Affichage des articles dont le libellé est Help to find the right balance. Afficher tous les articles
Affichage des articles dont le libellé est Help to find the right balance. Afficher tous les articles

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