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  • #235066|
    Customer
    473 Posts

    consistently outperforms

     

    Well for the next 12 months…I don’t want to drag this on beyond that.

     

    Let the challenge begin!

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    #235069
    Customer
    473 Posts

    Reduce default lot to 0.01 for both strats.

    #235092
    Customer
    473 Posts

    I copied the equity curve image from Zdenek Zanka’s book but I added the forth line.  The forth linear line is what an overfitted extreme curve fitted equity curve looks like; since market prices are non-stationary discovering robust strategies with linear equity curves is like finding a needle in a hay-stack, possible but a lot of capital will be wasted seeking such holy-grails.

     

    If users still haven’t studied Zdenek book very closely, I recommend a few weekends of serious thought and study of the material in it.

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    #235095
    Customer
    391 Posts

    There is some Exceptions . Attached is a strategy made end of 2016 and the second is live performance from FX blue since that time.

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    #235098
    Customer
    473 Posts

    There is some Exceptions . Attached is a strategy made end of 2016 and the second is live performance from FX blue since that time.

     

    Hi Mabi,

     

    Yes, I know it is possible as I mentioned in the post above but the question is…how many of  your linear equity curve models failed in live trading?  Many many of mine did, even after demo testing but the strategies I have with a less ideal backtested equity curve are more robust in live trading and an ideal equity curve can still be acheived by having a large portfolio.  I’m not sure how long it will last but my portfolio is always in the green by combining short, medium and long term models with realistic backtested equity curves.

    #235100
    Customer
    391 Posts

    Yes, they are more likely to be curve-fitted and fail. Plus that you can find alot more diversified strategies if You lower the expectations of linear performance. So with Forex since You can  easily size You portfolio to Your wallet it is easier to build a diversified portfolio with linear performance using non linear strategies. Especially with SQ4.

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