John W Regular  Posts: 87 Joined: 8/1/2011 Location: Sydney, NSW, Australia  User Profile | Hi LSJ. Just a caution that some of the selected strategies are Market Reversal or Optimized in some way. These type of strategies are not Mechanical and your backtest results may not live up to those results in real trading. Some examples are: Breakout (Futures) Money Zone Breakout (EOD) Reversal (Futures) Volume Systems I can't comment on the 2 strategies that end in "FS" I don't have them. I have 2 suggestions that may help improve your confidence that your backtest results will hold up in future: 1. Rerun your portfolio and take out any strategy that is not marked as Mechanical, check the results. 2. Keep the non-mechanical strategies but remove the orders plan or trade plan and replace it with a trade plan from a mechanical strategy that you like. Check the results. By the way, thank you for sharing and thank you for livening up this forum! | |
