jeudi 4 août 2016

Help to find the right balance

I ran couple of optimization on few afls, I don't know how to find the balance. There are so many factors, when some are good, others not. For eg. finding sharpe ratio above 1 is a big deal, and I don't find K ratio above 1 at all. If I go by net profit, sharpe/k ratio goes into negtive territory, too many trades and standard error spikes up big. Don't get what's that exposure %, higher the better or lower the better?

I wouldn't call myself a chart trader. I was just looking if I can find any good set up I could use. But too many factors put me confused.

Can you guys help me find the balance among these factors?

BTW, the afls I am talking about are ema crossover.


Help to find the right balance

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