Posted by lessarda on 11th of Aug 2011 at 04:48 pm
would you please show the same analysis for the two backtested
trades that the new rules would have affected (Feb 09 & Jul
02)? Thanks again.
Also, is the re-entry more a matter of resetting the system
below the stop as if the original trade hadn't been taken or are
you introducing entirely new rules/logic for that re-entries than
you already had for entries?
Once I have the coding done, I will show the stats. I
don't find this stuff by back-testing and curve fitting a bunch of
variables until I find something that looks good, I study the
charts and trades in-depth and manually
decide myself what makes logical sense and what looks
good, and then tell the programmer to program it in.
He's not finished coding in all that I want yet, when he's
finished I'll show the new results.
Thanks, Matt...
New SPY system stop loss rules, etc
Posted by lessarda on 11th of Aug 2011 at 04:48 pm
would you please show the same analysis for the two backtested trades that the new rules would have affected (Feb 09 & Jul 02)? Thanks again.
Also, is the re-entry more a matter of resetting the system below the stop as if the original trade hadn't been taken or are you introducing entirely new rules/logic for that re-entries than you already had for entries?
Once I have the coding
Posted by matt on 11th of Aug 2011 at 06:47 pm
Once I have the coding done, I will show the stats. I don't find this stuff by back-testing and curve fitting a bunch of variables until I find something that looks good, I study the charts and trades in-depth and manually decide myself what makes logical sense and what looks good, and then tell the programmer to program it in.
He's not finished coding in all that I want yet, when he's finished I'll show the new results.
Understood...I was just referring to the affected trades from the development period
Posted by lessarda on 11th of Aug 2011 at 07:11 pm
vs. the post-release current trade. The comments in recent days on curve-fitting miss your point here.