• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

What makes a good trading system?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    What makes a good trading system?

    Hello,
    I am developing and testing trading systems. I am quite happy with my results (only demo trading until now). But I asked myself, what makes a good system? Which performance numbers are regarded "as a good and robust system". Of course everybody has its own measurements of "good".
    I just add a performance report of one of my systems I consider to be good and I would employ my real money to. and see what you guys say.
    Attached Files

    #2
    Hi superkolleech,

    congratulations on having your hard work pay off, Cool that it's turning a large profit and the numbers look good, especially for just one month.

    75%+ profitability is hard to achieve, from the summary I deduct that your system has for the period under observation about 2:1 RR.
    This means to break even successful trades have to be at least 66%. With 5-10% above that threshold the performance usually is quite good.

    It would be interesting how the system will hold up over a longer period of time, the current market conditions are special.
    Last edited by MojoJojo; 06-07-2020, 03:08 AM.

    Comment


      #3
      Hi Mojo-Jojo,
      thank you for your reply. The test is actually over 10 years ending on friday.

      Comment


        #4
        Excellent, I missed that detail and was curious how it traded 20 times a day with large profits, assuming 1 lot.
        Sample size looks fine and test period too. Usually in my backtests after roughly 150-200 trades the performance regresses to the mean.

        Comment


          #5
          Hello superkolleech,

          As a tip, to ensure more accurate backtest results add 1 tick intra-bar granularity, and also be sure to test the script in Playback.

          https://ninjatrader.com/support/foru...nce#post100192
          Chelsea B.NinjaTrader Customer Service

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by riuhdfjkbh, Today, 05:40 AM
          0 responses
          2 views
          0 likes
          Last Post riuhdfjkbh  
          Started by pol133, Today, 02:35 AM
          1 response
          8 views
          0 likes
          Last Post NinjaTrader_Marco  
          Started by JAtrades, Today, 05:20 AM
          2 responses
          6 views
          0 likes
          Last Post JAtrades  
          Started by timko, Today, 05:12 AM
          1 response
          7 views
          0 likes
          Last Post NinjaTrader_Marco  
          Started by collagen, 06-18-2020, 05:55 AM
          6 responses
          51 views
          1 like
          Last Post timko
          by timko
           
          Working...
          X