System Development

System Development Requires Patience Most of us understand the need for patience in this business. One of the hardest skills to learn and yet one of the most important. Absent patience you will do many silly mistakes like enter a trade at the wrong time, exit too soon, stay too long, the list goes on.…
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Strategy Win Rate

I previously wrote about strategy win rate (found here), with a focus on how high win rates can be very misleading. How on the surface, a high win rate would imply a superior system versus one with a lower win rate. I want to expand on this idea further.  More so from a psychological standpoint.…
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Avoiding Curve Fitting

Avoiding curve fitting is something every developer must do. Else they risk following a very dangerous path.  A path based on the belief that their strategy is far more robust. Causing them to go into production too soon and lose a bit of capital. The concept of curve fitting is best defined using its synonym over…
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Trading Hiatus

For regular readers of my site (thank you), you have likely noticed that activity has been slowed down a bit. My systems, current versions at least, don't trade during November. I've written about that in prior posts, discussing various filters. November happens to be one such filter. A few weeks back when I knew I…
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