Quote from bwolinsky:
Just look at my post, atticus. I decided I'd like to shut you down if you claim I can't do better than 20:1. I haven't looked at this backtest until I remembered how excited I was when I first saw it, after completing one of my first genetic optimizations.
Now, also, what I've done here is use only the code of the ergodic with no autostops, so I may have posted BS before but if you reference any of my posts I can clear it up for you.
How was that? 200 Profit Factor on QM? I use PFG to trade futures for my CTA.
Quote from bwolinsky:
Just look at my post, atticus. I decided I'd like to shut you down if you claim I can't do better than 20:1. I haven't looked at this backtest until I remembered how excited I was when I first saw it, after completing one of my first genetic optimizations.
Now, also, what I've done here is use only the code of the ergodic with no autostops, so I may have posted BS before but if you reference any of my posts I can clear it up for you.
How was that? 200 Profit Factor on QM? I use PFG to trade futures for my CTA.
Quote from atticus:
Quote from atticus:
You're using it yet you don't know if it works?
Quote from atticus:
It's impossible to read, but it shows 0 under PF for short trades, ~6x for long and ~200 for all trades? This is complete BS.
Quote from bwolinsky:
You know quoting me before I have a chance to finish my thought isn't very respectful. In the future wait for me to make changes, and have some patience.
I couldn't do that backtest because my clock is later than 1:20 pm, which means the logic I've added to the code for EOD Exits will always send a market order because that is its condition, and if you don't know how to code this you will not be able to produce what I have.