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ES intraday volatility recently
Started: by skiguy Views / Replies:871 / 20
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ES intraday volatility recently

  #21 (permalink)
Trading Apprentice
sydney + nsw australia
 
Futures Experience: Intermediate
Platform: NT, CQG, IB
Broker/Data: IB, CQG
Favorite Futures: Emini ES
 
Posts: 16 since Jul 2013
Thanks: 8 given, 6 received


TheTradeSlinger View Post
If you have to ask, you almost by definition do not have a "robust system."

I would study automated system design more and try and understand all that goes into designing, testing, and validating automated trading systems.

Curious you should say that as your own approach is anything but automated.

My strategy is not fully automated. Having said that I have access to some very good quant ppl that I can runs things by and get quantified. One of them was personally trained by Howard Bandy. So whilst I would not claim to be an expert I am not a rookie in that area by any means.

I have not had any feedback that the strategy is obviously not robust. No single approach works all the time even under the same general market conditions. Sequence of winning / losing trades etc.

In the period 8th Aug to 19th Aug the win rate dropped to 57%, hardly what one would call a disaster or suggest any lack of robustness. Of course that could be just around the corner

Sticking to the point of the original post I note that you have been trading thru the period in question so clearly you do not use any rule that would have precluded you from trading on the days I did.


Last edited by skiguy; August 22nd, 2016 at 03:48 AM.
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