Pathfinder swing TS
05/11/2018 at 8:25 AM #7018005/15/2018 at 11:41 AM #70474
I do feel really uncomfortable with full period optimization and that is exactly what Despair is constantly preaching that they are very likely fantasy profits and too good to be true.
I took your FTSE FY Swing Algo and tried with OOS. But only long entries.
Out of sample from Nov 2010 onwards. Does look not too bad IMO.
1 user thanked author for this post.11/28/2018 at 10:35 AM #8589211/28/2018 at 10:46 AM #8589511/28/2018 at 10:58 AM #85899
If you remove that time limit you’ll see that it didn’t perform very well 2001 and 2008, which for me isn’t good enough.
2001-2008 is out of history for me, in the FTSEMIB is like 50years ago, and in these year of experiments on varius trading system i see that is useless to optimize a system on too many years.
In the 2007 the FtseMib was near 40.000 point, since the 2009 the market is between 10.000 and 24.000, wich for me are the value that you have to consider, untill it will break at least 27.000 (dunnow if ever will happen).12/10/2018 at 10:26 PM #8671612/11/2018 at 9:47 AM #8674812/11/2018 at 10:00 PM #8690012/11/2018 at 10:04 PM #8690412/12/2018 at 6:10 AM #8691212/12/2018 at 8:58 AM #86916
All are good, depend on your account and capacity to face the drawdowns that with a daily sistem are high. For now in me last year experience the best one is the FtseMib. 4 winning trade on 4 total this year. I did a modify on the multiplier to lower the risk that for me was too high 8i have a very small account). Here is the code with less multiplier.12/12/2018 at 11:19 AM #8693912/12/2018 at 11:38 AM #8694112/12/2018 at 1:03 PM #86947
Link above didn’t work for me, it gave 404 Not Found.
Maybe the link below will work? It would be good to get the One year After Thread going again?
So is anybody running any of the Systems from this Thread in Real Time in Demo or Live?
OR better still the link below as it does get you into the Thread onto Page 4
@Nicolas what is going on please? None of the above links work or is it just for me they are not working … is somebody trying to tell me something!? 🙂
EDIT / PS
If you copy and paste my last link above into your browser address bar then you WILL get into the One Year After Thread.12/12/2018 at 2:30 PM #86952