When not to trust optimization results?
|September 6th, 2010, 05:39 PM||#11 (permalink)|
Futures Experience: Intermediate
Platform: NinjaTrader wt Rancho Dinero's profiling tools
Broker/Data: Stage 5 trading/AMP/Rithmic
Favorite Futures: ES, NQ
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If i may add my 2 cents. You seem to imply that price changes direction on a dime which is not the case as if it were then even automated BOTS could not develop an edge over the long term. The only reason why we can make money in the markets can be measured by evaluating the level of entropy we find in the system. If markets were as random as a roulette wheel then very few could make money over the long term if any. A level of supply will always be a level of supply and the same is true for a level of demand. You seem to imply these basic tenets are not valid anymore which is totally ridiculous.