What kind of discretion comprises the other .00001%?Quote from Dragn:
99.99999% Mechanical....
Dragn
Advice from the experienced
- Thread starter vanilla2
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Just couldn't say 100%. .00001 is based on some unknown factors that might happen in the future. In the course of following a system for a long time, I might encounter some things that I'm not aware of.
I haven't had any problems in the past but "Every now and then the impossible can and will happen."
Sorry, not a good writer.
Dragn
Your writing is fine. I was just joking around.Quote from Dragn:
Just couldn't say 100%. .00001 is based on some unknown factors that might happen in the future. In the course of following a system for a long time, I might encounter some things that I'm not aware of.
I haven't had any problems in the past but "Every now and then the impossible can and will happen."
Sorry, not a good writer.
Dragn
I did extensive research on future indexes (mini-NASDAQ and mini-S&P) on tick-by-tick data for the last three years. It showed MA crossover works great in highly volatile markets.
Though in this type of markets any Trend Catching technique works great.
And when it works â adding Stop Loss and Profit Target can improve your performance even more.
For these indexes, results using normalization (using MA on Rate-Of-Change instead of price) are more robust.
I can send you back-testing software for futures indexes with these methods.
I checked a dynamic approach to MA periods... none of intuitive ideas worked.
BUT⦠and here is a huge but⦠try something simpler.
The results of our research are published on our website
http://www.strategyrunner.com/Content/TradingSystemStrategiesCatalog_systems.htm.
This approach worked for me,
Good luck,
Alex
Though in this type of markets any Trend Catching technique works great.
And when it works â adding Stop Loss and Profit Target can improve your performance even more.
For these indexes, results using normalization (using MA on Rate-Of-Change instead of price) are more robust.
I can send you back-testing software for futures indexes with these methods.
I checked a dynamic approach to MA periods... none of intuitive ideas worked.
BUT⦠and here is a huge but⦠try something simpler.
The results of our research are published on our website
http://www.strategyrunner.com/Content/TradingSystemStrategiesCatalog_systems.htm.
This approach worked for me,
Good luck,
Alex
this link does not work
nice system!