Behemoth (Theo stevetrade)

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BehemothThảo luận

Jun 24, 2010 at 11:06
1,364Lượt xem
2 Replies
Tham gia từ Oct 28, 2009   1430bài viết
Jun 24, 2010 at 11:16 (đã sửa Jun 24, 2010 at 11:46)
This is the first backtest off a new strategy I am working on, again only at the alpha stage at the moment. I need to spend more time looking at the exit strategy. This has been run with a 5% risk per trade.

This uses Fixed Range Bars and so the modelling quality is always going to be n/a.

It aims to capture the big swings in the markets and get out quickly if it is wrong. Designed to mimic how a manual trader would trade.
Only forward testing will tell if this will work.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Tham gia từ Jun 23, 2010   303bài viết
Jun 24, 2010 at 17:06
You will need a larger statically number of trades.
Tham gia từ Oct 28, 2009   1430bài viết
Jun 24, 2010 at 19:38
Thanks, this version has already been discarded in favour of the version that produced the backtests further down the list.
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
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