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Is this strategy good enough?


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Is this strategy good enough?

  #41 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009


Quoting 
my answer is NP $25,000k, DD $0.25

Well its a wrong answer, sorry. This result is not possible!
But you tried and that counts for something. After I get 4 more answers I'll reveal the actual results.
I'm not playing, its basic understanding about trading. I don't understand how people can try being traders without understanding some basics.

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  #42 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,372


baruchs View Post
Well its a wrong answer, sorry. This result is not possible!
But you tried and that counts for something. After I get 4 more answers I'll reveal the actual results.
I'm not playing, its basic understanding about trading. I don't understand how people can try being traders without understanding some basics.

Too funny...

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  #43 (permalink)
 
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 MWinfrey 
Lubbock TX
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Stage 5 Trading
Trading: CL
Posts: 1,878 since Jul 2009
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Thanks Received: 3,335



baruchs View Post
To all of you who need more measurements to answer my question.
Assume a tight range for your preferred measurement (sharp ratio, profit factor...) from minus infinity to plus infinity.
Now with this valuable information can you answer:
What is the max. theoretical range (min/max) of NP and DD of the strategy (NP = 5K, DD=1.8K) if traded on 20 instruments with same results for each?
Anyone who answers correctly I'll buy him/her a bear.
Anyone else who wants to make an estimate is warmly invited.

100k, 36k

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  #44 (permalink)
 MetalTrade 
 
Posts: 1,055 since May 2010

99.97k, 35.99k

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  #45 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009


Quoting 
99.97k, 35.99k

This is also impossible result, but its a second try. 3 more.

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  #46 (permalink)
 
MWinfrey's Avatar
 MWinfrey 
Lubbock TX
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Stage 5 Trading
Trading: CL
Posts: 1,878 since Jul 2009
Thanks Given: 1,450
Thanks Received: 3,335


baruchs View Post
This is also impossible result, but its a second try. 3 more.

you didn't see mine...post 43

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  #47 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009


Quoting 
100k, 36k

At last we have a possible answer. Good for you. Still you don't earn a bear. For that I need min/max.
2 more.

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  #48 (permalink)
Slack
California
 
Posts: 61 since Apr 2010
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min = 64
max = 100

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  #49 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009


Quoting 
min = 64
max = 100

This is a wrong answer. I asked:
NP: Min =??? Max=???
DD: Min=??? Max=???
Or your estimate for NP & DD.
1 more.

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  #50 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,372



baruchs View Post
This is a wrong answer. I asked:
NP: Min =??? Max=???
DD: Min=??? Max=???
Or your estimate for NP & DD.
1 more.

1 more!... I am prepared to have my mind blown!

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Last Updated on March 7, 2011


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