suggestions on my ATS plz?

I would, looks good to me... although number of trades is a little light. Seems like you've done your homework though, so trade small and see how it goes... not sure how well funded you are for this though.

Make sure you know how to idenitfy strat deterioration vs normal drawdown so you don't get bent out shape if you start up underwater. Again, keep it real small so you can be objective about it.

An alternative, if your account is a bit underfunded, is maybe try testing it on the Q's. Trading that product would allow you to really manage your risk a lot better. If that sounds more appealing let me know and I'll float you some tick data for it.
 
feels weird actually preparing to "turn it on" lol.

i appreciate the feedback very much onelot, and thanks for the kind offer. the Q's would be a good alternative as you suggest. i think i'll probably stick w/ NQ since i've put much testing in thus far.

i guess the feeling of "need to improve" the system will always be there. coupled w/ the fear of failure of course. i may wait for a little drawdown cycle to occur prior to starting up.
obviously, i'm having some jitters...

:p

bb

to be continued..
 
Quote from BigBubba:


-choose settings that test best w/ out of sample data
More...

This is still curve fitting. You are just fitting on a different period now. Because the parameters didn't work well in one period you chose a different period where they did work well.
 
thanks Trader07 for the feedback.. i appreciate the input.

what i do is setup the parameters on the sampled data, then peek at out of sample. if it crashes on out of sample i go back to square 1.

if it remains profitable i proceed. during the process, i'm sure that curve fitting will occur..

for example, if a profit target of 800$ yields the best result( net profit, profit factor, stable equity curve,etc.), then i will use 800, even if i had 760 set prior to test.

but, i'm learning and basically on my own here.
:)

i always am grateful for suggestions or contructive criticism.
 
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