>> Nonlinear, for how long did you traded the 11 strategies live? > Every day for the last 6 months.
What's the delta between the optimization results and the satisfactory real performance that you got during the last 6mo? > One thing that I am working now is to address the very uneven distribution > of trades I've concluded the same, the strategies work well in range/downtrend markets with medium/high volatility but don't take trades in uptrend markets with low volatility (e.g. Sep'10 to Mar'11). I'm thinking in adding some volatility/volume filter to achieve an even distribution, any other ideas on this? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
