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Search: Posts Made By: SydAlgoTrader
Forum: Emini and Emicro Index February 17th, 2019, 08:21 PM
Replies: 29
Views: 3,376
Posted By SydAlgoTrader
Nah, metrics are metrics. For example strategies...

Nah, metrics are metrics. For example strategies with nice sharpe ratios sometimes don't function IRL as they do in backtest. I obviously would use a combination of factors.
Personally I like...
Forum: Emini and Emicro Index February 15th, 2019, 06:02 PM
Replies: 29
Views: 3,376
Posted By SydAlgoTrader
I completely disagree. To give an example just 2...

I completely disagree. To give an example just 2 days ago I was sorting through some short ES strategies with equity curves back to 2004 and correlation coefficients in excess of 0.95, strategies...
Forum: Emini and Emicro Index February 13th, 2019, 10:54 PM
Replies: 29
Views: 3,376
Posted By SydAlgoTrader
The correlation coefficient would be compared to...

The correlation coefficient would be compared to the "ideal equity curve" (straight line between start and end of the equity curve)

higher correlation coefficient between the two = straighter...
Forum: Emini and Emicro Index February 11th, 2019, 09:20 PM
Replies: 29
Views: 3,376
Posted By SydAlgoTrader
Typically for ES I want a minimum average trade...

Typically for ES I want a minimum average trade profit of $50 (after 2 ticks slippage and commission if using market orders).

The short side seems pointless, why not just make it a long only...
Showing results 1 to 4 of 4

What are the most important features in a trading platform? (choose three)

 

 
 


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