Simplicity is key

2 years makes not a market. Try it for 40 years, then get back to us with the results.
I'm not interested in a system which performs for 40 years. The last 10 years I traded manually and survived because I am able to adapt. I designed my systems the same way. Those who are able to adapt...you know.
 
...Those who are able to adapt...you know.

True. I suppose 40 years was a bit too long out of context. I was just thinking of the cycles the general markets have been in over a long time-frame. K, you win with 10 years. :-)
 
I am a trader since 2007. Last year I got tired of staring on the screen the whole day. So I moved to automation. First partly, then full automated.

The trigger is always the same, a price action pattern. Every market, every timeframe, same pattern. Coding an algorithm to recognize that pattern wasn't hard.

The most time-consuming part was getting some sort of market context. I tried many things and came up with something satisfying. But 2 days ago something happened that blew my mind. I was tired and "played" with my strategies. Altering some parts and see what happens. Just for fun and out of boredom. And then it happened: I changed the context-recognition-algorithm to a one-liner. It gave better results all along! A one-liner! Unbelievable...
What computer language/code did you back test in?
 
What computer language/code did you back test in?
Ninjatrader. I don't like it anymore (since Ninjatrader became a broker) but I don't have the time to get used to another product. Maybe in the future.
I know the flaws and shortcomings of Ninjatrader, especially the backtest engine, but for now it does the job.
 
True. I suppose 40 years was a bit too long out of context. I was just thinking of the cycles the general markets have been in over a long time-frame. K, you win with 10 years. :)
A backtest over a longer period of time would certainly be fun, but I don't have tick data for 40 years. :)
 
Simplicity is the key..but not the way you have described it..in fact..I am now predicting that you will not make any money worth talking about with your "one liner"!

So..how do I know this..simple..because you need to enter and exit the market to make money..and that requires 2 lines..not one :)
 
Simplicity is the key..but not the way you have described it..in fact..I am now predicting that you will not make any money worth talking about with your "one liner"!

So..how do I know this..simple..because you need to enter and exit the market to make money..and that requires 2 lines..not one :)
If you trade with charts, you don't even need a one liner.:finger:
 
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