Recent content by fe2008

What's the most boring part of being a trader?

My system is testing its worst/maximum drawdown. This is not the problem though... The problem is that the stupid here did not decreased position size, so the financial drawdown is considerable. My question is: Should I keep the (fixed) position now that I think it's going to recover (the...

I'd like to know if anyone here is able to program a daytrade strategy in wealth lab (version 5). Will send more details via PM. Thanks

While studying the pros and cons of several money management systems and position sizing, I came with a new idea (probably it has been discussed before). Basically, it's a fixed fractional but the difference is you only add up contracts after a drawdown which could be the average drawdown of...

whats funny? lol

the starting balance was 10k. Risking 5% per trade. The backtest is from march/09 to march/11

seriously I trade the Brasil Futures Market, but I think the rules are the same. Its a daytrading system backtested using wealth-lab. I've done several simulations using Market System Analyser software and did a 1 million sample monte carlo validation test (to ramdomize the trade order) and the...

ok blackbison, lets assume that both are profitable... (don't want to change the point to backtest validation)

arabianights, I just edited applying a fixed fractional money management.

Both are daytrade futures. The main difference is that the system A when you stop you entry a new position at opposite side of the market, and system B when you stop you don't trade anymore in that day. Analysing the diagnosis statistics, which system would you trade: The comissions and...

Well, now that I got your attention, let me say that my system indeed result in 3577% in two years with slippage and comissions!! Just ran a few tests using market system analyser software and my system (mini futures daytrade) got the following report: http://arte360.com.br/system.htm Please...

Currently I'm backtesting a 90min. candle breakout for mini. What you guys think of opening range breakout? Is this a good system? Could you please point me some alternatives? Thanks

there's something called "statistics". And I believe in it.

that's why I trully believe the only way to beat the market is following a rule-based system. unless you're gifted of course.

btw You gave me an idea... enter at the opening in a stock option and carry to the close... the stop could be 1/2 or 1/3 of the average win. hmm I think I'll do some backtests ehhe.