Just curious who the individuals are in this message board that actually TEST the ideas they post with backtests and understand how to properly design a test (avoid curve-fitting, peeking, bias, include trading costs, etc.)
I see 100's of pages of nonsense in the trading systems forum where it changes completely from page 1 to the Last page and you hardly recognize what your looking at anymore!
The purpose is to perhaps collaborate with individuals, I have a number of mean reversion models that work extremely well in backtest and live testing however I am struggling to incorporate a trend-following or long volatility strategy to combine in my portfolio to reduce draw-downs.
I see 100's of pages of nonsense in the trading systems forum where it changes completely from page 1 to the Last page and you hardly recognize what your looking at anymore!
The purpose is to perhaps collaborate with individuals, I have a number of mean reversion models that work extremely well in backtest and live testing however I am struggling to incorporate a trend-following or long volatility strategy to combine in my portfolio to reduce draw-downs.