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Hi gang,
I have an interesting question for discussion. I am really curious if
any of you have developed an end-of-day stock trading system in TS that
is robust, and more importantly, 'successful'. Let me try and define
what I am thinking when I say 'successful':
- It's profitability ratio over a variety of different equities is
consistently greater than 65% (i.e. 65% of the time, you are in the
green)
- It performs well in both trending markets, *and* range-bound markets.
(perhaps using adaptive properties based market conditions of a given
stock)
- It does not require constant re-tuning or optimization to achieve
satisfactory results (this would just be curve backfiting)
I have been doing a lot of systems testing over the past year, but have
yet to achieve a certain level of robustness that I describe above..
Perhaps this is an unrealistic goal, perhaps not. I am wondering to what
extent others may have achieved some of the above milestones. If any of
you have created or come across such a system, one that exhibits the
properties above, and has been consistently making money in both up
and down markets. If so, would you be interested in sharing some of it's
ideas, or perhaps even the system itself with the rest of us to examine
and discuss?
Regards,
robert
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