In trading, losses are not just inevitable—they are an essential part of the process. Every trader, no matter how experienced, faces setbacks. The difference between success and failure lies in how you handle them. By preparing to make mistakes and accepting small losses, you can protect your capital and ensure you remain in the game
Space Time...
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Yes, your approach is valid and makes sense. Here’s why using full data for ranking in Portfolio Master while focusing on good OOS performance during strategy selection is a balanced approach: Why Rank with Full Data: Comprehensive Performance Overview: Using full data (both IS and OOS combined) for ranking gives you an overall picture of
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In trading, caution and strategy go hand in hand. One of the most effective ways to manage risk while maximizing potential gains is by opening small initial positions and gradually building on them. This approach, often referred to as the pyramid principle, allows you to confirm the validity of your trading decision before committing more
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In the world of trading, success often hinges on discipline and patience. As the renowned trader Bill Lipschutz wisely observed, out of 250 trades, you may lose on three, achieve significant profits on two, and the rest will depend entirely on your ability to execute with consistency and control. The key lies in waiting for
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To classify the values for each metric you mentioned, I’ll provide typical ranges for minimum (min) and maximum (max) values, indicating what is considered acceptable, optimal, and potentially problematic. These values are key for balancing performance and risk in strategy evaluation: 1. CAGR/Max DD% (Balances Growth vs. Risk) Min Acceptable: >0.6 Optimal Range: 1.0 –
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When certain performance metrics are “too high” in a bad way, it could indicate potential issues with the strategy that may not be sustainable in live trading. Here’s what it means and what to watch out for: 1. Overfitting Definition: Overfitting occurs when a strategy is too closely tailored to historical data, capturing noise and
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If your results exceed the values I recommended, that’s an excellent indication that you have exceptionally robust and high-performing strategies. Here’s what you should do next to make the most of these outstanding strategies: 1. Prioritize Top-Performing Strategies: Select the Best Strategies: Prioritize strategies that exceed all or most of the values stated. For example,
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Profit factor (IS) > 1.4 Ret/DD ratio (full) > 4 Stability (is) > 0.6 open dd % (is) < 50% cagr/max dd % (is) > 0.6 sharp ratio (is) > 1.5 max dd % (OOs) < 70% To maximize the potential of your strategies using these filters, you should aim for the highest achievable values
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Yes, you can definitely use the filters you listed for building your trading portfolio. Applying these filters ensures that only the most robust and reliable strategies make it into your portfolio, creating a diversified and resilient set of strategies for trading. Here’s how to use these filters effectively when constructing a portfolio: Steps for Using
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ah yes i added these filters already in all step; Profit factor (IS) > 1.4 Ret/DD ratio (full) > 4 Stability (is) > 0.6 open dd % (is) < 50% cagr/max dd % (is) > 0.6 sharp ratio (is) > 1.5 max dd % (OOs) < 70% Great! Including those filters across all steps
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After completing Step 3 (the Walk-Forward Matrix with real tick data), the next step for a final review and comparison involves thorough analysis and filtering to confirm the robustness and reliability of the strategies. Here’s what you should do: 1. Aggregate Results from All Steps: Compile the performance metrics from Step 1 (Selected TF +
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data precision whould be Selected timeframe only , 1 minute data tick or Real tick ? this is my step now running; 1. Autometic Retest H1/H4 M30/H4 M15/H4 M5/H4 with Selected TF only + Monte and Sequential Optimization Up30% Down30% 10 steps so apply to Strs too 2. do it again like 1. but using
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Every trade you make has the potential to be transformative, so treat it with the seriousness and preparation it deserves. Approach the market as if this position could become the “biggest trade of the year.” This mindset encourages discipline, focus, and detailed planning—qualities that separate successful traders from those who merely gamble. Before entering any
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Yes, when adapting your XAUUSD strategies for AUDUSD, you should use the same ranking and filtering criteria as you did for XAUUSD to maintain consistency in your evaluation process. This ensures that you are comparing strategies on the same performance metrics and selecting only those that meet your standards. Key Metrics for Consistency: Profit Factor:
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When retesting strategies from XAUUSD on a new pair like AUDUSD, you should first consider retesting with the original parameters before adjusting them. Here’s why, and the next steps if adjustments are needed: Initial Retesting Without Adjustments: Purpose: This helps you identify which strategies are naturally robust and can perform well across different currency pairs