Stocks & Commodities V. 32:7 (26-30, 52): Trading Eurodollar One-Minute Bar Charts, Part 2 by Dennis Meyers, PhD
Product Description
Trading Eurodollar One-Minute Bar Charts, Part 2 by Dennis Meyers, PhD
Feeling The Noise
The level of noise in price movements can have an impact on our trading. Here’s a system that filters out the noise and trades the trends.
In part 1, I introduced a velocity-based trading system and showed you how you can use the system to enter and exit trades when trading eurodollar futures. Here in this second part of a two-part article, I will show you the results of the walk-forward out-of-sample testing and determine how well the velocity-based trading system performed.
WALK-FORWARD OUT-OF-SAMPLE TESTING
Walk-forward analysis attempts to minimize the curve-fitting of price noise by using the law of averages from the central limit theorem on the out-of-sample performance. In walk-forward analysis, the data is broken up into many in-sample and out-of-sample sections.
Feeling The Noise
The level of noise in price movements can have an impact on our trading. Here’s a system that filters out the noise and trades the trends.
In part 1, I introduced a velocity-based trading system and showed you how you can use the system to enter and exit trades when trading eurodollar futures. Here in this second part of a two-part article, I will show you the results of the walk-forward out-of-sample testing and determine how well the velocity-based trading system performed.
WALK-FORWARD OUT-OF-SAMPLE TESTING
Walk-forward analysis attempts to minimize the curve-fitting of price noise by using the law of averages from the central limit theorem on the out-of-sample performance. In walk-forward analysis, the data is broken up into many in-sample and out-of-sample sections.
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