I’m not sure what good any back testing would do. The markets currently look nothing like the recent (and not so recent) past.
Agreed that market is always changing. So any long only strategies will be tested this year and onward, some of them “better” ones are already not doing so great. No single system will be suitable during all market conditions hence the need for multiple strategies that complement each other.
The world champion of futures trading uses 70+ trading strategies across many instrument to produce a stable equity line across any sort of market conditions. Which is something all quants should learn from.
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(system(s), instruments(s)), but this is truth. Well said.
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Who is considered the world champion?
Is the algo running ? How’s it doing so far?
Kevin Davey. 3 times world cup trading champion.
I realize doing ES YM AND DAX can be too much for some subscribers. I’m open to any suggestions or to split it up if necessary to any that actually subscribes. Send PM
How about trade 1c of each
It preferable to trade 3 of 1 than 1 of each. The additional separate entries helps a lot with the bottom line when trending.
Create one with Just ES. It has a little bit more conservative parameters for exits and take profits.
