Recent content by robottrader

Great thread! One question for you AHG followers: is volume bar chart critical for AHG? I only read the first several posts of the original AHG then skipped 'cuz my charting tool doesn't support volume-bar.

I can understand the long of BRCM/SVNT/GW, but CLR? Could you explain a bit more of its setup? Thanks again for your great posts, keep it up and good luck!

I understand today's FSLR trade, but Long DRYS?

Thanks a lot for sharing your scan formula. Is the AVGC2 in your formula 2-day MA or should it be AVGC7? And my guess is the formula is for both short and long?

could you please explain a bit more about the setup of drys short? btw, great posts!

2007 to date presents a good opp to system testing 'cuz it's been going through up and down cycles. If your system survived then it's tradable. One concern i had is the max draw down. It'd be interesting to see how bad it was from the peak of last oct/nov.

really?

holy @&% I cannot believe this. My system has an almost identical result. If you tell me how to generate that png file, I will post mine. unbelievable!!! See my posts at http://www.elitetrader.com/vb/showthread.php?threadid=113260

did you try it with es or anything else?

I actually thought about trading a similar short system. But the challenge is you never know if a stock is shortable. And, I've found it doesn't help lower the max DD.

amibroker

agree that EOD sometimes are not reliable. In the past 6 months, I encountered at least twice. But it doesn't affect my system much, at least not in that period of time.

agree about running multiple different systems. What's TFL? Do you design all 7 systems by yourself or got from somewhere? really amazing! I cannot even get 1 working :) like your idea of return/maxDD. Thanks a lot!

agree... the real DD in 2001 and 2002 could be a lot worse. On the other hand, acquisition will also makes a stock delisted and in the last 6 months, my system happens to pick 2 with huge profit.

Can you share some of your experience trading with real-money? and what criteria you look at of a mechanical system before starting trading? i filter out stocks trading less than $10M/day. this is so true!!! i have a filter to drop those with small volatility to reduce the number of...