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Search: Posts Made By: Big Mike

Forum: NinjaTrader

April 25th, 2010, 01:58 PM

Replies: 17

Strategy Fitness Test

Views: 7,018

Posted By Big Mike

I've moved, yes. I suggest you read: ...

I've moved, yes. I suggest you read:

https://nexusfi.com/platforms-indicators/980-truth-ninjatrader.html

and
...

Forum: NinjaTrader

April 25th, 2010, 01:53 AM

Replies: 17

Strategy Fitness Test

Views: 7,018

Posted By Big Mike

piersh, I primarily use expectancy plus...

piersh,

I primarily use expectancy plus heavily weight the number of trades and total sample size and then factor that into the total net profit for my custom fitness test.

Zach,

I am not...

Forum: NinjaTrader

April 25th, 2010, 12:18 AM

Replies: 17

Strategy Fitness Test

Views: 7,018

Posted By Big Mike

Also you really can't place enough emphasis on...

Also you really can't place enough emphasis on using out of sample data. The real problem is that once out of sample data is used just once, it really is no longer virgin out of sample data.

For...

Forum: NinjaTrader

April 25th, 2010, 12:08 AM

Replies: 17

Strategy Fitness Test

Views: 7,018

Posted By Big Mike

Well, we know that a backtest is data mining and...

Well, we know that a backtest is data mining and curve fitting. The likelihood that a future result will outperform a backtest, given sufficient sample size, is not very high.

So, if you accept...

Forum: NinjaTrader

April 24th, 2010, 08:31 PM

Replies: 17

Strategy Fitness Test

Views: 7,018

Posted By Big Mike

Yes, it's a general rule, all markets, related to...

Yes, it's a general rule, all markets, related to backtesting problems only.

Basically, if you don't know about the problems generated by backtesting these chart types, then do not use them. If...

Forum: NinjaTrader

April 24th, 2010, 08:18 PM

Replies: 17

Strategy Fitness Test

Views: 7,018

Posted By Big Mike

A few more: - Don't have separate parameters...

A few more:

- Don't have separate parameters for Longs vs. Shorts, to do so introduces a hindsight bias and curve fitting bias, not unless you can predict the future

- Always aim for a positive...

Forum: NinjaTrader

April 24th, 2010, 08:14 PM

Replies: 17

Strategy Fitness Test

Views: 7,018

Posted By Big Mike

Hi Zach, That's a very, very open-ended and...

Hi Zach,

That's a very, very open-ended and highly subjective question :)

I'm currently reading the 500+ page book "Evidence Based Technical Analysis", and even this book, as excellent as it...

Showing results 1 to 7 of 7

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

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