Systems, Strategies and Resources for Trading Futures Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: Tom Trader who wrote (7362)	10/28/1998 9:12:00 AM
From: Patrick Slevin	Read Replies (1) of 44573

<the dry spell > .... ...was self induced but fortunately I had the presence of mind to use a few small contracts instead of the large so the losses were only a few thousand dollars. If I had some success it may have been worse because I would have started to trade the normal way and continued the system longer term. It had 2 more consecutive losses and is now short from 73.80 on the Cash and 73.50 on the spoo. The X9 system which I still have not traded is long from around 997 (Cash) with a stop at 57.76 When that one reverses I may try that with a couple of small contracts. That system does not test well on the spoo because of changing front months. I probably should try it on the Continuous but the C-Contract is a bit flukey in and of itself. Using it on the Neural Net is a real pain. <Re systems and adapting it to changing markets> Perhaps because your system has been stable for so long you are comfortable/familiar with it's nuances. In my case, I have yet to develop one so I'm less prone to accept one viewpoint or the other. I'm trying to stay open to either way until something clicks. One thing that jumps to mind as well is that your system is a 50/50 call, I believe you said. The Neural Net models I am trying to create have to have a track record either superior to 65% or else reverse signals quickly enough to minimize losses. I do not find the second one to be very common in the Training/Test stage and never in Verification. The first case occurs frequently enough but have been breaking down in Verification enough to reduce the winning percentage to below 65. The highest one stayed was 62%. All of the best ones crashed and burned in August and I had some of them backtested to 1988. Perhaps if I change the decor of my office to resemble Camelot I'll find the Grail, one day.

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next