hi,
god. this is crazy long, not to mention the drama.
i been trying to read this whole thread for the past week. stop at page 60 or so. really tiring.
anyway, i want to ask, so far has anyone found that DSP alone can give a trading system that is reasonable? in that you get a decent sharpe ratio, with acceptable drawdown? i know someone said he uses band pass filter and relative vigor index to decide if he is in a no trade range, but i just want to double check with people here.
not looking for a machine to print money, but some thing to help guide trading. i have personally took the pain to backtest all ehler strategy in one of his book. as a lot of you might already know the result sucks, then i went on to try other ideas, and only recently revisited the concept after seeing this thread.
so i hope someone can point me in the right direction, for example, what is promising currently so i can go in and study it in depth instead of jumping from indicator to indicator.
thanks.
god. this is crazy long, not to mention the drama.
i been trying to read this whole thread for the past week. stop at page 60 or so. really tiring.
anyway, i want to ask, so far has anyone found that DSP alone can give a trading system that is reasonable? in that you get a decent sharpe ratio, with acceptable drawdown? i know someone said he uses band pass filter and relative vigor index to decide if he is in a no trade range, but i just want to double check with people here.
not looking for a machine to print money, but some thing to help guide trading. i have personally took the pain to backtest all ehler strategy in one of his book. as a lot of you might already know the result sucks, then i went on to try other ideas, and only recently revisited the concept after seeing this thread.
so i hope someone can point me in the right direction, for example, what is promising currently so i can go in and study it in depth instead of jumping from indicator to indicator.
thanks.