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Here you go, from 1/1/86 - present.

How do I know this is an edge and not curve fit to the data. I tested the entries against random entries with 5 day holding periods for each trade (the longs and shorts were tested separately). The longs beat over 90% of the random entry and hold possibilities for each of the past two years. The...

Now that you've seen what happens trading against the trend, here's the summary of the short side trades for the past two years. Again, only weekly trades (Short on the open Monday and out on the exit on Friday). No stops! This is only using 1 contract per-trade with no position sizing. Once...

Yes, I posted some stuff over there. The difference between trading off market character and an edge is the difference between night and day. Market character refers to the past history of the market. Assumptions are made that the past will be similar to the future. Traders fool themselves...

"in case of the 15k per contract, the stop will be 2% or the 5 bar exit, ( what comes first) right?" No, the stop is always the 5 bar exit. The 2% is used for position sizing. In the 15k case since you could withstand double the drawdown and you'd be trading 1 contract longer. The amount...

ArchAngel, You use a buy/sell stop and enter if it touches the channel. Likewise with the exits. hit n run, In 2000, the max. contracts traded at one time was 37. In 1999, the max. contracts traded at one time was 20. Most of the time, it traded less than 1/2 the...

Hi reverend, I suppose you could put in some filters and such. I got some PM from people that were having trouble finding anything to trade, so I decided to post this simple system. Sometimes it's easier to modify something than to find a starting point. FWIW, I tried a filter of only...

Most traders are familiar with the concept of trend following. If you're looking for a system in the SP or emini market, here's something to start with. NOTE: This is based on the character of the sp market. It has no EDGE, so it could fall apart at anytime. Overall rules: 1). Risk 2%...

If you really want to study this stuff, I suggest getting all the Toby Crabel articles on the TASC website: http://search.traders.com/Tanalysis.acgi$search?.Details=Details&.SearchText=toby+crable&.SearchArea=All I bought his book years ago and it was priceless. Last I heard old copies...

If the SP market had a 30 pt. up move, the opening price would have to be within 3 pts. of the low and the close would have to be within 6 pts. of the high. To me that defines a trend day pattern in daily price data. MOC is a Market on Close order. You can never know for sure you're in...

Big runs are otherwise known as trend days. During these days the market starts near one end of the high/low and moves toward the low/high by the end of the day. For counting these moves the open must be with 10% of the high/low for the day and the close must be within 20% of the low/high on the...

Breakouts with big runs in the SP usually happen around 30x per-year. Has been true since the SP started trading. Since you never know when a breakout will start, you need tight stops in the first two hours. After that, the probability of a trend day happening goes up quickly (especially if the...

I don't know about 9 out of 10. I tested it on 63 futures markets using daily data from 1990 - 2000. 33 of the 63 markets were consistently profitable. In looking at what was profitable vs a loser, I found the markets had to have a strong characteristic to trend. All the metals markets lost...

Hi monee, wacked the little white ball and feel better. I trade the SP for two reasons. 1). You can enter MOC orders --can't do this with Emini's 2). My trading style has factored in a delay between when I get a signal and when it is executed. (My entries are almost always Market Orders)...

Monee, I screwed up. After reading your reply, I went back and re-read the original post. I thought the hold time was for multiple days not daytrading. For daytrading I have to put on the whole position right away and go for a target. Only exception is possible trend days when I do second and...

Figured I'd post when I'm mad. Well I'm mad. Trading SP today and hit a 21 pt. winner this morning. A short while later a friend called and wanted to know what the market was doing. While I was yacking it up, I got another signal to buy at 787. I thought I would have plenty of time to enter the...

Monee, it sounds like "you want to eat your cake and have it too". Profit targets improve the % wins and keep drawdown periods small. However, you never get the benefit of the non-normal distribution of gains in the market (fat tail trades). Trailing stops, allow participation in the big moves...

The series 63 isn't even a test. It's 4 hours of ethics training that's required to be performed every 2 years. I took it via a CBT program and sent the disk in to get the certificate. No big deal.

If you're concerned about the FCM possibly going under with your money, try to keep as much of it as possible in T-Bills. The T-Bills are required to be on deposit with the Clearinghouse. There's virtually no chance you'll lose any part of those funds. Cash accounts at FCM's are always...

Here's one of my specific systems using 3 min. ES bars. First trade of day is only taken in the direction of the open, so if the market gaps down, my first trade will be on the short side. After that, Buy at highest high of last 6 bars. Sell at lowest low of last 6 bars. Exit long...