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Check out this equity curve!


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Check out this equity curve!

  #1 (permalink)
 MXASJ 
Asia
 
Experience: Beginner
Platform: NinjaTrader, TOS
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I'm tempted to try it as a contrarian strategy... short my own trade idea .

Have any of you had surprises in backtesting that gave you different ideas?

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Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
MC PL editor upgrade
MultiCharts
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
Trade idea based off three indicators.
Traders Hideout
Cheap historycal L1 data for stocks
Stocks and ETFs
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
  #3 (permalink)
 AR01 
CA
 
Experience: Beginner
Platform: MT4, Ninja Trader
Trading: EUR/USD
Posts: 494 since Oct 2009
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Yes, you should take the opposite of the signals.

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  #4 (permalink)
 
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 sam028 
Site Moderator
 
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It's maybe a joke, you can have similar EC with a system using very tiny stoploss, and a too large profit target.
That doesn't mean that doing the opposite, small profit target and a huge stoploss, is a good idea .

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  #5 (permalink)
 MXASJ 
Asia
 
Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 796 since Jun 2009
Thanks Given: 109
Thanks Received: 800

. Actually its the ADXVMA strat I used last year (and stopped using when it stopped working). Now it seems better at identifying turns then catching the middle of a trend move...

I swapped the position logic (go short when long signal generated, etc) but alas, it still lost money though less regularly.

Forward testing against a basket of contracts in Sim for the heck of it while I work on some other things.

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  #6 (permalink)
 
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 shodson 
OC, California, USA
Quantoholic
 
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
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Go George Costanza on it!

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Last Updated on May 29, 2010


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