Normal
Hi qldfrog - thanks for taking the time to reply.My thought process was that if I could design a system that performed well over a longer period of time in totality, as well as individual years.. or periods eg this year. I would be better than targeting solely recent data as it would have exposure to more market types. I do agree with what you are saying, but would be interested on your thoughts?I ran 2006-2020 and 2019-2020 out of interest as well. As you pointed out with my exposure my parameters pull up my stops and elimates new entries when the market filter is heading 'bearish' quickly. There are multiple flatline periods below where this is evident. This is still a WIP system so that is something I will look at investigating but I'm not concerned currently if I can generate a 'decent' return given my low exposure (maybe naively?).This system doesn't utilise scaling either, so I've been toying with how to add 1-2 scale-ins with the hope of doubling down on winning trades.. however I doubt it will be so easy [ATTACH=full]121411[/ATTACH][ATTACH=full]121412[/ATTACH]Happy trading
Hi qldfrog - thanks for taking the time to reply.
My thought process was that if I could design a system that performed well over a longer period of time in totality, as well as individual years.. or periods eg this year. I would be better than targeting solely recent data as it would have exposure to more market types. I do agree with what you are saying, but would be interested on your thoughts?
I ran 2006-2020 and 2019-2020 out of interest as well. As you pointed out with my exposure my parameters pull up my stops and elimates new entries when the market filter is heading 'bearish' quickly. There are multiple flatline periods below where this is evident. This is still a WIP system so that is something I will look at investigating but I'm not concerned currently if I can generate a 'decent' return given my low exposure (maybe naively?).
This system doesn't utilise scaling either, so I've been toying with how to add 1-2 scale-ins with the hope of doubling down on winning trades.. however I doubt it will be so easy
[ATTACH=full]121411[/ATTACH]
[ATTACH=full]121412[/ATTACH]
Happy trading
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