Two problems that often result from system optimization are: (1) a reduction in the number ...
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- Author: Curtis White
Every system developer has a list of rules and indicators that they want to ...
One problem with traditional backtesting is that it relies on the presupposition that there ...
In my experience trading futures, I have found that most damaging losses are caused ...
A good rule of thumb is that a reasonable risk per day for a ...
Mean reversion systems, such as those based on RSI, suffer significant performance degradation when ...
