Entries statistically significant compared to random backtested entries?

[HurricaneUS]

Quote from Sergio77:

Here's an honest guy. Some who insist it can be done obviously do not trade.



There is software where you can specify targets and stops and other performance criteria and it will find repeatable patterns for you based on those. In that way you can find out what works in a market and what doesn't. priceactionlab dot com comes to mind. Another one is stratasearch but I haven't used it for a long time.

I'll be more specific than you....

the fact that you don't know the difference between a software that curve-fits and makes inferences based on small sample sizes like PAL and a real market edge demonstrates how lazy you are to perform the necessary hard work it requires to find a true trading edge....you just want to sit back and let a piece of software do all the work for you

That's why you're in the 90% camp of losing traders.....because you don't even think it's possible to achieve a 2-to-1 or greater edge daytrading....yet you tout you can make money with a 1-to-1 RR or less system....the few traders that extract money from the markets day in and day out abandoned such disillusioned thinking long before they became profitable...good luck with that

on a side note.....of course everyone can't win so I'm more than happy to unload my position on losing traders such as yourself

 

[Sergio77]

Quote from HurricaneUS:

That's why you're in the 90% camp of losing traders.....because you don't even think it's possible to achieve a 2-to-1 or greater edge daytrading....yet you tout you can make money with a 1-to-1 RR or less system....the few traders that extract money from the markets day in and day out abandoned such disillusioned thinking long before they became profitable...good luck with that

on a side note.....of course everyone can't win so I'm more than happy to unload my position on losing traders such as yourself

Your $100 fx account is probably liquidated by now or long time ago.