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Příspěvky od
ShaunOverton
Entry Efficiency
v
Obecné
Dec 09, 2011 at 18:46
I wrote this blog post to explain the idea better:http://www.onestepremoved.com/backtesting-efficiency/
Entry Efficiency
v
Obecné
Dec 09, 2011 at 13:14
Hi yg10,Thanks for your reply. I think that you might have misunderstood the definition.The entry efficiency is not a measure of how many pips the trade makes. It's a measure of where the entry occurs within the trades' open window. So if a long entry occurs at 50 and the lowest point was 40 and the highest point was 100, then the entry efficiency is:(100-50)/100-40= 83% entry efficiencyThe scaling that you mentioned is an issue, albeit for a different reason. Measuring the efficiencies of trades that are only open for a handful of bars is of limited use; it introduces a great deal ...
Entry Efficiency
v
Obecné
Dec 08, 2011 at 13:56
That's not what I was referencing.
Entry Efficiency
v
Obecné
Nov 29, 2011 at 18:23
This link explains the idea of measuring entry and exit efficiency:http://www.ninjatrader.com/support/helpGuides/nt7/efficiency_graphs.htm
Entry Efficiency
v
Obecné
Nov 29, 2011 at 14:33
Hey everyone,I've done six years worth of strategy research and program trading strategies for a living. In that time, I've coded thousands of strategies and seen a number of strategies with genuine exit efficiencies.Despite all that experience, I've never seen a strategy produce a consistent entry efficiency above 55% (i.e., random). Does anyone out there have a strategy that produces a real entry efficiency? I don't mean this in the sense of profitability - I mean it in the sense of the entry efficiency graphs that come with NinjaTrader and/or TradeStation. I'd be happy ...
Simple Market Making
v
Obecné
Sep 12, 2011 at 21:11
Hey all,My small, live, testing account has been doing well over the past month. I'd be interested to see what feedback y'all might have on improving the idea or retooling it to another concept. You can read the strategy description on my programming blog at http://www.onestepremoved.com/simple-market-making/ or go directly to the account statement posted on MyFXBook at http://www.myfxbook.com/members/ShaunOverton/mb-trading/148313
Simple RSI based EA
v
Programování
Jul 25, 2011 at 16:27
uda,Check your PMs.
Simple RSI based EA
v
Programování
Jul 25, 2011 at 14:05
Hi uda,Thanks for your message.
Simple RSI based EA
v
Programování
Jul 21, 2011 at 14:30
Hi Irjah,I'm the one that wrote the strategy that you posted the link to. Were you able to get it working? Which part of the strategy did you not like?Also, the most up to date link is http://www.onestepremoved.com/rsi-trend/.
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