KJ Trading Systems Kevin Davey - Ask Me Anything (AMA) - futures io
futures io



KJ Trading Systems Kevin Davey - Ask Me Anything (AMA)


Discussion in Trading Reviews and Vendors

Updated
      Top Posters
    1. looks_one kevinkdog with 180 posts (416 thanks)
    2. looks_two SMCJB with 23 posts (40 thanks)
    3. looks_3 Mabi with 17 posts (12 thanks)
    4. looks_4 bluefightingcat with 16 posts (9 thanks)
      Best Posters
    1. looks_one grausch with 2.8 thanks per post
    2. looks_two kevinkdog with 2.3 thanks per post
    3. looks_3 SMCJB with 1.7 thanks per post
    4. looks_4 Big Mike with 1.5 thanks per post
    1. trending_up 124,218 views
    2. thumb_up 649 thanks given
    3. group 111 followers
    1. forum 433 posts
    2. attach_file 15 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Closed Thread
 
Search this Thread
 

KJ Trading Systems Kevin Davey - Ask Me Anything (AMA)

(login for full post details)
  #191 (permalink)
 kevinkdog   is a Vendor
 
 
Posts: 3,322 since Jul 2012
Thanks: 1,757 given, 6,701 received


fiverr View Post
Kevin,

What is your take on Walk Forward Optimization? Are you for rolling forward testing or anchored WFO?

BTW, I have come across several PhDs who believes that WFO is curve fitting at its best.

@fiverr -

Can you expand upon the several PhDs (trading experience, background) who say WFO is curve fitting? I'm curious how they are doing their development that leads them to this conclusion.

Thanks!

Follow me on Twitter
The following user says Thank You to kevinkdog for this post:

Can you help answer these questions
from other members on futures io?
Hey! Is there a way to change the date and symbol on a c …
EasyLanguage Programming
use of Ultimate Oscillator in NT8
NinjaTrader
Order Flow Volume Profile POC parameters in Ninjatrder
NinjaTrader
Moving Average Price Scan
ThinkOrSwim
Move SL or TP with pointer and keys
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Spoo-nalysis ES e-mini futures S&P 500
12 thanks
Cycle Analysis... a way of looking at price action.
8 thanks
Want your NinjaTrader indicator created, free?
7 thanks
Basic Education for Beginner Trader
7 thanks
How bad is NT lag?
4 thanks
 
(login for full post details)
  #192 (permalink)
 fiverr 
Calgary
 
Experience: None
Platform: TradeStation, MT4
Trading: ES, Stocks
 
Posts: 73 since Aug 2015
Thanks: 4 given, 11 received

The comment came from the program director of Algorithmic Trader Association. He believes that WFO is the pinnacle of curve fitting.

The following user says Thank You to fiverr for this post:
 
(login for full post details)
  #193 (permalink)
 kevinkdog   is a Vendor
 
 
Posts: 3,322 since Jul 2012
Thanks: 1,757 given, 6,701 received



fiverr View Post
The comment came from the program director of Algorithmic Trader Association. He believes that WFO is the pinnacle of curve fitting.

Thanks. My experience is totally in conflict with that (unless the WFO is incorrectly done), but that is what makes a market - different people with different ideas.

Follow me on Twitter
The following 3 users say Thank You to kevinkdog for this post:
 
(login for full post details)
  #194 (permalink)
 SMCJB 
Legendary Market Wizard
Houston, TX
 
Experience: Advanced
Platform: Trading Technologies
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little GE, SI, Bitcoin & Ether
 
Posts: 4,557 since Dec 2013
Thanks: 3,883 given, 9,173 received


fiverr View Post
The comment came from the program director of Algorithmic Trader Association. He believes that WFO is the pinnacle of curve fitting.

Was that Alex, Doron or somebody else? Just curious.

The following user says Thank You to SMCJB for this post:
 
(login for full post details)
  #195 (permalink)
 Mabi 
sweden
 
Experience: Advanced
Platform: NinjaTrader,MetaTrader
Trading: futures, FX
 
Mabi's Avatar
 
Posts: 141 since Oct 2010
Thanks: 121 given, 135 received


fiverr View Post
The comment came from the program director of Algorithmic Trader Association. He believes that WFO is the pinnacle of curve fitting.

