doing their Due Diligence "could" find it. Just with thousands of...

If you work for a privately held company, and through that you know important details about a competitor and "lack" of a competitive advantage that competitor has in a market due to your own companies superiority, is it considered insider knowledge to act on that? IE short the shares of the...

What I am discussing is prior to building a strategy or an entry criteria. Lets say you were given the ability to know with 55% accuracy next bar is up, and 60% accuracy up in 5 bars. What are the ideas in how you would approach that problem to best utilize those slight percentages in your...

If you knew with absolute certainty in a given market that with 55% accuracy the next bar was going to be up, and with 60% accuracy the price will be higher than now at the end of 5 bars. But knew nothing else.... Could you build a strategy that exceeded slippage/commission? How would you...

What methods did you use to drastically improve your expectancy per trade? Did you add filters? Simply put your limit order x ticks below closing price (since you said most trades go against you a good bit). I assume additional filters, however through this trial and error were you applying...

Figured I would get beat up some here. It was a big mistake.. however, being 24 hours past the issue, several networks are now trained and the results are looking good. It will not be the insane results I showed previously, but I would not outright dismiss hitting the 300% goal I set forth in...

I believe I am about to get hammered with a lot of "told you so". I have both good and bad news. First the bad news, all my current neural networks need to be retrained. Apparently I had a spot in my NT code that went too far on a loop and ended up with a negative index IE Close[-1]. Instead...