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oops..I don't speak very well.. trend

Are they really trading? trend:confused:

Good idea. Can you add that! trend

Thought people might be interested in this poll. Just wondering what kind of positions people had before the Globex Problem!! Good Trade! Trend

How is he gonna trade $SPX?

See if you can get similar results on SPY or the ES. This will help you. You also need to have more trades. How many years of data did you test the system for? Good Luck. Trend :)

Just wanted to add another quote,"We can add 500 lots and we'll be rich!" LOL Trend

Thanks. I see a lot of this at a prop. Especially with the youngsters. There favorite quote,"I will make millions in a year!" LOL Trend

This has nothing to do with evaluation but some interesting things happening to my systems that I don't appreciate. My systems are working fine but I'm getting more size as the system performs better. It's nice to trade more size but adding size to a system is different from adding a size to...

cool. trend:D

Spreadem, I've been trading and developing day trading system. My systems generate an average of one trade per day. Commission and slippage is very hard to overcome when I trade more often. How many trades do you generate a day on average? Good Trade. Trend:)

hmmm...... What kind of time frame do you develop systems? Is it a Daytrading system or does it hold position overnight? Good Trade. Trend

Nihongo de PM shitekudasai! PM me in Japanese. Trend

Dude, I don't know what you're saying. What do you mean by borders? Trend

Max, Cool! Thanks . Trend

acrary, Thanks for the info. Your comments are very helpful. Good Trade Trend

Well...need to get back on topic. I'm getting a lot of things about optimization but does anybody use MonteCarlo Sim? I use this a lot when I evaluate systems by random testing trades to see if I have a system that won't rely on outliers. I usually run 1000 different tests. I found this...

Max, 1. How are sorting the data when you use XL? Can you provide the name of the free software? 2. How do you choose which parameters to employ? Do you have a specific system or it comes out of experience? Thanks. Trend :)

I threw out a lot of systems because it wasn't applicable. The one's I threw out were too hypothetical. Trend

Maybe I sounded like I'm against optimization. Not really... I believe it's a matter of how you evaluate systems. I use XL and run optimization on a basket of systems or for a portfolio(I'm really careful with this). Haven't run optimization for a parameters and most of my systems don't...