Ndxbet

[NDXBET]

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[FetteredChinos]

short backtest, and looks like averaging down into losers..

risky, IMHO. 19 trade backtest? is that all?


afternoon all

back from skiing with all limbs intact.

 

[FetteredChinos]

i think you have shot yourself in the foot there several times..

As for averaging down into losers, I would think that the results of the 21 trades since 2003 showing 19 winning trades and 2 break-even trades speak for themselves

yes ok, what about the catastrophe waiting round the corner? see my martingale thread to see the damage that can occur...http://www.trade2win.com/boards/showthread.php?t=13941&highlight=martingale

Exhibit B:-

As long as the system is correct more than it is incorrect it will produce a profit

factually incorrrect. what about all those trend following systems with <20% win rate? it is loss control that is largely the key to profitable trading.


could you provide the backtest results for say, 1995-2003 please? i'd like at least 50 trades before my clouds of scepticism lift slightly..

 

[Roberto]

Am I right in thinking that the figures on the website don't show each position's drawdown, just the opening and closing of each position? In which case, could you comment on how big the drawdowns were when the positions were open?

 

[FetteredChinos]

what about with another SB company? is ithe drawdown still 100 x stake?

hmm.

 

[FetteredChinos]

i have a feeling you may have misinterpreted "drawdown".

thats what im trying to get at.

drawdown of 100 points, with a counter trend strategy? on multi-day positions?

brutus had that rat again...