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Re: Failed Prop Trader Rebuilding System

Posted: Wed Oct 11, 2023 5:47 am
by kbs
In this test, I experimented with Adaptive Jurik Filter as an exit indicator.
The lesson to learn from this is that it can work well with exits but I would increase the period to a value higher than 35, as it was too choppy for this data set.
ROI not good either, so don't adopt this system without tweaks.

Re: Failed Prop Trader Rebuilding System

Posted: Wed Oct 11, 2023 5:48 am
by kbs
Chickenspicy wrote: Wed Oct 11, 2023 5:06 am I can show you how i trade, after im done with my backtest
Im highly certain it will perform good

I dont use stop loss just correct position management
makes it easier

Even in spread and spikes 1-2% max might be a loss
Ok, if you would send me a PM with your recommendations then I would review it. Thanks.

Re: Failed Prop Trader Rebuilding System

Posted: Fri Oct 13, 2023 5:01 am
by kbs
Performed a 5 year back-test of S&P500 today. The aim was to use a very simple position trading system.

The results were so laughable that I struggle to comprehend how I got them. +.88% ROI. If you had put 10,000 in a S&P 500 index fund and done nothing, you would have made 9-10x more than I did.