Search results

2009-04-30: HCBK : L5 = 2,0992% MRVL: L5 = 2,6144% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have good trades...

I am first very critical with me ! I say i made some errors and try to be clear (see my previous posts). I use this trading strategy every day, in real. I am not so fascinated by backesting because i don't have need it. Again you don't understand when you said : "I am currently tweaking my...

No slippage, no commissions, no human errors, no software errors... Slippage important ? It depends on how many shares you buy per order and average daily volume of your stock. Buy 300 shares for a stock with an average daily volume is more than 2millions, if you have an important slippage...

The more simple for avoid unnecessary speculation and for those who believe in this trading system is that i just put my L5% values...I will do that next morning

Please, those who are here to just critic please go away and continue for researching the holy grail...You are just losing man An error of me. Oh my god....I decide to put a certain capital per stock and not all my capital only on one stock !!! But you can if you want (you are free)...

Sometimes, my L5% values can change between time T and T+1 only because of prorealtime datas...I don't understand why (i asked them but no response). So i do with that in my trading ; differences are weak

Results : HCBK : - 1.499% MRVL : RIMM : JNPR : SCHW : - 1.21% 2009-04-29 : HCBK : L5 = 2,0992% MRVL: L5 = 2,6144% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have good trades... Overall %result : + 126,861% FSLR: L5 = 2,8512% SKF : L5 =...

Hi, i use Prorealtime (it is free you can control) in daily datas.

Results : HCBK : 12.53. - 2.4469% MRVL : 10.27. - 0.895% RIMM : 67.79. + 0.1727% JNPR : 21.72. SCHW : 17.42. - 0.2543% 2009-04-28 : HCBK : L5 = 2,0992% MRVL: L5 = 2,6144% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have good trades... Overall...

You are right dafishman... Using only OHLC is not enough to give correct results. It is my fault. I don't have take care of this aspect here (i was not clear). Sometimes i have time to do all controls and sometimes not. BUT, about 90%-95% of time, using only OHLC is enough ; but not all...

Second attachement

First attachement (one per post !)

Thank you babe714, Perhaps that hayman want to see a trading system with an automatic backesting. I attached in this post this kind of system : 18 years of backesting !!!!, included Commissions !!!!, ridiculous drawdowns !!! results are given by computer. Initial capital of 10 000$ -> more...

You are right...I made a mistake on 2009-02-25 for RIMM. I use prorealtime. Opening price : 40,65 -> Daily datas -> i use it for opening price. It is public. They are free. 40,72 -> Intraday datas...They made also a mistake. Perhaps i was not clear : I trade my emintrader trading system...

Hi hayman, good job but sorry i don't see utility of your work with fixed L5% values while they are not fixed Hi, stevegee58 NO AGREE. Be patient.

Ouppsssss I am sorry !!!! i forget one factor...I really can't test with 100% of efficacity with prorealtime. There is manually a part of test... I do this before trading in real but it was too long and hard that i do again the same thing. Again, sorry...

Hi, Many people ask me more backesting of my Emintrader trading system ; even if i put my orders in REAL here at Elitetrader. As i said i use prorealtime. In intraday datas they are limited at about 3 years. I paid for intraday datas and here are the results for AAPL : (all results are on...

Results : HCBK : Buy at 12.844. Close at 12.81 So - 0.233% MRVL : Buy at 10.444. Close at 10.41 So - 0.325% RIMM : None JNPR : Buy at 21.787. Close at 22.273 So + 2.2334% SCHW : None 2009-04-27 : HCBK : L5 = 2,0992% MRVL: L5 = 2,9668% RIMM : L5 = 2,493% JNPR ...

Results : HCBK : None MRVL : None RIMM : None JNPR : Buy at 19.229. Close at 19.26 So + 0.161% SCHW : Buy at 17.672. Close at 18.055 So + 2.1638% 2009-04-24 : HCBK : L5 = 2,0992% MRVL: L5 = 2,9668% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have...

Hi Pbj, You are right...Thank you. An error of me.:) I have a problem with MRVL on PROREALTIME. Results : HCBK : Buy at 12.72. Close at 12.98 So + 2.0561% MRVL : Buy at 9.92. Close at 10.24 So + 3.225% RIMM : Buy at 68.014. Close at 69.669 So + 2.4324% JNPR : Buy at...