Trading probabilities

[oilfxpro]

Quote from HurricaneUS:

How are we to help you if we don't even know the rules your systems use to enter and exit trades?


Right off the cuff, it sounds like a curve-fit to me..i.e., you took out the first trades in the backtest and the results all of a sudden look better...try it in a forward test and see what results you come up with.

.They are all trending systems look for trends , whichever logic finds the trend enters it first.curve fit over 10 years on 50k trades?

 

[oilfxpro]

Quote from ammo:

you mention 1/2 3/4 and full avg true range,what do you do theoretically at 1/2 or 3/4, reduce, fade

Enter open trade.

 

[HurricaneUS]

Quote from oilfxpro:

....curve fit over 10 years on 50k trades?

highly unlikely but still possible. My suggestion would be:

1. Still take the first trades in a forward test and use half position for those trades.

2. Rely on the backtested results and do not trade first trades and forget about the "why don't they work so well".

 

[slumdog]

Quote from oilfxpro:

.They are all trending systems look for trends , whichever logic finds the trend enters it first.curve fit over 10 years on 50k trades?

10 years = about 2500 days of trading.

If the systems are correlated then the sample is much less than 50K.

For the early periods of the trading day there might only be a few hundred uncorrelated signals.

 

[oilfxpro]

Take a look at today's first attempt at the highs and the second attempt.

Same strategy.

 

[oilfxpro]

Quote from bradypreston:

What market are you trading?

Hogs , warthogs and pork bellies besides fx ,oil and dax.

 

[zhaoyun]

Quote from oilfxpro:

Take a look at today's first attempt at the highs and the second attempt.

Same strategy.

Hello oilfxpro,

is that a custom indicator? Is it available?

thanks,

-zhao

 

[oilfxpro]

Quote from zhaoyun:

Hello oilfxpro,

is that a custom indicator? Is it available?

thanks,

-zhao

It is a custom indicator , it is not available.