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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures
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To: Patrick Slevin who wrote (7108)10/23/1998 12:01:00 PM
From: Tom Trader  Read Replies (1) of 44573
 
This whole thing has me quite intrigued

I have tested numerous systems over the years that are disasters and one of the things that I look for when I test a system is that it works well in a variety of markets--usually currencies, bonds and some other market as well-- without any of the parameters being changed. I obviously junk them if they don't work well.

But this weekend I am going to test out a couple of ideas and see if I can come up with one of these loser systems and then see what happens on a simulated basis.

Your point about the stops with a reversal system is a good one and one needs to use a money management stop of some sort -- though this would skew the results. The reason this whole thing came up was because I was reading an updated version of Schwager's book and he mentioned this thing about reverse trading a bad system.

The irony of it is that sometimes when I come up with a real loser system, more often than not it is because I screw something up when I write the system in TradeStation code -- anyone who has tried to do this will know exactly what I am talking about -- because what one writes and intends is not what happens in the simulations.

This trade of mine that I was so confident of is taking forever to work out this am. It looks like I am going to have to go out a little later so if it does not come together, I'll have to bail.
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