a system, the more volatile it tends to be! A system cannot be second-guessed or used intermittently. The Tactical method is a systematic, as opposed to a discretionary, approach to futures trading, and the opinions expressed in this paper apply to systems trading, not discretionary trading. Yet being in the market quickly this time more than makes up for the loss on the previous trade. What you should know about systems trading. It works when tested over or over.
THE robust trader: Robust Trading and Robust trading strategies
Strategy idea is based on the Distribution of Range, and here is how it s used.
I am often asked, Why is your Tactical system of futures tradin g volatile?
Robustness and increased odds for survival have a lot to do with.
The 10 SMA system is a robust trading strategy that showed a profi t in each of the top 10 currency pairs.
During the past.5 years, this simple.
At the same time, the system will be less reliant on particular situations for its success. I am unable to provide specific documentation for opinions formed in this manner from experience. For a system to have the highest odds of profitability over time and markets, the inescapable tradeoff is volatility. In conclusion, when evaluating the robustness of a trading system there are four key tests to perform. In practice, this means having the fewest number of rules and applying them generally over all markets that will be traded. Certain types of systems do perform better that others, and selecting certain clusters of variables within a system will affect system performance. A robust system will maintain good results over various years without the need to be re-optimized frequently. These systems are not designed around specific types of markets or market action. A robust system is one which works and is stable over many types of market conditions and over many timeframes.
Robust trading strategy