Two problems that often result from system optimization are: (1) a reduction in the number ...

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Every system developer has a list of rules and indicators that they want to ...

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One problem with traditional backtesting is that it relies on the presupposition that there ...

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In my experience trading futures, I have found that most damaging losses are caused ...

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A good rule of thumb is that a reasonable risk per day for a ...

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Mean reversion systems, such as those based on RSI, suffer significant performance degradation when ...

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