If you read my post the system was released April 2012, so it's out only a year. Also , I would not make 600% a year, If you trade at 100% of margin , I understand why your bitter. I would recommend 25K to 30K, so that a 100% year.
There are 22 trading days on average in a month. The orginal system by Donchian was 4 weeks, four trading weeks is 20 days.
The 55 days , is a safety breakout not to miss a long term trend because the 20 day breakout is turned off if the last trade was a big winner.
TradersStudio I think would be a good platform to build your trading systems if your trading daily bar based systems. In that case you can use our active order report to place trades on your broker platform. We also can backtest intra-day systems down to 1 minute bars.
Our language is based...
Murray has released several trading systems over the last three years. This includes a intra-day gold system which he release in April 2012.
These systems are available for lease and can be traded at several different brokers. Here are links to the systems on TradersStudio.com.
MAR...
When developing a system the premise is what important. Why should the system work. You need a good theory and do experiments to prove the theory.
Optimization can be valuable, but not in the way you think. The distribution of results over the optimize space tells you a lot about how the...
Today TraderPlanet.com announced that TradersStudio was nominated for best Trading software. You can vote for TradersStudio using this link. Scroll down to the Trading Software category.
http://www.traderplanet.com/l/QKc
Today TraderPlanet.com announced that TradersStudio was nominated for best Trading software. You can vote for TradersStudio using this link. Scroll down to the Trading Software category.
http://www.traderplanet.com/l/QKc
Today TraderPlanet.com announced that TradersStudio was nominated for best Trading software. You can vote for TradersStudio using this link. Scroll down to the Trading Software category.
http://www.traderplanet.com/l/QKc
Take a look at TradersStudio
www.TradersStudio.com
look at the tutorial and overview parts of the web site.
We also started a blog recently , It examples some features of TradersStudio.
www.TradersStudioBlog.com
There are also review about TradersStudio on this site. They...
For many years allbusiness.com had access to my articles in Futures Magazine. About 3-4 months ago some people contracted me that the articles were no longer available there.
I have now found another source...
Let me answer this post in multiple parts since it will take me some time to put together the answers for your system question because my solution is different from everyone else , for example I put together a $30,000 account solution , using two different uncorrelated systems which produced...
http://www.futuresmag.com/2011/06/01/how-to-backtest-trading-systems-and-avoid-curve-fi
http://www.futuresmag.com/2011/08/01/trading-with-rolling-contract-data
Here two articles which explain this data issue in more detail.
A few clients have told me that CSI has now create the same type of options for the data series , pit/electronic. I need to discuss with them to verify.