SunnyDays
Joined
Feb 20, 2010
Inlägg
152
Connections
0
Erfarenhet
Mer än 5 år
Plats
United States
Bio
I have spent over 5 years and thousands of dollars struggling to develop EAs and a single strategy that can profit over various market conditions as evidenced by a minimum ten year backtest. IMO, to profit on backtesting only means you have a chance to profit in live trading.
I had to greatly modify my goals and expectations in terms of profit - going from a strategy that could produce 100% + return per year (but in backtesting potentially crash an account in certain years) to a strategy that could produce 1-10% return per month but only have 20% dd over a 12 year backtest.
This is the strategy I now go with and I believe this approach will stand the test of time and will ultimately attract large funds to my managed accounts. Being a large fund money manager and CTA is my goal.
I had to greatly modify my goals and expectations in terms of profit - going from a strategy that could produce 100% + return per year (but in backtesting potentially crash an account in certain years) to a strategy that could produce 1-10% return per month but only have 20% dd over a 12 year backtest.
This is the strategy I now go with and I believe this approach will stand the test of time and will ultimately attract large funds to my managed accounts. Being a large fund money manager and CTA is my goal.
Handel stil
My EAs and strategies can be incredibly complex but, in short, I trade off of short term momentum aligned with longer term momentum. Emas, trendlines, time windows, breakouts, pullbacks, etc. are all part of the EA. I won't use martingale systems. My strategy is to trade with only 2 or 3 of my best pairs, limiting trade size to a precise formula developed from 12 year backtests in which i determine risk based on a max 20% draw down result derived from long term backtests.
Mottot
A strategy must significantly profit in a 10 year backtest to have a chance in Live trading - Mine Does!
Diagram
System av SunnyDays
| Namn | Förstärkning | Uttag | Pips | Handel | Hävstångseffekt | Typ |
|---|---|---|---|---|---|---|
| Former MANAGED Account | 41.61% | 12.33% | 1097.9 | Automatiserad | 1:50 | Verkligt |
| MANAGED ATC | -15.26% | 22.01% | -278.1 | Blandad | 1:50 | Verkligt |
Senaste inlägg
928
Aug 05, 2012 at 05:15
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Jul 01, 2012 at 21:26
809
Jun 19, 2012 at 06:28
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Jun 02, 2012 at 06:02
928
May 31, 2012 at 04:34
