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Usually when I try to "improve" one of my systems by adding some filter (eg. daily trend) to take a trade I end up making the system worse.. Frustrating.. It seems the idea should work almost straight away as it is without filters or improvements for eg. daily trend or then throw it in the...

Good luck relying on your gut when you are trying to beat bots that can calculate exact odds for every situation. When your intuition thinks it sees a reoccurring pattern there is someone else who can give exact statistics on that "pattern".

whoa! not a bit overkill? OOS: Netprofit/DD

and their system status page says everything ok. Improving uptime-stats by cheating that way.

If such PF and Sharpe happens every now and then and at least breaks even otherwise your livetrading should be real successful?

Is frost seriously trying to develop strategies using RSI? I was mistaken, thought the debate was more advanced.

I see your point, not sure if I can agree yet though. Need to do some more research. I just hate the details:)

Braincell you seem to think CPU power is the answer to the problem. After seeing what a simple optimizer can do to curvefit a simple strategy so it doesnt work out of sample I am convinced CPU power is not the answer.

austinp is a vendor, pretty much proof in itself that he is not a successful trader, making money selling services instead of making money trading. He would probably also say whatever is needed to get clients. So, IMO please dont encourage him to write more.

Hi, I have actually seen a similar thing in a strategy of mine, not the same instrument but in a correlated one. Some general comments: It appears based on your comments and the results, there could be an element of curve-fitting present. However, there could be an edge, BUT maybe it is...

Hi, Also think the attachment was forgotten

Hi, Here you have some more questions:) Did you run it trough an optimizer? Did you test it out of sample before forward testing?

those are not brokers, but bucketshops

At least I have not told IB whether I am automated or discretionary so either they have guessed or I am not included.

tnx, will do

Hi! I have run into serious datafeed connection problems with the new TWS versions. Would anyone happen to have TWS version 920 on their PC in some download folder or something? I would be very grateful for this.

I know mostly failed traders so cant help.

Hi, Imo it looks ok. Maybe PF is a bit low, not leaving so much room for error and also after DD can take a long time to recover. Which will require lots of faith and patience.

Gotta love these broad blanket statements pretending you are some kind of guru. Reality check: Average hedge fund was down 9% 2011.

I use to play with "the little guy" as well. Not wanting it to become fatter but a bit more length could do.