Could the WFE be used to determine the best OOS window size? I notice for a given system that the results vary greatly based on the OOS window size used, and that, depending on the system, a very large OOS (say seven years) is not necessarily better ...

Why "Walk Forward Analysis" is still unreliable and useless!

On what basis will DAFTRA measure WFE? I see Prado measures WFE based on profit, but that seems lacking and misleading. Curious on different approaches to this. Also, how important is WFE?

Why "Walk Forward Analysis" is still unreliable and useless!

It is tough these days as everyone wants EAs that take a tons of trades and that are quickly in and out of the market. And many "hot" indicators work off of ticks. Simple systems can be really good. Not saying complex systems are losers, but the ...

Why "Walk Forward Analysis" is still unreliable and useless!

Can one imagine how tempting it must be to do this as an owner of such an establishment? It is fresh candy in front of a child. I wonder how many traders resulted in failure from such activity? I suspect a jury would be sympathetic to victims of ...

FXCM Discussion

I think the real question here, Jason, is why this happened in the first instance and under whose watch.

FXCM Discussion

Kudos to the regulators for going after this crap. I am sure it will still go on to some degree in the US and UK, but this is a deterrent, for certain.

FXCM Discussion

Darwin's new DAFTRA is set up to conduct a massive amount of WFA and then crunch those results. If you tried to run this type of analysis on an EA that only works on tick data, you might be sitting in front of your relatively "fast" computer for a ...

Why "Walk Forward Analysis" is still unreliable and useless!

This is why spot brokers pop up all over the unregulated world. Its like a machine that prints free money for them directly from your wallet.

FXCM Discussion

I will say that what Darwin is proposing should make one more confident in trading a system. Nothing is fool proof, but this approach is the best I have seen so far compared to other approaches. It's difficult to debate otherwise. If any commercial ...

Why "Walk Forward Analysis" is still unreliable and useless!

My view is that if only a few parameter sets perform well on forward data, then its likely that your chosen system and set will fail sooner than a system where a large number of different parameter sets performed well on forward data. If given the ...

Walk Forward Analysis - the only logical successor to backtest

Darwin is proposing running a WFA for a ton of optimization parameter sets, which gives one a really good assessment if the set that you do trade going forward has any chance in _ell of performing like it did in the past. This is a much better ...

Walk Forward Analysis - the only logical successor to backtest

I have the same spikes across different brokers Looks like someone offloaded a sheet ton of Kiwi quickly. Got me; nice little mini swan for all conducting technical analysis.

NZD/USD

I am using Citi on a live account and have been pleased so far, although I have seen some slippage during news events relative to other brokers (not banks). Latency might also be an issue if you scalp. I have had no other problems with execution.

CitiFx Pro Discussion

I agree with fxbarwise; don't go against the weekly histo I still have a sell on eurgbp, which is floating around apparent support at .797. It will either range there or break south in a strong move.

Nb 10.0 trend trading system

Others may disagree, but trend trades on these pairs looks risky based on the charts over the past few days. And i say that when I ironically have an open NZDUSD trade that i opened on a retrace a few days ago (when slop was still above 0.8). The ...

Nb 10.0 trend trading system

Short EURGBP....

Nb 10.0 trend trading system

Wow EURCHF is really tight. Scalpers must be having a field day picking off small moves. Tempting....

Nb 10.0 trend trading system

I appreciate your hestitation. I took the trade because I am forward testing the daily system to see how it pans out. I generally do not like pyramiding or adding additional positions, but I am testing adding one additonal position when slope is ...

Nb 10.0 trend trading system

Does anyone have thoughts on trading groups of uncorrelated pairs on NB10.2? The following two sets of pairs were chosen by trader101 (Julius) a few years ago to hedge each other. Not considering how each pair might trade in 10.2, these might make a ...

Nb 10.0 trend trading system

Another thing to keep in mind is that there will be unavoidable instances where this system will signal a losing trade, i.e., daily price moves enough in favor with the weekly open, cross the pivot and the MA, and pushes slope over/below +0.4/-0.4, ...

Nb 10.0 trend trading system