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A profitable system that is durable and robust, by Linda Rashcke
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Created: by xplorer Attachments:2

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A profitable system that is durable and robust, by Linda Rashcke

  #11 (permalink)
Super Moderator
London UK
 
Trading Experience: Beginner
Platform: CQG
Broker/Data: S5
Favorite Futures: Futures
 
xplorer's Avatar
 
Posts: 4,871 since Sep 2015
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romus View Post
Hmmm, this is the problem with the links - after a while they do not work (at least I could not make it working on 3 attempts)

Is it possible to load the file?

Cheers,

I no longer have it - but I could not upload it anyway, it's against forum rules to upload any copyrigthed material, sorry.

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  #12 (permalink)
London
 
Trading Experience: None
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Posts: 255 since Apr 2011
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I was also interested to see the link... I saw her talking about that once somewhere long time ago.

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  #13 (permalink)
Melbourne, VIC, Australia
 
Trading Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: SPI
 
Posts: 123 since Dec 2010
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xplorer View Post
I no longer have it - but I could not upload it anyway, it's against forum rules to upload any copyrigthed material, sorry.

@xplorer,

No problem. Thank you.

Cheers,

When nothing goes right... go left
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  #14 (permalink)
Legendary Market Wizard
Houston, TX
 
Trading Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 3,034 since Dec 2013
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Rather than using random entries why not test the exit on every possible entry.
Something like this pseudo code could test everybar in a years data
 
Code
Optimize i from 1 to 250
if barnumber = i then buy next bar
if position > 0 then run exit code
This would give you 250 backtest's where each backtest is one entry and exit

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