Recent content by Ucicelos

I don't believe that I have many small caps in the system, its based for largest and most liquid 1000 Equities and even so the model picked over 90% (past 2 years) from the largest 500...but I am aware that Survivorship is an issue so I am planning to start small and see how it goes. Yes it is...

Thanks Fractals, I am planning to stop trading the system if I hit 10% DD, and monitor till becomes profitable again. The system is based on minimizing the loss and getting many small wins. Keeping my fingers crossed.

Yes it does take commissions into account but average round trip on small share size on IB is 2-3 bucks...

Thanks, I'll check the formulas to make sure that the tester is not peeking at the future data. You are right that I am looking at trade stats, the system picks from a list 1000 most liquid equities, but the system only risks 0.2% on any one equity at any point in time and max positions held...

Thanks all, I'll take the dive and start with small trades and see how it goes. or as lawrence said..."make my move" :)

The numbers above are based on 1932 trades, out of 2394 signals over the last two years. The 462 trade would not have happened because the market moved away from the Entry price before open and didn't revisited that during the day. Attached tables shows breakdown by long and short. Please let me...

Thanks WRBTrader, Yes I didn't use automated as in I don't have a chops to build automatic execution, but I am planning to stick with the recommendation and automate as much as possible with Bracket Orders (Target / Stop Loss OCA)....though I'll have to manually input orders and adjust the stop...

Thanks ET and Turveyd, Yes with trend I am using S/R for entry and ATR for my stop loss.

Hi ET Gurus, My first post here. I have been working on a building a system / strategy for some time. Its essentially combining Elder's impulse system with Support/Resistance. The system gives me an Entry, Target and a Stop loss and Exits the trade if Target or stop loss hits or if the entry...