I think Kevin Davey has proven that it works just fine as long as you know what you are doing.

The following user says Thank You to Mabi for this post:
 
(login for full post details)
  #196 (permalink)
 sam028 
Site Moderator
 
 
sam028's Avatar
 
Posts: 3,706 since Jun 2009
Thanks: 3,806 given, 4,556 received

Well, if WFO is not an option I wonder what's working... Rolling dices maybe?
I'll be curious to see what was really wrote/said about this, there might be some kind of misunderstanding somewhere.

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter
The following 2 users say Thank You to sam028 for this post:
 
(login for full post details)
  #197 (permalink)
 fiverr 
Calgary
 
Experience: None
Platform: TradeStation, MT4
Trading: ES, Stocks
 
Posts: 73 since Aug 2015
Thanks: 4 given, 11 received

Has any taken Andrea Unger's trading course? He also does not believe in WFO.

 
(login for full post details)
  #198 (permalink)
 kevinkdog   is a Vendor
 
 
Posts: 3,322 since Jul 2012
Thanks: 1,757 given, 6,701 received


fiverr View Post
Has any taken Andrea Unger's trading course? He also does not believe in WFO.

First, I am sure that Andrea's course is really good. I taught a live 4 day class with him in New York last April 2016, and I picked up quite a few good ideas/concepts from him. He is a very good trader. The industry needs more trader/educators like him.

As far as "believe in WFO" I know he does not use it, so I decided to ask him. He does not have an account here, so he allowed me reply for him:

"Hi Kevin,
I've been asked recently twice about WFO and in both cases I stated that I don't use it, I don't recall any occasion where I said I don't "believe" in it. In fact I will include a chapter of WFO in my Strategy Evaluation Course about it. You can answer on my behalf .

Ciao
Andrea"



So my take on this is you can be successful without walkforward (Andrea is). You can be successful with walkforward (I am). More than one way to skin a cat...

Follow me on Twitter
The following 7 users say Thank You to kevinkdog for this post:
 
(login for full post details)
  #199 (permalink)
 Mabi 
sweden
 
Experience: Advanced
Platform: NinjaTrader,MetaTrader
Trading: futures, FX
 
Mabi's Avatar
 
Posts: 141 since Oct 2010
Thanks: 121 given, 135 received

In regards to WFO I find that Ninjatrader not necessarily have given the best result in order to have a viable trading result going forward and that the settings it has found could be equally or similar using other settings. The best thing is of course if you do not have to change your settings for the next period. Scalping strategies can be very sensitive to larger differences in stop an targets from period to period which will make your future results a looser if you actually used the setting NT comes up with especially if they differ to much from previous period. It would be better if you were given a matrix of each period of workable settings in order to have a better change of picking an median setting that might be closer to your overall backtest results. So that said I do not use the WFO results as is without further testing.

 
(login for full post details)
  #200 (permalink)
 SMCJB 
Legendary Market Wizard
Houston, TX
 
Experience: Advanced
Platform: Trading Technologies
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little GE, SI, Bitcoin & Ether
 
Posts: 4,557 since Dec 2013
Thanks: 3,883 given, 9,173 received



fiverr View Post
The comment came from the program director of Algorithmic Trader Association. He believes that WFO is the pinnacle of curve fitting.


SMCJB View Post
Was that Alex, Doron or somebody else? Just curious.


kevinkdog View Post
He does not have an account here, so he allowed me reply for him:

"Hi Kevin,
I've been asked recently twice about WFO and in both cases I stated that I don't use it, I don't recall any occasion where I said I don't "believe" in it. In fact I will include a chapter of WFO in my Strategy Evaluation Course about it. You can answer on my behalf ."

Now I'm even more interested in who at ATASSN said that.

The following user says Thank You to SMCJB for this post:

Closed Thread

futures io Trading Community Trading Reviews and Vendors > KJ Trading Systems Kevin Davey - Ask Me Anything (AMA)


Last Updated on July 5, 2019


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2022 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts