I have been programming for twenty years, and studying the markets for about four years now. I have been programming a single strategy for the past few months ( I have a full time job and family, so time to work on this is not as much as I would like to devote to it ). My question is;
Have you programmed a system, and have you ran it live for a substantial amount of time ( a year or more )?
If so, can you give me some insight on the following:
My system, when back tested generates about 22% with about a 5% DD , this is true for the last 35 years. Is this a good goal?
I have avoided over optimization, but of course have spent many hours trying different combinations including watching it run while paying attention to any kind of variable I can focus on ( volume, top down, time of day, etc,.... ). Does this seem right, or am I basically over optimizing it?
Thank you for any insight you may be able to provide.
-- THE FSM
Everything in the market is like a fart, if you have to force it, it is probably shit