tradewith60
Trade another day through Systematic Trading 203 replies
Systematic trading 1,566 replies
Nonparametric Association Measures in Systematic Trading 57 replies
A Systematic Approach to Markets 68 replies
Systematic Trading vs. Discretionary Trading 14 replies
Disliked"For almost two centuries, Spain has hosted an enormously popular Christmas lottery. Based on the payout, it is the biggest lottery in the world and nearly all Spaniards play. In the mid-1970s, a man sought a ticket that ended in 48. He found a ticket, bought it, and won the lottery. When asked why he was so intent on finding that number, he replied, “I dreamed of the number seven for seven nights. And seven times seven is 48.”Ignored
Disliked1000 trade tests EJ & GJ -moving average for direction -single H1 breakout entry in direction of MA -1R trail starting at various R targets *respect to Reima for data mashing https://docs.google.com/spreadsheets...#gid=241945340Ignored
Disliked{quote} The 50MA test has the lowest results than higher MA. I wonder what would the result be if he test 300/400MA and above.Ignored
DislikedOver every test I have performed, substituting candle stick patterns for the entry signal has always reduced performance. Their weakness is not inaccuracy but in missed opportunities.Ignored
Disliked{quote} I imagine even longer MA's would have performed well. The thing to be aware of though is that all MA's were very profitable and importantly - the best parameter (MA) during the test is a reflection of the market characteristics during that test and unlikely to be constant. Big picture, Ma's are a good tool for setting trade direction. I also have tests on the same data going against the MA's (which you should always do, try to break the edge to see if it is valid) - results were very poor, mainly negative Here are the results from opposite...Ignored
Disliked1000 trade tests EJ & GJ -moving average for direction -single H1 breakout entry in direction of MA -1R trail starting at various R targets *respect to Reima for data mashing https://docs.google.com/spreadsheets...#gid=241945340Ignored
Disliked{quote} thanks for the dataset and analysis. this is quite eye-opening! risk of each trade doesn't appear to be adjusted. don't know if it's the design. also wondering if it would make the end result worse or better.Ignored