Pro Algo Trading | AlgoKing
Recent
ran walk-forward test - strategy holding up
·567 words
been profitable 3 months now.
wanted to verify i’m not just curve fitting.
ran walk-forward analysis this weekend.
what is walk-forward testing # normal backtest:
july week 2 - back in green after monday red day
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july week 2 done.
recovered from monday red day.
week 2 trades # monday 7/10: -$544 (3 trades, 1 win, 2 losses)
testing tighter stops - early results mixed
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started testing tighter stop losses today.
goal: reduce avg loss from $660 to $600.
early results: mixed.
the change # old stops: -150% of credit received
analyzing profit factor - why 2.1 isn't good enough
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been tracking profit factor for 2 months.
current: 2.1
sounds good. but it’s not good enough.
what is profit factor # profit factor = gross wins / gross losses
july day 1 - small win to start month
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first trading day of july (markets closed friday for july 4th weekend).
up $215.
sunday 7/2 trade # SPX put spread: +$215