Recent content by petrovich54

I am a newbie too, in the sense I didn't trade anything yet. I am only backtesting and trying to figure out strategies to trade. So far backtesting is no good. Anytime I find something that produces good backtest results for 2006, it fails completely for 2007 and 2008. I learned here about...

So, shoud we adjust parameters ? Or the system should always work in all time periods with the same parameters ? I recall Jim Simons mentioned in some interview that they readjust their programs every two weeks.

Does bootstrapping mean "go f__k yourself" ? Sorry I'm not too proficient in English. I realize I asked a silly question. Just hoped to stimulate a discussion. Its lonely and boring out there.

Hi, I am trying to figure out profitable strategy by simulation trading. For example, I found one strategy that returns on average 0.6% per trade without optimization. This is not enough to put in practice, considering commissions and slippage. So I am trying to vary strategy parameters, like...