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Check out this equity curve!


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Check out this equity curve!

  #1 (permalink)
 MXASJ 
Asia
 
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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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  #3 (permalink)
 AR01 
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Yes, you should take the opposite of the signals.

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  #4 (permalink)
 
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 sam028 
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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
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. 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
 
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Go George Costanza on it!

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Last Updated on May 29, 2010


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