WHAT ARE SOME OF THE BEST QUALITIES OF PERFORMANCE?
I understand it is difficult to quantify performance but some rules of thumb are?
poor to outstanding
poor good outstanding
apr < 5 % >12 % >30%
% winners 30% 50% >75
drawdown 50% <30% <10%
any comments or feed back here would be helpful....
I have developed models that seem to perform excellent in most metrics
% winners 88%
max drawdown 7%
avg bars (daily) 18
avg monthy gain 5%
this was done with selected NASDAQ stocks (approx 80 of the 100)
over a 15yr period of backtesting with a max 20% of equity
my goal is to automate the system can i expect the same performace with a live system?
the paper trades indicate good trades, I have taken some of the trades indicated thru a
broker with sucess.
my questions are?
1) woud this performance scale up without issues? if not what problems would i have?
2) how well is the trade management handled with the API with interactive brokers? slipage? missed trades? out of sync problems? etc,
3) does a cloud server make sense hosting the system for issues of reliablity ? if so any recomendations?
4) has anyone buitlt a AI rule based modeling system interfaced to right edge platform? if not anyone interested ? (I have a background in AI research and have built real time AI systems)