feedback on my present work

P

progers82

i am finishing up on two systems that ive completed and ive applied the data to 100, 200, 400 and 700 days of data. i will call the systems a and b. it seems anymore in my evaluation, i don't care about profit or return on capitol or sharp ratio. the only thing i look at anymore is return on highest drawdown. what i would like you to do is to tell me without being given any other information and all other things equel, which system would you choose. either A, B or they are both to close and would trade either. I guess the other thing that is a given is that either system could be traded with a $5,000 account.

100days a= 287% b=294%;
200days a = 680% b=600%;
400days a = 1234% b = 1220%;
700days a = 2637% b = 3135%;

im still evaluating these and more research might be needed. but i was just looking for some good feed back with the limited information im giving you.
 
For 700 days I would definitely go for the 3000%+, anything under 2950% over that time period just really doesn't cut it.

:p
 
p82--------- is this a linear or non-linear based system {trading in one direction at a time or both}?

will the position size build over time degrade the performance?

what markets?


looks very strong so far------looks good! :)
 
oh yes forgot the other question, trades in both directions. the thing im worried about is in the short term, it looks like system b might be running out of steam and system a is picking up, but maybe not
 
ok i got it----------


--b is long

--a is short

:)

there are ways to handle this, you would need to incorporate some linear criteria to the b side since we are so high in a daily chart projected range {near a possible top/pivot}.


you think 200----probably could go 300 to 400, usually a good system can actually handle more then you think.
 
If one is running out of steam, is it possible to combine the strategies to take advantage of their differences?
 
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