It’s been a few months since I last posted in this thread. My live results were sort of break-even before, but over the last months they have been very good. This is mostly me learning what makes a bad system, and avoiding those to drag me down. I am earning more from my systems than my real job. This could be due to market conditions and luck, but I will see what happens after another 200 trades.
I trade one (1) momentum system adapted for different timeframes (10m, 15m, 30m) and instruments (DAX, Gold, Oil). For reference, this is the only system I have created or seen that I trust to run live at the moment, but I am trying to diversify more soon. I have put 100+ systems to the test and put something like 300 hours into system development so far. So it has certainly not been easy, but it continues to be a fun challenge. Some lessons: demo-trade your first few months, lower risk to the point where you don’t feel an urge to interfere with system positions, optimize how you want but make sure it works out of sample, trade only instruments with low spread, combine several systems/edges, don’t trust a backtest with less than 200-400 trades.
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