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Search: Posts Made By: bluefightingcat
Forum: Trading Reviews and Vendors August 18th, 2017, 05:24 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
This has kind of opened up a can of worms....

This has kind of opened up a can of worms. Incubation and live trading are the ultimate tests to see if things work but I would much prefer to also have some sort of confidence in my back-testing....
Forum: Trading Reviews and Vendors August 15th, 2017, 08:05 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
I've come across any interesting (or actually an...

I've come across any interesting (or actually an annoying) issue. I've been using Walk Forward to test my strategies and so far all has been good. I have a few strategies in incubation and so far...
Forum: Trading Reviews and Vendors July 7th, 2017, 09:10 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
Thanks that is helpful indeed.

Thanks that is helpful indeed.
Forum: Trading Reviews and Vendors July 7th, 2017, 03:01 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
I have a new strategy I am developing but...

I have a new strategy I am developing but unfortunately it does not produce a huge number of trades. I am on the verge of rejecting it but I thought before I do so, get your thoughts on it. This is...
Forum: Trading Reviews and Vendors July 5th, 2017, 08:10 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
Thanks! What about if the parameters are...

Thanks! What about if the parameters are dependent on each other? Changing one parameter at a time will still affect the other if there is some sort of correlation between the two.
Forum: Trading Reviews and Vendors July 4th, 2017, 02:54 PM
Replies: 433
Views: 174,892
Posted By bluefightingcat
Do you have some advice on how to find out which...

Do you have some advice on how to find out which parameters have the most effect on the success of a system? In optimization and walk forward it is not always realistic to test the entire parameter...
Forum: Trading Reviews and Vendors June 28th, 2017, 10:16 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
Hi Kevin, I was thinking off taking the...

Hi Kevin,

I was thinking off taking the above process one step further. I was thinking of adding some sort of genetic optimization algorithm to do the optimizing for me. That way the entire...
Forum: Trading Reviews and Vendors June 1st, 2017, 08:54 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
Thanks. I was hoping for some software where i...

Thanks. I was hoping for some software where i can do this automagically. However I think you mentioned in your book that trading is a marathon and not a sprint. :faint:
Forum: Trading Reviews and Vendors June 1st, 2017, 08:41 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
In your book you touch on position sizing. I was...

In your book you touch on position sizing. I was particularly interested in the position sizing method when trading several markets at the same time and taking into account correlation.

What kind...
Forum: Trading Reviews and Vendors May 12th, 2017, 07:30 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
The reason I choose to do incubation with real...

The reason I choose to do incubation with real money is because you get a better idea about things like slippage and how orders fill. A paper account will never be fully accurate in that sense. I...
Forum: Trading Reviews and Vendors May 12th, 2017, 06:46 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
I've been inspired by your book and our...

I've been inspired by your book and our discussions in this forum to give WFA a try. I think I got a decent process in place but I wanted to get your opinion of whether this is viable. I am working...
Forum: Trading Reviews and Vendors April 28th, 2017, 08:54 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
Well you have to choose "parameters" for Walk...

Well you have to choose "parameters" for Walk Forward e.g. length of in-sample vs length of out-sample. Which measure of goodness to use. It's easily possible to start "optimizing" the walk forward...
Forum: Trading Reviews and Vendors April 26th, 2017, 03:36 PM
Replies: 433
Views: 174,892
Posted By bluefightingcat
Thanks for the reply. I got mixed feelings about...

Thanks for the reply. I got mixed feelings about WFO. I want it to work but at the same time, I'm worried it creates another layer of curve fitting possibilities and potential mistakes.
Forum: Trading Reviews and Vendors April 26th, 2017, 02:03 PM
Replies: 433
Views: 174,892
Posted By bluefightingcat
I've read your book and it's a great piece of...

I've read your book and it's a great piece of work. However, I am having a hard time understanding why using Walk Forward is so important. Usually what I do is optimize on my in-sample and use Monte...
Forum: Trading Reviews and Vendors January 5th, 2017, 03:34 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
I'm looking into trading futures. My intention is...

I'm looking into trading futures. My intention is to trade futures on a daily timeframe. However, I am worried that one day an overnight gap might happen (black swan or something) and because of the...
Forum: Trading Reviews and Vendors December 19th, 2016, 07:04 AM
Replies: 433
Views: 174,892
Posted By bluefightingcat
When developing strategies in the beginning phase...

When developing strategies in the beginning phase I test my "raw" strategy on a portfolio of markets. I then reject the markets where there results are bad and only use the strategy on markets that...
Showing results 1 to 16 of 16

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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