Copy that.
Yeah I'm on XJO now and my system caught all 4 rallies this year giving it insane stats. But running a volatility filter so does miss some big ones and have another outlier system for those. But in reality across the board over 15 yrs data best trend system on XJO averages a 56% WR with 2.4 Profit factor and worst DD 8% and that doesn't include cumulating orders. Looks like yours can squeeze a bit more juice per leg. Looks like I should aim higher but overall portfolio seems to fill in the gaps with scalps and mean reversion.
Do have profit factor shorts up to 6 but they don't run often so that data is likely insignificant. Most things around 1.63 - 3.6.
I hate starting bots after out performing periods like XJO this year but hey, that's the job. Will keep working at it the trade management side of things.
Thanks
- Forums
- ASX - By Stock
- XJO
- 10/07 Indices
10/07 Indices, page-60
-
- There are more pages in this discussion • 121 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
Featured News
Add XJO (ASX) to my watchlist
(20min delay)
|
|||||
Last
8,232.3 |
Change
-37.500(0.45%) |
Mkt cap ! n/a |
Open | High | Low |
8,269.8 | 8,269.8 | 8,220.4 |
Featured News
XJO (ASX) Chart |
The Watchlist
LU7
LITHIUM UNIVERSE LIMITED
Alex Hanly, CEO
Alex Hanly
CEO
Previous Video
Next Video
SPONSORED BY The Market Online