Traders' Roundtable

Hi,

In an attempt to seek out meaningful correlations in a one market intraday futures breakout system, I set up a spreadsheet containing the following daily stats for a year of trading history: date, daily range, morning gap (+ or - and size), daily P&L, first trade of day P&L, and first trade ...

Bondtrader,

Thanks very much for your thoughts on my question. I'm gratified to learn that ROA/# trades, custom metrics or efficiency matrices in general are considered brown belt methods in your opinion, I take this to mean I'm on the right track, and I'm in full agreement that Tradestation is ...

Using tradestation's standard set of optimization parameters as building blocks (net profit, gross profit, gross loss, # of trades, roa, profit factor, % profitable, max DD), what is the best measure of linearity in an equity curve that also factors in the number of trades to evaluate a strategy's ...