Recent content by avano

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    Looking for well performing back tested indicators

    "well performing indicators" is like "well performing hammers". It depends what you do with them.
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    Too good to be true?

    I prefer than than the opposite if the high win rate can be maintained.
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    Walk Forward Analysis - the only logical successor to backtesting [DISCUSS]

    WFA is just another form of optimization on shorter periods. The system will fail regardless if new conditions arise not covered by WFA.
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    Machine Learning

    Sounds like one needs a PhD in CS to use such software:)
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    Walk Forward Analysis - the only logical successor to backtesting [DISCUSS]

    A) What do you do with trades at cross-points in WFO? B) This method breaks down in a big way when markets change (ex. 2007 top to 2008 bust). You may lose more by using parameters determined during strong up trends when markets plunge than when you use parameters that where determined over...
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    If I buy a corporate bond etf and it is trading at 80p on the pound

    When is maturity? In 10 or 20 years? What about if the bonds are recalled? I agree with the other poster. I think you should speak to a professional adviser. Bonds are complicated investments.
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    risk reward and targets

    I find it very hard to get a risk/reward ratio higher than 1.3 Do you guys have the same experience or I am not trying hard?
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    Statistical analysis, Backtests & automated trading : Which way to go?

    Amibroker is just fine and it has some nice features like WFO and portfolio backtesting. It is also cheaply priced for what it does but a little more difficult to learn than TS. I recently switched to full use of Amibroker because of the easy with which I can test the patterns I get from price...
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    Success with 100% Systematic Trading?

    Could you explain what's in rigorous statistics in backtesting?
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    Experienced Futures Traders Required

    I have a 2 year record trading energy and index futures. Since I will have to move to London if hired, will the firm purchase the software I need to trade?
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    Automated Trading - Is there hope?

    This is called data-snooping. There are algorithms to correct for the bias it introduces but they are complex and require taking into account a very large universe of systems. My simple rule is to average the performance of all systems in all revisions. If the average is not above buy and hold...
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    Aroon versus same period Moving Average

    None of that stuff works in real trading unfortunately.
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    Trailing Stops vs. Targets

    3% max. 10% is way too much. Can be ruined easily.
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    Software that finds trading systems

    If a pattern is a bullish signal for example why would you care if it is reversal or continuation? It is reversal if it reverses and continuation if it continues. TA is tautology like in logic.
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    Software that finds trading systems

    I'm afraid that is a very bad article from someone who does not understand quant trading.
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