Forums ProRealTime English forum General trading discussions Time in market – Is there a "maximum"? Reply To: Time in market – Is there a "maximum"?

#57133

The dream we all have:

One holy grail strategy that opens positions often that all win and that return 1000 pips every time for a £1 bet.

The reality:

Many diversified systems running on many different markets and different time frames that all together combined hopefully make slightly more than they lose once trading fees have been taken off.

We need to forget the dream and concentrate on the reality as un-sexy as it is.

I am a big fan of momentum based strategies and have few of my own under test at the moment. If you fancy sharing your strategy then maybe someone on here might be able to add an even better edge to it. The results you show look very positive for such a long time period but it sounds like your method of construction is spot on (in sample then out of sample) but maybe another set of eyes will spot some over-fitting that might lead to future failure.