again read my post about max historical draw downs to some of
these sub systems - that's why even though clearly this wasn't fun,
these haven't exceeded those. That's why I can't come out and
say okay guys the systems are broken and this time is different?
Clearly those past trades went through some more extreme
times during those trades - of course these have not closed yet,
we'll see how they end up.
but I like my idea about making a table with all that data for
the systems
I started working on the table, the final format will be
different but here's some of what I'll show. will put it on
the website. Then when system trades occur you can simply
reference
Great matt, Having them at each entry level would be great if
possible?
I have analysed the spy system over 25 years and have draw down
statistics for each entry, but as the spy systems as a whole not
the individual systems at each entry level. Like entry 3 have a max
DD of 4.85%. Entry 4 about 2.85% max. I have planned my entry
capital allotment based on these DDs. Beware of es futures
trades on entries 1 and 2 as can get Margin calls on their large
DDs
the general stats like winning%, profit factor time in trade are
for all trades, but for the max draw down for now I may just show
the 1st entry for simplicity
Posted by retirefire on 2nd of Mar 2020 at 02:12 pm
THANKS MATT for all the WORK plus O.T. I'm sure most here
realize who pulls the trading trigger and owns the responsibility
for their trades. So even more LONG trades firing all the
more confirmation stick with systems.
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again read my post about
Here's some thoughts on the reversion to mean system trades
Posted by matt on 2nd of Mar 2020 at 02:07 pm
again read my post about max historical draw downs to some of these sub systems - that's why even though clearly this wasn't fun, these haven't exceeded those. That's why I can't come out and say okay guys the systems are broken and this time is different? Clearly those past trades went through some more extreme times during those trades - of course these have not closed yet, we'll see how they end up.
but I like my idea about making a table with all that data for the systems
I started working on the
Posted by matt on 2nd of Mar 2020 at 03:13 pm
I started working on the table, the final format will be different but here's some of what I'll show. will put it on the website. Then when system trades occur you can simply reference
Great matt, Having them at
Posted by elliotw on 2nd of Mar 2020 at 04:11 pm
Great matt, Having them at each entry level would be great if possible?
I have analysed the spy system over 25 years and have draw down statistics for each entry, but as the spy systems as a whole not the individual systems at each entry level. Like entry 3 have a max DD of 4.85%. Entry 4 about 2.85% max. I have planned my entry capital allotment based on these DDs. Beware of es futures trades on entries 1 and 2 as can get Margin calls on their large DDs
Matt that looks great --
Posted by puma on 2nd of Mar 2020 at 03:30 pm
Matt that looks great -- are those stats for all entries combined for each trade type?
the general stats like winning%,
Posted by matt on 2nd of Mar 2020 at 03:31 pm
the general stats like winning%, profit factor time in trade are for all trades, but for the max draw down for now I may just show the 1st entry for simplicity
THANKS MATT for all the
Posted by retirefire on 2nd of Mar 2020 at 02:12 pm
THANKS MATT for all the WORK plus O.T. I'm sure most here realize who pulls the trading trigger and owns the responsibility for their trades. So even more LONG trades firing all the more confirmation stick with systems.