Topic: Stategy and Rational Justification / Criteria
I've been using FSB on an off for a month now. I've done a little demo testing without much success. But I've been learning and finding new tips and tricks etc.
Here's the strategy I am currently demoing. When I make a strategy there are a couple things I've come to look for:
- First has always been that it has a reasonable curve, instead of jumping all over or being significantly flat.
- Second is that it makes a sufficient number of trades.
- Third, I want it demonstrated that the strategy can perform in all sorts of markets. That is, I want a rugged system. And THAT is what I think I have here. In the screenshot I show how the system deals with both bull, bear, flat, bull markets. The strategy is a 5 minute strat, and it's long/short trade success correlate with these markets as seen in the 1day chart on mt4 (From now back until September 2, 2010)
- Fourth, I like to be able to understand what is going on. I've done a lot of generating, and I have done some building by hand. Either way. If it doesn't make sense to me, I'm not too comfortable with it.
What do you think of the strat?
What do you think of the criteria?
P.S. Because of char limit the strategy will be in next post.