Rank: Advanced Member
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Joined: 8/16/2005(UTC)
Posts: 182
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Hi,
Does anyone know any article / paper to set criteria on system evaluation? What is a good system? there should be someone or somewhere objectively set criteria on win to loss ratio; average win/ average loss; largest drawdown to average drawdown ratio; etc... I want some ctiteria to select proper trade system(s)...
Sa
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Rank: Advanced Member
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Joined: 1/19/2005(UTC)
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Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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This article on meaningful system evaluation and development may be of interest here.
jose '-)
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Rank: Member
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Joined: 4/30/2006(UTC)
Posts: 15
Location: North Carolina
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fyi, I recently finished my trading system and have exported it as a plugin. I'm looking for some opinions on it effectiveness. If you'd like to try it let me know.
Thanks,
K
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 8/16/2005(UTC)
Posts: 182
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Hi Knorthington,
I am interested in trying it. FYI, I am doing intensive testing on my system on RT data now....
I'll send you a private message with my e-mail address.
Look forward to testing it.
Sa
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