Aeromir Futures Forums

Has anyone tried the SMA filtering? I'm just now seeing it. I'm inclined to use it to increase accuracy especially with MGC. Any thoughts?

Until now I am not using it. I am trading 3 strats, Goldilocks not included. So far I am very pleased with the results. Yesterday Tom released new bug fixes. If the live results do now match the backtest, I am very happy.

I am using it but have only one weeks worth of data. Made sense to me as well. Risk mitigation all the way. 

I purchased a large number of NT strategies from another supplier early this year. The package came with strong tech support. As a total newbie I needed the tech support to learn how to run NT automation. After a few months running roughly 40 strategies in sim I clearly saw what some in this company's chat called the "musical chairs" effect. Basically each day some strategies were winners (sometimes huge winners) and some were losers. But they were different each day! If you just ran all of them you'd have a really bad outcome!  I spent months trying to find a strategy that would be a consistent winner, even a modest one. That was a lost cause. I now believe that any strategy that performs well in certain market "regimes" will likely perform poorly in others. Thus it is critical to have a way to determine which strategies to enable for each session and which to avoid ! This leads to the concept of real time Portfolio Management. YouTube has many videos discussing regime forecasting. I'm going to spend some time trying to understand this topic better