Category Archives: Testing

Another week in a trader’s journey

Brief summary of my trading week/last few trading days – quite a few things on the list here – meetings with traders, mentors, some trades, and a lot of strategy development work – read on for details…

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Trading Strategy: Defining Trend

An update on how my strategy development has progressed over the last two weeks. Nearly all of it has focused on Crude Oil.

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Measuring Trend in testing models

In working on my testing models, I just realized an error I have made in my approach – specifically in measuring the trend.  Thought this was worth to quickly share – a type of “tip of the day”. When developing … Continue reading

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Arguments against systematic back-testing [a blog follower’s email]

A few days ago, over a weekend morning coffee, a fellow retail/discretionary trader and I discussed some aspects of my recent testing work.  He proceeded to sent me a detailed email explaining his view that testing in this manner is unlikely to … Continue reading

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3,000 test trades completed in a week

Over the last week, my new “testing engine” produced a sample slightly over 3,000 test trades.  In this post I am detailing my findings and thoughts for taking things forward. You are likely guessing (correctly!) that I will probably not … Continue reading

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End-of-May Trading Update

The week has been productive.  Traded Oil futures for a couple of hours each day as part of a trading room.  Completed a significant amount of back-testing. Balanced it out with regular exercise and lots of fun away from the … Continue reading

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