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Thanks HobbyTrading, I understand what the % means now. Good learning.

That's exactly correct Xela! Thanks

thank you for the link userque

Thanks HobbyTrading for the explanation. Very interesting and good learning: Just to make sure I understand your comments, I have some questions. So after I check the curve fit parameters (from testing on 3 year data) on the out of sample (e.g. 7 years) data, and the results are bad, does the...

Thanks Humpy, What do you mean 20%? 20% of what? Thanks

Morning nonlinear5, Thanks for the advice. I will keep on going and learning as I go. I will not be applying money to any strategy yet. i am low on capital anyway.

Thank you HobbyTrading for the lesson I understand what you mean. I do this changing of parameters (stop loss and profit target and timeframe) for every strategy I build and click back test. So I have been curve fitting alot for optimal performance and not knowing. I do this alot. Very...

Thank you HobbyTrading. I also played with the stop loss and profit target parameters til I found something to get best results so far. Is this considered curve fitting ? And is this a bad thing?

MoneyMatthew, You have far more knowledge then me, i am not sure what monte carlo analysis means yet. Hopefully, my new book will explain to me and give me a more structured and logic approach to proven if a trading strategy is worth trading live. I really just enjoy programming strategies and...

Hello Van_der_Voort_4, Thanks for the response. I am still learning as I go. I am not that good in evaluating systems yet, hopefully I get better soon. The strategy is only allowed to take 2 trades per day. stop loss is 40 ticks and profit target is 80 ticks. Only 1 contract. I did not tweak...

Thanks MoneyMatthew for the advice. What attracts me to IntraDay trading is the low margins and all trades by end of the day. I would love to trail a winner for as much profit as possible. Once my capital increases, I will move to overnight margin and I can hold winners accordingly. I use...

Thank you Handle123, @d08 and @Metamega I now run back test from 2007 til Present time. Below are the results. This is an Intraday System, all trades close at end of market session and 1 contract. I believe this strategy with /GC is ready for real time and make the money now. 1. I do not...

Thanks Metamega, That's a good comment by first comparing strategy to Vanguard S&P 500 Index Fund. I can compare profits of strategy to profits of index fund, beginning each with $10K capital.

Thanks nonlinear5, I did not account for slippage and commission. I now account for slippage and commission, and I get more recent trading data from 1/1/2017 to 11/1/2017. Please see attached. /GC instrument looks good and ready for some real money. It has low drawdown as well. My only...

Thanks maxinger. It does not cater to any differences I just add all the instruments just to see which ones will make some money.

Thanks d08 Lol, my strategy looks horrible? Lol that was funny. Yes, it has a big drawdown on that EMD and ES. I will try a few things and see if I can reduce losses and increase wins with that strategy. I just test whatever comes to mind and keep it simple.

Thank you so much Xela and thanks for the resources you provided. I saved them. Now I am understanding the drawdown concept. If a client needs the money for income purposes then no matter how much profit s/he is made if a really big drawdown occurs then technically they are losing money. The...

Thank you nonlinear5

Thank you They, Good point on "System robustness should be measured by drawdown recovery time " I am developing intraday systems, no more then 2 trades per day. How many years of back test do you consider? I am seeing when I back test for many years like the performance report I attached...

Hello TST support, May I use an automated trading system (with NinjaTrader as my platform) for the Combine, FTP, and Funded phases to take trades in auto for me please? The system will be programmed to follow all the trading rules. Thanks,