Universal Trend Trading

Quote from plyka:

I have to give it to this guy at least he is posting an honest journal. My doubt though is if its real money or a Sim account? Its got to be impossible to sit through that type of drawdown.
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Actually this one is sim for the purpose of this journal, but I have almost the same real where I trade futures and options for Polish stock index as well.
 
Quote from luckyputanski:

Actually this one is sim for the purpose of this journal, but I have almost the same real where I trade futures and options for Polish stock index as well.
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So are you proud of yourself with such a large drawdown? Maybe you should find something else to do with your spare time instead of burning your money (I hope it's not client money because you are in trouble)
 
Quote from ronblack:

So are you proud of yourself with such a large drawdown? Maybe you should find something else to do with your spare time instead of burning your money (I hope it's not client money because you are in trouble)
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Not clients' money. Why would I be proud? In the mean time:

Closed short FTSE100 with loss -2500

Account Value 226k
 
Recent opening and closing positions in the same markets come from my tests of walk forward optimization. I used to trade with parameters giving average results, now I do WFO tests to decide best WFO method, then I find best system's parameters. Last 10 years my WFO method gave results about 10x better than average of all parameters, last 36 years results are 200x better. Funnily, in any given year there is only 53% chance that WFO will give better parameters than random choice.
 

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