Recent content by jboydston

Anyone know what thier network looks like? Can't they afford the best? What a disaster, somebody better get fired for this.

Wow, Mr. Hershey, you are obviously very sophisticated, wise and experienced. I won't attempt to understand all that you've explained here in this thread. Perhaps this would be an interesting topic all it's own? I would like to focus this thread on wether or not a mechanical system that...

4/14/2003 Cover previous short from 868.75 @ 873.25 -225 Buy 873.25 @ 8:30 Sell 879.00 @ 12:30 +287.50 Short 879.00 @ 12:30 Still short P&L +62.50 Total Trades 5 YTD = -1012.50

4/11/2003 Cover previous short from 876.25 @ 879.75 -175 Buy 879.75 @7:30 Sell 868.75 @ 8:30 -550 Short 868.75 @8:30 Still short P&L -725.00 Total Trades 3 YTD = -1075.00

I have included the TradeStation workspace I am trading from, for those of you who use it. You will need to change the extension back from .txt to .tsw

I am trading from California, so maybe this accounts for the discrepancy?

4/10/2003 ... Short position still open from yesterday 876.25 @ 9:30 P&L -362.50 [/B] Commis = -5.60 Slippage = 0 Total Trades 1 Net = -368.10 YTD = -368.10

I realize that 5-10K is possibly too small an account to trade this system. But, is a backtested system feasible in real life? Are backtested systems purely opportunistic? Those who say it can't be done, have you tried it and failed? I don't mean to be smug, I am very direct and purposeful.

Good point. Most of the systems I've come up with short more aggressively than long. Is this because of market trend or maybe markets fall faster than they rise?

If anyone wants some documentation, please just ask. I have covered what I think to be my bases. But your objective opinions are why I am here ;-) I use Tradestation, so give me some time to clean up the report. Default report is huge. EliteThink I realize that many different strategies...

Yes, it is optimized. I started with 6-month back to present. Then took out the top few trades by narrowing down the optimization range. Increased to 1 year back, re-optimized, etc. ANd again at 2 years back. How would one "test the sensitivity of the MA lengths and entry bar parameters?"

I'm not trying to be sarcastic. I seriously have no idea what you are talking about. Must have been absent from class that day. ;-) I appreciate you patience with me, but can't offer any answers until I understand this further. regarding the "precede" signals, I tried to clarify that I meant...

Thanks gms that was enlightening. Mechanical trading is definitely not full-proof and without it's own set of obstacles. You comments are appreciated!

This is correct. different criteria for long/short positions.

Since I am correcting my previous posts, let me make one more: