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UPDATE : First month of trading this system is behind me. I'm up 7% for August. I know it doesn't mean anything, but I'm glad that it didn't start with a drawdown. Slippage settings I used in testing were way overestimated. In fact, I had no slippage at all on over 20 trades I...

here it is... http://moneycentral.msn.com/investor/finder/customstocks.asp

Still here... I'm not posting because there is no need, all I wanted were some opinions...which I got, also I answered all of the questions that were directed to me. P.S. If you take at least a rudimentary look at the strategies horribilicus mentioned you will see there is no similarity.

Thanks guys, that's great.

boxter, Since I'm still couple of days away from trading this system, I'm toying with different position sizes, with which I managed to raise the SR to slightly over 1.5 I'm aware that the value over 2 would be a good thing, but considering the nature of my system I believe that raising...

TWS users's guide states that TWS does NOT support market-on-open and limit-on-open orders for equities traded on NASDAQ. I was shocked! Is that possible?

vikana, what do you think, should I trade this system?

ssternlight, thank you on your input. I already tried what you are suggesting during development process. During development I tested it with a lot more money just to let all the trades trough, so I could evaluate the strategy based on all trades taken. When I finished development I set...

equity curve...

I did the test vikana suggested (long only)...not good:( take a look, tell me what you think...

Thank you all for your suggestions, they are very much appreciated... vikana, I will try your test, I haven't thought of that myself and it's the kind I like the best...worst case scenario.

jmcguilly, I completely agree with you that going through a drawdown (especially a 30% one) must be like hell itself. But I truly belive if you start trading the system YOU developed from scratch, if you know why is it going through a drawdown at any given time, it just might be a little...

Yeah, you're reading it right. It really did outperform, but you can't have it all.

Samson, be rest assured I am not selling anything. I just wanted some opinions because I'm planning to begin trading it next week...

Avalanche, that drawdown translates to less than 30% of capital traded at that time, and for me that is acceptable. (please take a look at the equity curve of the second system results I uploaded expressed in logarithmic scale, in which rise or decline is expressed in percentages...you will...

toe, no it's not WFO, I believe that past price action is no indication of future movement. it uses past year's data to make some assumptions for this year.(1998 data to trade 1999 and so on). To be more precise it primarily checks the volatility of the past year to help establish profit...

Morgan, thank you on your reply, it was just the kind I was hoping for. I believe that , at least in this context, by results you mean profit or %return... Profit figures are one of the things I pay least respect to because I believe that they are influenced by so many different...

beware... it looks even better than the results :)

Michael, your observations about drawdown were a real concern for me also when I first saw the results for the portfolio in question, but that is the isolated case for this portfolio because my short strategy on this particular combination of stocks kind of breaks down(everything that can go...

Yesterday I finished working on a system that took me almost a year to develop. It is fully automated end-of-day stock system, based on pullback type entry for long trades and support penetration for short (both entries use next day market orders ), with trades lasting about ten days...