System Presentation

[lindq]

Quote from TSGannGalt:


Think of it, if you see a system only with good results, wouldn't that signal something????

Based on your inside experience, it would be interesting to know what is considered a "decent" system in terms of Percent Profitable and Average Win/Loss.

What are some examples of realistic expectations for systems in place at firms that are trading systems for equities and futures?

(Assuming that drawdowns, sharpe ratios, etc., are within acceptable margins.)

If, as an example, a win/loss is 1.0 dead even, what percentage of winners would get a system on line? 60%? 65%?

Regards,
lindq

 

[dima777]

Quote from lindq:

Based on your inside experience, it would be interesting to know what is considered a "decent" system in terms of Percent Profitable and Average Win/Loss.

What are some examples of realistic expectations for systems in place at firms that are trading systems for equities and futures?

(Assuming that drawdowns, sharpe ratios, etc., are within acceptable margins.)

If, as an example, a win/loss is 1.0 dead even, what percentage of winners would get a system on line? 60%? 65%?

Regards,
lindq

win/loss ratio should be combined with accuracy to calculate the mathematical expectation of a system - which is the true measure of its value..check out my forex trading simulator to see how math exp is calculated:

http://www.forexhit.com/calculators/fts/forex-trading-simulator.htm

thanks