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diffused

Strategy Results Feedback

By diffused, in Automated Trading

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diffused    10

diffused
Posted

hey all.

 

just wanted to get some feedback on the attached backtest results.

 

its from a pretty basic strategy i've whipped up that day trades the 30 min ES chart

 

things are still in learning mode for me and i'd really appreciate any opinions anyone has.

Strat1.xls

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jasont    10

jasont
Posted

Diffused it is really tough for someone to give you sound advice simply according to results posted. Then again, what others think about your results doesn't really matter because everyone is different. We all have different drawdown sizes we can personally tolerate, different average losing streaks we can tolerate, different win %'s we can tolerate.

 

I suggest you look hard at your results and determine whether or not you can handle what your plan entails. I will give you a personal opinion but this is only according to my own risk persona.

 

I couldn't handle trading your plan as it entails a win rate less than 20% on average over a period of 7 months. I personally have tried trading a 30% win rate in the past which was a daily strategy and having to wait weeks before a win sometimes was too tough for me to handle. That is just the way many trend following systems are built though.

 

Just my 2 cents as I noticed no one else has commented for you.

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diffused    10

diffused
Posted

thanks for that.. its exactly what i was after.

 

i'm pretty tolerent as long as i know there is a positive expectancy.

 

as for teh results, i dont really have anything to compare against apart from all the other strategies i've developed.

 

the win rate isnt amazing but from the various posts ive read over a while, i'm getting the feeling high win rates for automated strategies arent sustainable (again, i dont really have anything to compare against)

 

this strategy is a simple 3 consecutive higher/lower close one and it works on various timeframes and on various markets consistently.

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bakrob99    11

bakrob99
Posted

One thing you should consider about any strategy BEFORE you trade it is how or when will you know when it has failed or stopped working. This is a problem for trend following systems or any strat which has a low percentage win rate because it is only after a severe drawdown that you know it needs a change and to stop trading it.

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