What Metric Should You Optimize On?
In this week’s episode of Line Your Own Pockets, we discuss a common question from systems traders: What…
Another Way to Deal with Windows Updates
Several readers responded to my post on dealing with Windows Updates. One of my clients said his Windows…
Better Volatility Metric?
Matt H. responded to the post on predictive columns and asked about ATR. (Posting with permission) Matt H.…
Backtesting Puzzle Explanation
Here’s a detailed explanation of what I’ve referred to as the “peek-a-boo trade” problem in backtesting. (See the…
Responses to More Trades Than You Expected
There were a couple of excellent responses to the backtesting puzzle I posted the other day. (Go back…
How Far Back Should Your Backtest Look Good?
In this week’s episode of Line Your Own Pockets, we discuss a question from a trader I recently…
How To Deal with Windows Updates
Being forced to reboot your computer at an inopportune time is a pain. Even worse is returning to…
More Trades Than You Expected
You’re backtesting an intraday trading strategy that trades new highs. You find a column/filter that improves the results.…
Predictive Columns
You’re trying to improve your trading strategy. You’ve added columns to your backtest. You ran an optimization report…
All Columns Aren’t Equal
You’ve created your library of columns for every backtest you run, but what columns should you include? The…