It’s been a couple of years since I reviewed this potential trading idea of a Euro currency futures scalping strategy. Over the series of articles, which are listed below, I’ve been combing filter to demonstrate how I add different filters to a system based on market conditions. Testing A Euro Currency Futures Scalping Strategy Testing A Euro Currency Futures Scalping Strategy, Part 2 Testing A Euro Currency Futures Scalping Strategy, Part 3 Testing A Euro Currency Futures Scalping Strategy, Part 4 With regards to testing different filters, you’ll notice that I always go back to the baseline system when testing a new filter to help reduce over-fitting the system to the historical data. It is on the baseline system where it will determine if […]Read more ›
Post Tagged with: "strategy development"
So I’ve got this great new system I wanted to share: it wins 57% of the time with a great sample size of 915 trades, only risks a meager $100 a trade, has a max drawdown of $700, has made money 9 out of the past 10 years, has a nice steady equity curve, and has made $10,207 after slippage and commissions since January 2005. Interested? Of course you are, but first let’s conduct a thought experiment before I share the details of the system with you. What exactly is a “system”? What exactly is an “edge”? Better yet, what exactly is our goal in “system trading”? Can we create systems for other markets, outside of the stock market? Well, […]Read more ›