Those edges are small but possible

来源: njrookie 2013-04-03 09:13:52 [] [旧帖] [给我悄悄话] 本文已被阅读: 0 次 (837 bytes)
回答: 大鼎!找适合自己的nitch且与时俱进。Laoxisi2013-04-03 08:46:05

Those simple setups might work but at the costs of tremendous account volatility. Mkt operates in a context. A heavily over-parameterized strategy might work well in back-testing but suffer huge DD out of sample before turning profitable again.

PA is hard to explain and hard to see, but it eventuall comes together if the trader can survive long enough. For a PA trader, trading eventually becomes almost a subscious action. One does need years of LIVE screen time to get a good feel. 10,000 screen hours.

Just my 2c. 

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先顶再细读。 -Laoxisi- 给 Laoxisi 发送悄悄话 Laoxisi 的博客首页 (0 bytes) () 04/03/2013 postreply 09:17:29

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