038: Kevin Davey – The Development Process of an Algo Trading Strategy, From Objectives to Live Trading
Chat With Traders
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How to Cut Your Losers and Let the Winners Run
Have you ever had a situation where similar to what you described, you've gone through all this testing and this process only to find out that it's not performing anywhere near as well as it was during the testing phase? Oh, yeah, definitely. I mean, whether it's I do something wrong in the testing and I don't even realize it or the markets changed,. In my book, I have a couple of Euro systems that were doing pretty well up until mid 2014 when volatility started to reach record lows in the Euro. And they really haven't recovered at all, even though the volatility picked back up. But the structure of the market, I think, has actually changed a little bit
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