Recent content by ScottD

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    Designing and Building a Profitable Automated Trading System

    We’ve made substantial progress and this seems like a good time in the project to draft a summary of where we’ve been and where we’re heading. Progress and milestones • We started the Cashcow project in earnest on December 9, 2008. • Jack and I have established rapport, clear...
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    Designing and Building a Profitable Automated Trading System

    In Feb 6 forward testing, Cashcow Release 1.2 Logic generated the following results: Gross Profit: +2.00 points Profit/Range ratio: +0.1 Trades: 6 Wins: 3 -------------------- Week 1 Summary: Gross Loss: -1.75 points Trades: 18 Wins: 9 -------------------- Next steps...
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    Designing and Building a Profitable Automated Trading System

    I'll make a couple administrative posts to wrap up the first week of forward testing Cashcow Release 1.2 Logic. In Feb 5 forward testing, the Cashcow did not take any trades. The entry criteria are a little more limited than the reversal criteria and, on this day, all entry signals were...
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    Designing and Building a Profitable Automated Trading System

    Nice work WGT. You could consider relaxing this a bit and letting sentiment come into effect as early as bar 2. Better yet, bring in the Dow futures/cash price feeds and build a Pre-Sync suppression module. As soon and the pre-sync condition clears, take the next entry signal or take an...
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    Designing and Building a Profitable Automated Trading System

    ETL, I appreciate your post and encourage any further contributions you may wish to make. Your charts indicate very nice progress on your ATS. Consider posting some near real time ATS decisions next week. I think that would be a fun thing for people to see. In the end, all that matters...
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    Designing and Building a Profitable Automated Trading System

    In Feb 4 forward testing, Cashcow Release 1.2 Logic generated the following results: Gross Loss: -12 points Profit/Range ratio: -0.5 Trades: 3 Wins: 0
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    Designing and Building a Profitable Automated Trading System

    The ATS Reversed to Long on Bar 48.
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    Designing and Building a Profitable Automated Trading System

    Today's forward testing results so far... Attached chart shows the first entry on bar 3 and subsequent reversal on bar 4. After you click the link below to load the chart, click once more on the chart itself to restore full resolution. The image is sized to fit a 24-inch or larger LCD.
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    Designing and Building a Profitable Automated Trading System

    In Feb 3 forward testing, Cashcow Release 1.2 Logic generated the following results: Gross Loss: -2.5 points Profit/Range ratio: -0.1 Trades: 5 Wins: 3
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    Designing and Building a Profitable Automated Trading System

    Attached is a chart annotated by Cashcow work-in-progress Release 1.2. Jack and I have incorporated the following new functionality / refinements into this release: - Open entry logic. - Whipsaw suppression logic. The current logic is somewhat more suppressive in certain conditions than...
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    Designing and Building a Profitable Automated Trading System

    The ATS just Flattened at EOD. Today's forward test results: Gross P&L: +22.5 points Profit/ATR ratio: 0.6 Trades: 4 Wins: 3 Chart legend: Green line = Long trade Purple line = Short trade And upward sloping green line is a win. An upward sloping purple line is a...
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    Designing and Building a Profitable Automated Trading System

    The ATS just Reversed to Long.
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    Designing and Building a Profitable Automated Trading System

    The ATS has Reversed to Short after a nice gain. You can see the system remains in the market, travelling from reversal decision to reversal decision.
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    Designing and Building a Profitable Automated Trading System

    Today's forward testing results so far... Attached chart shows the first entry and reversal.
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    Designing and Building a Profitable Automated Trading System

    I intended to post yesterday's charts in near real time, shortly after each action. As it turns out, I was unable to do that, so I'll post the historical chart here. In yesterday's forward testing, the Caschow Beginner Logic ATS generated a gross loss of 18.5 points. There are a number...
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