wp01Participant
Master
Hi O-jay8,
Soybeans minimum size is 20 indeed. I’m also very carefull with commodities. On a good or bad day the increase or decrease could be 5% on commodities. It also kills my nerves sometimes.
I also do not care missing one or two trades from time to time. Everybody must do what feels good and what suits you. The advantage of running 10+ systems is that most likely the good trades
compensate the bad ones. If you have just 1 to 3, and you pick the wrong ones………you get the picture. :-). I think diversity works the best. You see that now for the first half of July. It started
bad in the beginning and i think that everyone who had run +10 systems now has one of his best months of the year.
wp01Participant
Master
I didn’t had Corn running….
China+hong kong gave like 4k EU. Too bad I dont trade live yet 🙁
wp01Participant
Master
@Oskar,
Beter not to look back. The goal should be to improve your skills and to aim for a positive and constantly improving result.
If you look back and see the errors you made and the funds you missed, it drives you mad. It is all part of the proces.
wp01: Yep. Wasn’t long ago I found this thread. Also I probably won’t run China in the beginning anyways.
I didnt trade Corn and China either (Only in demo). Personally I feel not save as the backtest history is too small. The statistical significance is not given in my opinion, that is why I try to get at least 20 trades or more. 30 would be the best per respective period.
wp01Participant
Master
O-jay8,
I understand what you’re saying, but 20 or 30 trades is also 20 to 30 years. In most cases there is just one trade per period or no trade at all.
And what does a trade of 20 years ago say? Totally different world, different market and so on. We just magnify a period of about 2 weeks which
we optimize. If you take that same instrument for a whole year and than backtest it for 5 or 10 years, you could have 100+ trades. But within that
100+ trades are also the bad ones. Now we try to leave the bad ones out by optimizing the best periodes.
So what you are saying is that if we have enough trades for a certain period of time with a high profitfactor and low drawdown, you feel good about it. But in this case you could also have months
of losses and decrese of capital. That is just what we are trying to do with optimizing just half a month. I’m actually not feeling more confident with 20 trades which are 10 or 20 years ago traded.
The reports looks nice but there is no garanty at all that this same situation will happen again. We all know that exactly the same situation will not be repeated.
NIKKIE short – no accumulation
FTSE long – no accumulation
Uhm. In the FTSE file name it says “jul1”, forgot to change it. But it’s for jul2.
wp01Participant
Master
Hi Oskar,
Very nice job with the Nikkei.
One question: did you keep the maxprofit on purpose at $ 300?.
Because when you optimize that as well and you change that to 1400 your PF improves to 15,85
Regards,
@Oskar, I agree with Patrick, very nice work.
If you change the maxprofit to something above 2000 it gets even better.
I never optimized Maxprofit, didn’t see anything in the guide about it so I just kept it the same as the template I changed 😉 I get the best value around 1700+, So I set it to 1800 now.
Here are the updated versions (FTSE, just fixed the name and removed the “comment”).
wp01Participant
Master
Thanks Oskar. Nice results.
That maxprofit was i guess added in the last V2 version provided by Reiner.
When you optimize China/HengSeng, you have to check if these amounts are high enough due to the currency. (somewhere between 10K and 25K)
wp01: Thanks 🙂 I think all algos for jul2 are done now, tried a few others but with bad results.
By the way, is there an updated roadmap with shorting? I looked but couldn’t find any other than the original.
