forex trading systems & structural break

Quote from jrkob:

If you're using parameters, is there a possibility that your results for 2004 may have been curve-fitted ? Reading your post that's what comes to my mind immediatly.
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so you really found out why this thread was set up ... grats.
 
Quote from MAD10:

"now my question: do other system traders know what i am talking about here?"

I suspect the majority of system traders understand what you are talking about. 80% of system traders (managing >50M) are down for the year as the end of April (avg is -4.9%, largely attributable to FX losses). What has worked in the past has not worked as well in the first 4 months of this year....but that is not all that unusual either. Stick with your systems and you'll be fine. Just ask John Henry :-)
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very interesting. i know the peer group in systematic ctas, yet i do not know too much about the forex community. have a link?
 
Quote from tradermaji:

I am trading a breakout system that is undergoing a drawdown from the last quarter of 2004. Before I started on it in 2003, a friend of mine has been trading it for more than six years. This is the longest period of drawdown for the system based on actual trade results. The problem is more with swissy, cable and the euro. The yen appears okay after year befores debacle due to BOJ messing with the markets.

I don't know what is wrong, but it is surely testing my patience. I hope I win this battle of discipline.

Maji
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tough time for you. thanks for the post. the real problem is to find out if a specific parameter a system needs has changed. so far we could not nail down why our tests can hardly do well in current environment. it is not trendiness and it is not the vola. at least we currently think so.
 
Quote from DT-waw:

LOL
or ask IFX Zenith developers
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who is that? what are they doing? reminds me of a small option cta, if i recall correctly ...
 
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