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I am also thinking about doing a video on filtering trade signal with equity curve feedback. What do you think,is that a good topic ?.

Your correct , I started with a Bollinger Band Breakout Classic systemand modified it. I just copied it from my working directory and did not modify it. But just to clarify the logic is correct just the name is misleading. If you were careful you would of noticed the EQLB parameter and...

Here is the code for the system that I used to generate the results I showed earlier. '******************************** ' IndexSys Mult is % of range off of the open and SType is either range or truerange ' 0 is range and 1 is truerange ' The system also exits all trades after five days...

Let's look at a simple index example for S&P500 and Nasdaq using day session only. We will buy at 30% of the yesterdays range above the open and sell at 30% of yesterdays range below the open. We will either reverse or hold for 5 days. This strategy did not work in 2009 and 2010 after...

I am doing TradersStudio video's over the next few months , any interest in a equity curve feedback and trading system video

I just wanted to update my results on trading crude using it's negative correlation to the dollar.

BUY SwingLE CT_REV.CSV 9/1/2010 1 60.69 6/8/2011 Still Open 145.05 $42,080.00 $647,500.88 BUY SwingLE ZC_REV.CSV 9/1/2010 1 476.75 6/8/2011 Still Open 764.00 $14,262.50 $661,763.38 BUY SwingLE CN_REV.CSV 9/16/2010 1 96.69 6/8/2011 Still Open 101.84 $5,050.00 $666,813.38 BUY SwingLE...

Yes, I plan on doing a walk forward video soon.

I am continuing the discussion of this system in the thread below since I posted here by mistake. http://www.elitetrader.com/vb/showthread.php?threadid=218842

Let's continue our keltner channel system. We will start our testing with a medium size portfolio of 14 markets as follows: CT_REV.CSV TY_REV.CSV JN_REV.CSV ZU_REV.CSV ZN_REV.CSV EN_REV.CSV CN_REV.CSV AN_REV.CSV FN_REV.CSV ZC_REV.CSV LB_REV.CSV ZA_REV.CSV ZK_REV.CSV US_REV.CSV...

Lost the attachment, sorry

New Results for Trend Harmony 2010

Here are updated results for trend harmony 2010 medium portfolio They are though last night.

BUY DJ_IND 4/11/2011 1 12380.0500 5/10/2011 1 12684.6800 $304.63 2.46% 262.15% $20,280.10 SELL DJ_IND 5/10/2011 1 12684.6800 6/2/2011 1 12290.1400 $394.54 3.11% 265.26% $20,674.64 BUY DJ_IND 6/2/2011 1 12290.1400 6/8/2011 Still Open 12048.9404 ($241.20) -1.96% 263.29% $20,433.44...

Great system what was your max percentage drawdown in 2008-2009 ?. :D 80% double leverage See, you don't know the future, you could of bought the DOW in Jan 2000 and only be up 8%. Or I could could be up 80% and bought March of 2009. My results are based on real research. Also...

Sub KeltnerBBreakOutClassic(SLen,BandMult,EQLB) Dim MAAve As BarArray Dim StdVal As BarArray Dim virprofit As BarArray MAAve=Average(Close,SLen,0) StdVal=Average(Range,SLen,0) If Close>MAAve+BandMult*StdVal Then Buy("LE",1,0,Market,Day) If Close If MarketPosition=1 And Close If...

When I designed TradersStudio, I made sure that it was not possible to access the future besides tomorrow open using the nextopen function without calling a undocumented function which is used to create next open. I work with our support people and often do support also and I will tell you...

Sub KeltnerBBreakOutClassic(SLen,BandMult,EQLB) Dim MAAve As BarArray Dim StdVal As BarArray Dim virprofit As BarArray MAAve=Average(Close,SLen,0) StdVal=Average(Range,SLen,0) If Close>MAAve+BandMult*StdVal Then Buy("LE",1,0,Market,Day) If Close<MAAve-BandMult*StdVal Then...

I will be posting new video soon on various topics.