Five(5) Automated Trading Systems Added

Posted on October 29, 2012October 29, 2012 by hcarstens

Based on insights gained over the past year, we are adding the set-ups from five (5) new automated trading systems to the Trend Day Forecast. The new automated systems each hold for 1 to 5 days and cover ES, US, Stoxx, Bund and Gold. The historical results for the automated systems are here: ES US Stoxx Read more about Five(5) Automated Trading Systems Added[…]

Quick Tip: How to Quickly Evaluate a Trading System

Posted on December 30, 2011December 30, 2011 by hcarstens

How to quickly make a first-pass evaluation of a trading system (or trader)… Calculate these from the system/trader’s P&L: z = sqrt(observations) * avg win / std dev trades f = (((1 + win/loss ration) * pct wins) – 1) / win loss ratio f$ = largest losing trade / f ————- Then: z > Read more about Quick Tip: How to Quickly Evaluate a Trading System[…]