LONG 2007.50
+1.00
========
Cumulative P/L for the night:
+0.50
+1.25
+1.00
______
+2.75
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Schizo Greybox Trading
- Thread starter schizo
- Start date
+1.00
========
Cumulative P/L for the night:
+0.50
+1.25
+1.00
______
+2.75
I am not sure if you are using indicators in your system. For instance, if you are using 2 MAs and you optimise the parameters to 'suit' the market, then it will likely fail sooner or later.
I would say most strategies have some degree of curve-fitting to fit the market's behaviour. Without it you will not gain statistical advantage. However, the curve-fitting should be made in such away that it exploits the overall market behaviour for a significant amount of period where it gives you a concrete statistical advantage. Curve-fitting on a limited amount of period will only reflect the market's behaviour in that particular period and will not likely work in other periods.
Thanks. Those are all valid points worth remembering. I did make a minor tweak that is helping me stay out of the chop zone for the night.
Truth be told, my understanding of backtesting is rather limited. Sometimes, I wonder if it's worth spending so much time and energy for something that has no guarantee that it would work.
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You're on the the right road. Truth be told, you're mastering a great skill. Anyone who's able to religiously stick to a system is light years ahead of most of the people out there. Just stick with it.
OUT 2008.75
-0.75
CUM P/L: 3.00
Wrapping up for the night. Although it ain't as good as my discretionary trading, the result wasn't too shabby.
