amtmail
34 posts
msg #115814
- Ignore amtmail
modified |
10/10/2013 1:56:10 PM
I developed new filter
for your opinions
holding for 4 days
Kevin I like to send it to your email if possible
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Kevin_in_GA
4,599 posts
msg #115824
- Ignore Kevin_in_GA |
10/10/2013 7:02:20 PM
You can send it to statisticalinvesting@gmail.com or post it here - either way is fine but by posting it you can get opinions from traders far more experienced than I.
I would suggest that you first make sure you have a clear and uncomplicated entry and exit strategy, and try backtesting against historical data to be sure that it actually works.
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amtmail
34 posts
msg #116116
- Ignore amtmail |
10/20/2013 8:13:31 PM
Thank you
i sent you email
waiting to hear from you about your opinion
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Kevin_in_GA
4,599 posts
msg #116117
- Ignore Kevin_in_GA |
10/20/2013 8:21:17 PM
Well, at least you have a sense of humor in your code -
" and Stochastics is about to cross over ionosphere and RSI(3) is moving"
Now my opinion is less important than a decent backtest. Do that first, and then decide if you think it is good (and by that I mean better than my original version of the filter).
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amtmail
34 posts
msg #116118
- Ignore amtmail
modified |
10/20/2013 8:25:29 PM
Thank you for your opinion
I back test it and i found it in most of times is good
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amtmail
34 posts
msg #116177
- Ignore amtmail |
10/22/2013 8:49:26 PM
Do you any suggestions to improve it
Thanks Kevin
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Kevin_in_GA
4,599 posts
msg #116178
- Ignore Kevin_in_GA |
10/22/2013 9:36:11 PM
Post the backtest results and compare them to the original Z-score filter results. Your modifications are only designed to reduce trades - I can't say if they result in better trades or not.
Other than that I have no comments. Are you planning to trade this with real money?
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amtmail
34 posts
msg #116225
- Ignore amtmail |
10/24/2013 2:17:02 PM
I am trying to trade it with real money
I think most of trade are good for the last 2 weeks since i started to trade it
I back test it i Found it risky in bad times
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Kevin_in_GA
4,599 posts
msg #116230
- Ignore Kevin_in_GA |
10/24/2013 4:11:10 PM
My advice would be to paper trade it for at least a month or two before putting ANY real money against this filter. Your modifications have not been validated by any meaningful backtesting - I would never trade any system without pressure testing it against periods of severe market drawdown.
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