I spent almost 2 years in finding and developing a viable trading strategy. And you're right, once I started putting real money it is a whole different story. It has been heck of a learning process for me in the past year.
Absolute need for walk-forward testing? (If given enough data)
- Thread starter RStrauss
- Start date
I spent almost 2 years in finding and developing a viable trading strategy. And you're right, once I started putting real money it is a whole different story. It has been heck of a learning process for me in the past year.
I know this sounds wrong and probably not achievable but I have used the same parameters for the entire 3 years of data and I hope these same parameters can continue to work going forward. I have considerable doubt in this hence my question in my original post is how often should one re-optimize his/her parameters.
Yes - I used a fixed TP and SL primarily but sometimes my system allows the profit to run depending on the type of trade I am in.
Try running it without SL and let profits run...just curious.
This seems too good to be true. The thing with fully automate algo system it's hard to adapt to market volatility and change of phase in the market. But your result seems to stand the test of time. Maybe you have found the holy gril
. I see no optimization required but to forward test it with real money.
Hello RStrauss,
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Tried that - much higher drawdown which is expected
Did you get compensated for thst " .much higher drawdown" ?
Tried that - much higher drawdown which is expected
Tried that - much higher drawdown which is expected
yeah drawdown of course, how else are you going to average down? I have shown the math so no need for an algo to tell you that averaging down during a drawdown can maximize returns...short of a bankruptcy. You would need to add some other markers that would restrict trade size of course at your discretion.
Also, are you allowing for measured price swings to improve entry and exits?
What kinds of trades are these anyway, stocks options, spreads, premium????
Keep your boy Ralph out of the equation
Let's see your WFA of averaging losers
Let's see your WFA of averaging losers
yeah drawdown of course, how else are you going to average down? I have shown the math so no need for an algo to tell you that averaging down during a drawdown can maximize returns...short of a bankruptcy. You would need to add some other markers that would restrict trade size of course at your discretion.
Also, are you allowing for measured price swings to improve entry and exits?
What kinds of trades are these anyway, stocks options, spreads, premium????
Keep your boy Ralph out of the equation
Let's see your WFA of averaging losers
Tao man...it's not averaging losers, it's multiplying winners
It's what BNF did...he too was a swing trader btw.