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Search: Posts Made By: Mabi
Forum: Trading Reviews and Vendors November 24th, 2018, 07:27 PM
Replies: 433
Views: 174,858
Posted By Mabi
This paper on System Parameter Permutation might...

This paper on System Parameter Permutation might give some insight in regards to Optimization .

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2423187
Forum: Trading Reviews and Vendors October 22nd, 2018, 04:58 PM
Replies: 433
Views: 174,858
Posted By Mabi
No I use it alot for 2 years. It just looks at...

No I use it alot for 2 years. It just looks at the list of trades with time stamp and try to pair strategies together per Your ranking criteria in regards to correlation that might be...
Forum: Trading Reviews and Vendors October 22nd, 2018, 01:49 AM
Replies: 433
Views: 174,858
Posted By Mabi
Optimization

Say I have a good or several good strategies that I have been running for a couple of years. Now I have never optimized them ( more then for Robustness check reason) but did some heavy simple...
Forum: Trading Reviews and Vendors August 18th, 2017, 06:58 AM
Replies: 433
Views: 174,858
Posted By Mabi
I Agree, actually this is one of my reasons to...

I Agree, actually this is one of my reasons to start working with WFO.. Say over a 10 year period most strategies have at least 1 year or more stagnation. You never know when this will occour. With...
Forum: Trading Reviews and Vendors August 16th, 2017, 03:18 AM
Replies: 433
Views: 174,858
Posted By Mabi
Okey the statement was based on short time...

Okey the statement was based on short time experince. I picked out the best performing strategies after 6 months live trading from 3 diffrent portfolios with up to 20 strategies each and created a...
Forum: Trading Reviews and Vendors August 15th, 2017, 01:10 PM
Replies: 433
Views: 174,858
Posted By Mabi
Walkforward can for sure be beneficial. You can...

Walkforward can for sure be beneficial. You can have diffrent settings for the same strategy and if it then still is profitable it is in my mind a sign of that it is robust. Today I do not use...
Forum: Trading Reviews and Vendors August 13th, 2017, 05:12 AM
Replies: 433
Views: 174,858
Posted By Mabi
Walforward periods

Been looking in to walkforward period lately. I find that the shorter periods i use the larger the net profit will be.Say i choose a walkforward period of evry three months on 3 years of data and i...
Forum: Trading Reviews and Vendors July 3rd, 2017, 03:05 AM
Replies: 433
Views: 174,858
Posted By Mabi
If you have a portfolio of strategies it can be a...

If you have a portfolio of strategies it can be a good tool using MAE to find out intraday equity drawdowns for your portfolio which can be higher then the closed drawdown. There is some portfolio...
Forum: Trading Reviews and Vendors July 1st, 2017, 08:20 PM
Replies: 433
Views: 174,858
Posted By Mabi
For Montecarlo i use. 1. Randomize Trades...

For Montecarlo i use.

1. Randomize Trades order
2. Randomly skip trades
3. Randomize strategies parameters
4. Randomize starting bar
5. Randomize history data
6. Randomize spread
7....
Forum: Trading Reviews and Vendors May 9th, 2017, 01:34 AM
Replies: 433
Views: 174,858
Posted By Mabi
Consecutive looser_winners

Do you think there could be an edge from counting consecutive Loser's and Winner's in a strategies history and from that analyze and implement increased or decreased position sizing . I think the key...
Forum: Trading Reviews and Vendors April 19th, 2017, 04:12 AM
Replies: 433
Views: 174,858
Posted By Mabi
I use WFO more like a robustness test. If the...

I use WFO more like a robustness test. If the strategy will work similar with different settings it would be a sign of robustness. However I also find that if leaving say 1 year of OOS to test the...
Forum: Trading Reviews and Vendors December 15th, 2016, 08:43 PM
Replies: 433
Views: 174,858
Posted By Mabi
grausch Thanks again for your reply !!. I have...

grausch
Thanks again for your reply !!. I have been busy at work but I had time to shortly after your post lowered the contract size on the less performing strategies and increased them equally on...
Forum: Trading Reviews and Vendors December 7th, 2016, 05:03 AM
Replies: 433
Views: 174,858
Posted By Mabi
Thanks Kevin and SMCJB, Comparing with how...

Thanks Kevin and SMCJB,

Comparing with how you run a company you never want your whole existence depend on one or 2 costumers and you would like to be able to budget next years result but you...
Forum: Trading Reviews and Vendors December 6th, 2016, 06:24 PM
Replies: 433
Views: 174,858
Posted By Mabi
Portfolio

Hi Kevin ,

Thanks again for your previous answer. Now something came up that are related to previous question. When Building portfolios i see that some strategies from some instruments are...
Forum: Trading Reviews and Vendors November 29th, 2016, 11:27 PM
Replies: 433
Views: 174,858
Posted By Mabi
Portfolio money management

Kevin

Is it better to use the total portfolios performance to dictate the increase of lot size or is it rather better to implement that individually on each strategy's performance. This can be...
Forum: Trading Reviews and Vendors July 13th, 2016, 11:42 PM
Replies: 433
Views: 174,858
Posted By Mabi
In regards to WFO I find that Ninjatrader not...

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...
Forum: Trading Reviews and Vendors July 6th, 2016, 06:51 PM
Replies: 433
Views: 174,858
Posted By Mabi
I think Kevin Davey has proven that it works just...

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