Suggestions needed about amount of data needed.

One More Thing...

When the markets and my models synchronize - I usually get about 17% a day.

When they are out of whack - I loose a ton.

The trick (and I am still researching and getting closer to a solution) is knowing which model to engage in each market.

What is even more difficult, is being able to see how market dynamics change by understanding price/volume/time/trade and trade size differentials among the various classes of traders out there.

Markets are schizophrenic, their personalities change - sometime quite suddenly.
 
One other thought: since your win rate is very low, I would try to remove the top 5% of the winning trades and see how the system does. Unless the system remains profitable, I'd consider it suspect.
 
@vikana

Good point vikana - dropping 5% of winning trades is a good idea.

My win to loss ratio is roughly 42% win and 58% loss.

The important thing here is to properly manage the trade.

The average duration of my wining trades is roughly 4 times longer than that of a loosing trade - so when I am making money, I keep the trade in play - and when loosing, I detect it early and get out.

If you do this properly, win/loss ratio becomes less significant.
 
You must log in or register to reply here.
Back
Top