016: Trading champion Andrea Unger provides tips to creating robust strategies, indicators in trading, Forex trading and optimising to understand market behaviour.
Better System Trader
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The Degrees of Freedom in a Trading System
Is it possible to slip in an unoptimised pilter that won't count as a degree of freedom, or is that just trying to cheat statistics? I'm not led by numbers. I'm leading the development more by common sense and when i put a constraint into my system. So for example, trade only if yesterday's daily bar had a body smaller than 50 % of a total range. Thich is a a constraint i put into a system, but it makes sense. If you optimise and you choose e 201 instead of 200, when it's a silly, silly decision. And i never take the best possible net profit result of a oplivization.
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