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Taking a Trading System Live


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Taking a Trading System Live

  #391 (permalink)
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tturner86 View Post
Any idea why? Did market change, was it execution? Or is it because of scaling to the second contract?

What are the results for trades with one car vs two cars?

Had I just stuck to 1 contract the whole time, I'd be up $494. Instead I am down $1K plus. So, switching to 2 contracts, and hitting a losing streak, definitely had a big impact.

Of course, had I encountered a winning streak after trading 2 contracts, I would be singing a different tune!

So, I'd say a bad run over a period of less than 10 trades(within expectations), coupled with increased size, caused this.

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  #392 (permalink)
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Thanks for sharing Kevin. Any plans to start a second strategy?

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  #393 (permalink)
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Big Mike View Post
Thanks for sharing Kevin. Any plans to start a second strategy?

Mike

I bring new strategies online every few months. I started a couple new ones in Jan and Feb. But, I have no plans to journal them.

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  #394 (permalink)
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kevinkdog View Post
I bring new strategies online every few months. I started a couple new ones in Jan and Feb. But, I have no plans to journal them.

Awww where is your sense of adventure?

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  #395 (permalink)
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Big Mike View Post
Awww where is your sense of adventure?

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The ironic thing is everything I have brought public lately (TST Combine #1, TST Combine #2, now this system with my own account) has suffered. A tad embarrassing, it tis...

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  #396 (permalink)
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kevinkdog View Post
The ironic thing is everything I have brought public lately (TST Combine #1, TST Combine #2, now this system with my own account) has suffered. A tad embarrassing, it tis...

Completely understand.

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  #397 (permalink)
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Hi,

First, thanks a lot for this journal. It is very inspiring!

I have noticed that you mentioned:

Quoting 
Had I just stuck to 1 contract the whole time, I'd be up $494. Instead I am down $1K plus.

May I know if you have backtested the system with this kind of non-constant position sizing?
If you cut size when you are in a drawdown, it is more difficult to get out of it.
Just thinking...

Nicolas

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  #398 (permalink)
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Nicolas11 View Post
Hi,

First, thanks a lot for this journal. It is very inspiring!

I have noticed that you mentioned:


May I know if you have backtested the system with this kind of non-constant position sizing?
If you cut size when you are in a drawdown, it is more difficult to get out of it.
Just thinking...

Nicolas


I backtested with one contract, and added position sizing later.

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  #399 (permalink)
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sideways/drawdown equity curve periods?


kevinkdog View Post
Hey, it happens. Over the years, every system I have ever had has experienced good and bad times.

Kevin,

to help put things into perspective, would it be possible that you plot separately couple or few times weeks/months long sideways/drawdown performance that occurred in your backtest curve with equity high being the starting point.

Once that is well understood then it will be clear that your current performance perhaps is just one of those periods already accounted for in your execution.

You may have to wait months and years for system to produce results. If this is the case then reflecting on weekly performance is too often, perhaps only a monthly performance is a proper zoom level?

Regards,
tihfa

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  #400 (permalink)
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tihfa View Post
Kevin,

to help put things into perspective, would it be possible that you plot separately couple or few times weeks/months long sideways/drawdown performance that occurred in your backtest curve with equity high being the starting point.

Once that is well understood then it will be clear that your current performance perhaps is just one of those periods already accounted for in your execution.

You may have to wait months and years for system to produce results. If this is the case then reflecting on weekly performance is too often, perhaps only a monthly performance is a proper zoom level?

Regards,
tihfa


The 2nd chart in this post (link below) shows the walkforward and live equity curve. You can get a sense of drawdown amounts and durations from that chart.


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