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Posts Made By:
petrmac
Forum:
Psychology and Money Management
January 8th, 2012, 07:16 AM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
The strategy takes into account the risk and...
The strategy takes into account the risk and adjusts the position size to it (2% rule each entry).
So I am wondering how to proceed in the MC analysis to have some meaningful results.
The start...
Forum:
Psychology and Money Management
January 8th, 2012, 05:45 AM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
Thanks Didn't get to it yet. I'll play with...
Thanks
Didn't get to it yet. I'll play with it today. By fixed position sizing you mean just one contract? This won't work since the strategy takes into account the traded size and is reducing...
Forum:
Psychology and Money Management
January 7th, 2012, 09:01 AM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
Here are the sim results of E7. 25k start...
Here are the sim results of E7.
25k start equity,
FixedRatio MM,
MC on 1000 iteration with same equity and sample of 200 trades
This is essentially the same strategy as in previous post, but I...
Forum:
Psychology and Money Management
January 6th, 2012, 04:00 PM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
I was working late but maybe it will pay out. I...
I was working late but maybe it will pay out.
I have tweaked the strategy a bit and performed some more backtesting.
I just run the test on all instruments I have loaded in Ninja and the result...
Forum:
Psychology and Money Management
January 5th, 2012, 02:38 AM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
thanks vvhg! I am checking the MC tab often,...
thanks vvhg!
I am checking the MC tab often, but perhaps I cannot read it properly.
This is the MC simulation for the first sample posted yesterday. I have a basic understanding, that greener is...
Forum:
Psychology and Money Management
January 4th, 2012, 05:51 PM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
thanks for hints. Maybe stupid question, but what...
thanks for hints. Maybe stupid question, but what the MC acronym stands for? :lalala:
The second point is very true. NQ has changed a lot (much more volatile) and the bot works better in bigger...
Forum:
Psychology and Money Management
January 4th, 2012, 05:04 PM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
and another mutation of the strategy with a...
and another mutation of the strategy with a couple of parameters changed and two more months added...
https://nexusfi.com/attachment.php?attachmentid=58660
Forum:
Psychology and Money Management
January 4th, 2012, 03:42 PM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
Another attempt
I have recently found another strategy that I could automate.
Here are the results on 4 months of data. It performs better than my previous strategies but still not sure, whether it is fit enough....
Forum:
Psychology and Money Management
September 13th, 2011, 04:03 PM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
pengi, it is probably curve fitted. I run it on...
pengi, it is probably curve fitted. I run it on the couple of years and the results are not as good. But the thing is that the market conditions have changed quite recently. How to take that into...
Forum:
Psychology and Money Management
September 4th, 2011, 02:39 PM
Replies:
20
Auto strategy performance - fit enough?
Views:
6,898
Posted By
petrmac
Auto strategy performance - fit enough?
Hello,
I have spent last three weeks developing an auto strategy since I am not fast and decisive enough to trade discretionary these times. NQ is three times faster than it used to be before the...
Showing results 1 to 10 of 10
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