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once is enough. thanks.grachu wrote:I do it once a day . should I do it more ? I dont mind at all
they might have more visits. For me, because I posted all the images directly in my report, so most people don't need click there to see my charts, therefore I don't believe I have many visits.TraderJoe wrote:Interesting, you have more followers and votes but you are second, how could this be??
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Cobra wrote:I need a help:
I designed a system, the back test shows, the bigger the stop loss, the higher the winning rate and for the 10K invested, the bigger stop loss even gets better performance, so it seems the bigger stop loss is not a problem here. However the stop loss reads ridiculous to me, if you think 6*ATR(10) is acceptable, how about 20*ATR(10)? Anyone has better idea to check besides the winning rate, the performance, anything else I can add to judge which parameter is the best to use? I really don't want to use a system with 20*ATR(10) as stop loss.
draw down isn't a problem. You have 20*ATR(10) which to SPY is about 30% stop loss. it's really rare for SPY to drop 30%, right?toplight wrote:how about biggest drawdown from top to bottom?
any easy way to measure this?q2model wrote:Cobra wrote:I need a help:
I designed a system, the back test shows, the bigger the stop loss, the higher the winning rate and for the 10K invested, the bigger stop loss even gets better performance, so it seems the bigger stop loss is not a problem here. However the stop loss reads ridiculous to me, if you think 6*ATR(10) is acceptable, how about 20*ATR(10)? Anyone has better idea to check besides the winning rate, the performance, anything else I can add to judge which parameter is the best to use? I really don't want to use a system with 20*ATR(10) as stop loss.
How about volatility of the performance?
Cobra wrote:any easy way to measure this?q2model wrote:Cobra wrote:I need a help:
I designed a system, the back test shows, the bigger the stop loss, the higher the winning rate and for the 10K invested, the bigger stop loss even gets better performance, so it seems the bigger stop loss is not a problem here. However the stop loss reads ridiculous to me, if you think 6*ATR(10) is acceptable, how about 20*ATR(10)? Anyone has better idea to check besides the winning rate, the performance, anything else I can add to judge which parameter is the best to use? I really don't want to use a system with 20*ATR(10) as stop loss.
How about volatility of the performance?
everybody seems to be focusing on variance and standard deviation (which i don't think is wrong), but the first thought that came into my head is entry. improving the entry trade seems like it may help with the wide stop loss issue.Cobra wrote:I need a help:
I designed a system, the back test shows, the bigger the stop loss, the higher the winning rate and for the 10K invested, the bigger stop loss even gets better performance, so it seems the bigger stop loss is not a problem here. However the stop loss reads ridiculous to me, if you think 6*ATR(10) is acceptable, how about 20*ATR(10)? Anyone has better idea to check besides the winning rate, the performance, anything else I can add to judge which parameter is the best to use? I really don't want to use a system with 20*ATR(10) as stop loss.