Search results

if i may answer. he means that if the profit histogram (i.e frequency of profits) is bimodal u would benefit from using stop - because u'll be able to "stop" the lower peak of the histogram. on a gaussian distribution u'll probably get worse results using stop.

appreciate your opinion. thats an interesting point about RF. what would you consider as an attractive RF value for your systems (please share with us if its daily/intraday stocks/futures etc) thank you

thanks

thanks, how about historical database (especially intraday futures), i understand you need to provide it yourself, right?

thank you dragon for sharing are you referring to futures intraday systems? i'm attaching the curve of the intraday system. any comment are welcome.

thanks for sharing. what would you consider as a tradeable system in terms of "modified sharpe" values? and do you find any difference between EOD systems and intraday systems?

jstox, do you recommend Amibroker as a backtesting platform? pros/cons? much appreciated,

i bought mine from disktrading http://disktrading.is99.com/disktrading/ but i'll be happy to hear about other people resources

appreciate your reply some questions: 1. the robustness issue sound important but do you really think the same system concept should apply to all major futures (YM, ER2, ES, QM, NQ)? are you personally familiar with such concepts? 3. about the Sharpe: i've asked this before but didn't...

i am not offended, and i appreciate any response, and i thank you for your time. i do understand what profit factor and payoff ratio mean, and they are indeed simple measures. what i wasn't familiar (and therefore asked for more info) was on sharpe and sortino. i still dont understand what...

i hear what you're saying. anymore thoughts, would be much appreciated thanks

actually this is quite interesting, and i have another question for you businessman (and everybody else) according to what you said about he 1.5:1 ratio, if you had the choice, what would you prefer: system A: winner 50% and ratio of 1.25 avg win to avg loser system B: winner 35% and...

appreciate your post, quick question for you about the number of trades. i understand what your saying about the low number of trades, although i've seen people stating that 30 trades are starting to be statistically sufficient, but how do you take into consideration the number of trades in...

forgive my ignorance: how do you calculate the sharpe ratio? if you're following the definition in http://en.wikipedia.org/wiki/Sharpe_ratio what is considered as Rf? thanks

thanks, what would you consider as a suitable sharpe / sortino values for daily/intraday system?

I would appreciate some remarks on the results of a trading system for YM i've been testing. The following results are for basically the same system based on some range breakouts. the first one is based on daily data and the second one is based on intraday day. especially i would like to...