Dr. Clayburg

If reoptimizing every few weeks was relally a way to make the system work I think he'd want to prove it by having it audited by third party like C2 for example. Obviously he's not doing this instead he's telling people that to make it work you have to fit it to your trading style :confused:
 
Quote from zgtrader:

With enough optimization, any system can be made profitable. But for how long after the last optimization is the question.
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Yes, you can ALWAYS find a way to predict the past
 
Thank you, Robert. I have been watching the Clayburg daily videos- which on average seem to make about $4k/day. When I asked for a performance report (because the one on the site is way out of date) I was told no- just watch the daily videos.

I downloaded the free system code and tested various products using a 5 minute chart and beginning 1/1/2008. For most products, there was a positive net profit, but not enough to be tradeable after commissions and slippage. For the ES, the Average Trade NP was $31 (it peaked last November and is down $5k since then). For the TF, the Average Trade NP was $30, euro $22, YM $23, JY $20, and QM $10. Gold was a loser.

I just took the 5 minute bars and the built in stops. Someone could legitimately say different variables would give better results.

The daily videos show a large number of trades each day, so I can see how they can show great dollar returns on a before trading costs basis.

Thanks for your post, Robert- and thanks to Jimmy3 for starting this forum. It may save many of us $$.

:)
 
Without slippage which will happen in all real trading...I have buckets of systems that make money until this is added in.

This looks like a scam to me and I give out my sheets as proof of PL and anyone that does not is not making money.

On a few of our short term systems, I do believe in fine tuning or adjusting the speed based on the last few weeks of range and volatility....and it does work when you understand what your are trading and the environment that you are in.
 
I trade on the 5 min and the 512 tick. Could you optimize it for me? I know it will take sometime but I would really appreciate it.
thanks


Quote from zgtrader:

I have the Universal system. It needs to be re-optimzed for each market/time setting. This leads to some curve-fitting.

If you tell me the interval (5 min, 512 tick, ...) you trade on I can run a quick back-test/optimzation on the ES for you.
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Quote from monti1a:

I have a question...why would you pay this man for an optimized, curve-fitted system?!?!?:confused:

Curve-fitting never works because the markets are always changing.

If clayburg had a "real edge", I'll guarantee you that he wouldn't be selling it retail. He would either trade it himself or sell it to a hedge fund. He's just another in a long-line of snake oil salesmen, a.k.a trading educators and authors.

Keep your money in your pocket Jimmy....you'll be better off.
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+1
 
Wow, fit an elephant, that's very interesting..

Computers are so powerful nowadays, I've written tick systems that generate their own bars in arrays, generate their own indicators from the bars in arrays, in arrays... hundreds of lines of C# running every tick with lots of repetitive loops.. and my dual core processor runs at about 5% cpu cycles... it's possible to make a system that curve fits itself continuously... that guy with the subscriptions to the nightly videos is outdated by twenty years in technology....... and a high freq. system without consideration for cost and slippage.. LOL
 
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