High win %
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- Roundtable Knight
- Posts: 1436
- Joined: Mon Dec 22, 2003 12:24 pm
- Location: Des Moines, IA
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High win %
I recently came up with a system with 80% winners and avg loss = 2x avg win. I am having difficulty understanding why and how this system is so accurate. But maybe that is why I havent made any money trading LTTF in the last 4 years. I wonder if anyone else successfully trades something with similar win/loss stats? I just started simul trading it to monitor slippage...
Multiple Time Frame
I think MTF is the way to go for easily achieving high win rate. don't know how it would be implemented in tblow though.
LeviF: Is your system a countertrend system? I think that these kinds of systems are tempting, because that high win rate can make the results look really good. However, the really damaging losses don't show up until later, and its hard to really predict them. Vic Niederhoffer successfully traded a countertrend system (selling options) for years, then blew up almost overnight.
How large is your test set? How many trades?
How large is your test set? How many trades?