Predicting algos that will be successful with the tail ratio | Traders Hideout


futures.io - futures trading strategies, market news, trading charts and platforms


Traders Hideout


Discuss day trading practices and futures trading strategies on this forum for all markets. This forum is also for discussing and reviews for brokers, data feeds, and commercial or third party add-ons




 

Predicting algos that will be successful with the tail ratio

  #5 (permalink)

North Carolina
 
Trading Experience: Beginner
Platform: NinjaTrader, Tradestation
Favorite Futures: es
 
Posts: 644 since Nov 2011

Interesting analysis but possibly flawed unless they chose different periods for all the backtest, if trend following did better during the subsequent period it would tend to favor those strategies. You need to mix all the dates up so that all the OOS periods are different.

Reply With Quote