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IMHO, the most important aspect in determining if a trading system is 'good' is making sure to avoid curve fitting. It is key to make sure your model is predictive, and not over optimized to some local maximum that will inevitably fail in out of sample testing.
Seth Weinstein
Crescent City Capital Advisors, LLC
561.750.8878
-----Original Message-----
From: nevi [mailto:nevi@xxxxxxx]
Sent: Friday, February 26, 2010 12:49 PM
To: 'Simon Lont'
Cc: omega-list@xxxxxxxxxx
Subject: Re: good trading system
Hello Simon,You have to take into account the drawdownCan you trade through the periods when the system is moving sidewaysor loosing money or would you stop trading, which would make your testresults unreliable.Look in the Strategy Performance Report / Graphs to get a visual onthe drawdown.For some ideas on systems you can look in the forum sections athttp://www.trade2win.com/http://www.babypips.com/http://www.forexfactory.com/regardsneviSL> Hi Guys,SL> How do you know if you're trading systems is a good one?SL> Does anybody know some book titles about this subject.SL> I already looked myself but I couldn't find anything.SL> Thanks in advance and cheers,SL> Simon
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