August 10, 2017

Stock indexes have been in a BFTR since July 17th and our energy sector symbols have been sideways range-bound since July 28th. AlgoLab earns profits when markets are moving up or down, not when they are moving sideways.

The chart attached shows the ES (S&P 500) 60 minute continuous contract since July 17th. Today the ES contract is down over 21 points and if it breaks down further, we could start earning profits on the short side. AlgoLab SuperSystem uses a trend filter to switch between long and short bias trades. The blue line in the plot is a 1500 period moving average. AlgoLab SuperSystem restricts all new trade entries to long-only if current price is above the 1500 hour moving average. If below, AlgoLab will start to submit short-only...

February 11, 2017

optimizing rules and variables over an entire data set and obtaining a profitable result does not say anything about how that set of rules will perform on unseen, future data. It's possible - no, it's relatively easy, to optimize a single variable like a trailing stop to turn a trading system that should perform no better than chance, to an awe inspiring, hand rubbing, $ signs in the eyes gold mine. And that's just evil.

First, I'll show you perform this black magic. Then, I'm going to show you how to do it correctly - how to look for the TRUTH - how we do it here at AlgoLab.


Black Magic Recipe:

I built a simple trend line break technical pattern system that has 1 variable which is a following stop. The following stop is optimized using 4 steps from 4...

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