It didn’t trade because of its parameters. I’d like it to be more performant actually but that’s not the case. We have to wait to see how things goes, the performance were not so steady in the past, so we are maybe in a non-profit period. I know this is quiet difficult to sit and wait and to watch past profit go away, but that’s how we achieve good results in a long run. Just like me, you know that sometimes trading strategy don’t fit well to a beautiful straight equity curve and trying to make it more straight is a trap that tends to overfit that what had happened in the past.
I don’t know the right words in English, but in French we used to say : “le mieux est l’ennemi du bien”, understand that trying to get things better than good is not so right.
But… 🙂 because you asking me, to avoid to skip these days, you should look at “max amplitude”. Also if the system loose 5 times in a row it’s because it tried to inverse position in the same day because of false breakout. There is also no any kind of stoploss moving while in good profit, and because CAC40 price seems to mean revert in intraday actually (POC and/or orderbook fault?), a lot of money are given back to market.. but that’s also why the strategy worked in the past.. These are some clues to maybe change the strategy behaviour. If you plan to work on it, I can help you, if you’re ok, please open a new topic to separate things and make it clearer for everyone. Thanks.
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