The real point, which I didn't actually make in the video...
Longing stuff you like, (and reducing if you like it less and adding to it if you like it more) is far simpler and less fragile than having an "entry setup" and a stop
Less moving parts = less variance and fragility
@ScottPh77711570
'system costs the money in bull run' , is it due to inv vol scaling? In a strong bull, low vol = consolidation, bigger positions; high vol = new highs, positions are scaled down;
So the problem is that you never have the largest position when the forecast is the biggest?
@friendscallmeap
I was referring to my fitting process, downweighting underperforming signals
This is kinda best practice, but after thinking about it a lot I don’t think there’s enough evidence with crypto to implement it
You don’t get much for free, improved performance usually a cost
@ScottPh77711570
Hi mate, just wanted to say thanks for sharing so much info. I’m an ASX value investooor slowly turning trend trader. I’m slowly building my own home brewed hacked together system in Python and your content and recommendations have really helped.
Cheers again!
@turbokapital
For futures? Honestly Rob Carver’s system is open source and for someone using IBKR unlikely you could build something better.
We would have used and built on it if we were trading tradfi
You could easily half-ass it and do the execution manually too, since most posns 1 lot
@ScottPh77711570
for the forecast,
do you only long when the signal flips from red to green?
if you wanted to get in now, where most of the forecasts have been green for awhile, would you still do it?