Trading Systems Robustness & Market Structure

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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CPTRADER
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Posts: 23
Joined: Sat May 28, 2005 8:03 am

Trading Systems Robustness & Market Structure

Post by CPTRADER »

Trading Systems Robustness & Market Structure


It is commonly agreed that the measures of a robust trading system are:

1. Common sense and valid underlying logic.

2. Identical parameters, rules for all markets

3. Consistent profitable performance across multiple markets in multiple market complexes

4. Simple rules



However, I wonder in addition to the above, what role “Market Structureâ€
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stancramer
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Joined: Sat Feb 07, 2004 10:34 am
Location: Washington DC

Post by stancramer »

Have a glance at

http://www.elitetrader.com/vb/showthrea ... did=115626
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