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Nice equity curve ......your exits must be really good ....
You know what you know but you do not know what you do not know.
You do not see things how they are, you see things how you are.
In life you do what you want but you do not want what you want.
Can you help answer these questions from other members on NexusFi?
The equity curve went sharply negative early, on top of that, there are no commissions factored in. This would support Sharky's comments that you'll blow out the account before you would ever be profitable long term.
Based on my experience crossovers can be profitable but you need
1) strong filters ...e.g. always trade in the 100-200 daily MA slope or only trade if the intra-day gap is > a certain amount
2) non-related Crossover exits techniques
3) Strong cross : The bigger the length the MA is crossed by the price ,the bigger the chances of a profitable trade, unfortunately the length of these MA are not compatible with day-trading time frames (in and out same days )
4) forecasting choppy days as these pull 100 un-profitable trades..
What I do not understand is why would you want to automate such strategies if you can easily replicate these by discretionary trading .... Human Eye still the best for low-frequency trading
...
You know what you know but you do not know what you do not know.
You do not see things how they are, you see things how you are.
In life you do what you want but you do not want what you want.
I agree, I don't automate this. Also since the backtested results wait for the bar to close, I get much better fills in real time, I also use s/r levels to help with exits, but the tested strategy is just an end of day exit, and has out performed all the exit strategies I have attempted to automate.
nice. it looks like you're getting about one trade every 2 days on a 10-minute chart, and you're in the market about 15% of the time (presuming you're not trading after-hours). is that about right?
It looks good .... but optimizations are really far from reality .... it can be fitted ....
Is this a Walk-forward optimization or a simple optimization ?
With many parameters and a good Genetic optimizer , everybody can pull-out results like that.... even for 6 years .....
You know what you know but you do not know what you do not know.
You do not see things how they are, you see things how you are.
In life you do what you want but you do not want what you want.
Just simple optimization, ran the walk forward and still looks good (I think), not sure how to post the results though, since they are not summarized, so attaching as xls. Only has 2 parameters and stop loss.
