对盈利系统进行逆向工程 (REPS) (Reverse Engineering a Profitable System )

Major update to thread on post #297 - http://www.forexfactory.com/showthre...74#post8604674






ORIGINAL MATERIAL -

Going into the weekend on a "Dog Days of August Trading" Friday afternoon, I thought it might be interesting to develop a new...or at least revised...trading system with the input of the FF community.

It seems typically as we develop a system to trade we look at charts and indicators and how they may tell us where the market is going and how we can enter. As the system evolves (or oftentimes devolves) we make changes and corrections as we are not arriving at our desired outcome in one way or another.

So instead, I'd like to look at it the other way around, so to speak. We'll start with where we want to end up and see if we can't develop a way to get there...

To start with, just a little bit about my trading style.

I favor long term trend following. Ultimately I would like a system that's low maintenance (in terms of computer time), stress free (which means, among other things, low risk) and of course wildly profitable...

Don't get me wrong...I like to dabble in shorter term trading, higher risk/leverage ideas, etc. etc. But that's mainly a past time or trading fix solution. For a go to, make a living system, those just won't work for me.

Everyone's welcome to chime in and participate and share ideas. That doesn't mean I'll necessarily incorporate them in what I'm doing, or in this thread, but I fully expect to get some good ideas from you guys as hopefully I share a few with you.

I just ask that everyone play nice and get along...
So....off we go