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I`m just a little bit short of time, will go in detail later... The volatility stuff is the ATR Filter, it`s some derivate from the NR4/NR7 stuff T.Crabel first mentioned and is a lot used by Linda Raschke. Volatility is somewhat cyclic and much more predictable than price. The condition of...

AM, i did it, here the nice results about the effects of the position of the midpoint of the OR against yesterday`s close. I added it at the end of the htm file, you find it here: http://trader.gmxhome.de/breakout/breakouttest.htm

Yes, I use good old TS 2000i and IB as Broker/Datafeed and it`s right you can not test/optimize portfolios but that`s not an issue for me. Good with TS is, you find very much discussion and files to use/modify, makes things easier. I´m not very good in programm languages. Wealthlab could be...

Hi, I`m a little bit lost in my own mass of testresults... I did some tests with correlation of the entryprice against yesterdays close, high/low gave less meaningful results...uuh i don`t use it at the time, i think there was some little edge if entry is not to far in the opposite side of...

...to confuse you guys completely, the shape of the openrange should not ignored.... The testparameter could be: Where is the openprice in the range? upper, lower, middle... How often did the price crosses over the openprice? Where did the price close at end of the 135 min? Near...

Hi AM, did some work on the stuff, could not find a working rule for holding till next open, erratic results, but i got more ideas meanwhile and keep on testing... here some may be interesting work about the 135 min breakout stuff i put on my server...

AM, I would also be interested in some tests in other markets esp. the bonds, but also don`t have data to do. Would be of only academic use the next time, cause i have not the accountsize to trade a portfolio of markets, that`s the reason i`m reduced on just the YM. If you go through the...

AM, I would also be interested in some tests in other markets esp. the bonds, but also don`t have data to do. Would be of only academic use the next time, cause i have not the accountsize to trade a portfolio of markets, that`s the reason i`m reduced on just the YM. If you go through the...

DerferMark, Yes i know this document, it started on the trade2win Site, and i was surprised to see the nearly same Volatility Filter i used in my openrangebreakout-system. I found the stop on just the opposite of the openrange to tight, a trace more is better, seems that they fake sometimes...

DerferMark, I´m german and i live more or less in the middle of germany. Some years ago i decided to start with good old Tradestation 2000 i, not cause it is the best, other progs can do more tricks, but you find the most discussion and files for it. Meanwhile i saw some cracked versions on...

@DerferMark I Would be curios what`s the software you use. You trade with the Trend or ? If it`s possible for you to use daily Indicators i would like to hear if you get similar results with this VIX/CCI stuff and i got another idea here... Volatility Standartdeviation as filter in...

Hi DerferMark, I started this system to trade, yes. It´s a kind of Openrange Breakout on the YM, no intraday indicators, but i look on a lot of priceaction, gaps, size of openrange, shape of openrange, i don´t take trades in the lunchhour (lot of fakes) and so on, a lot of statistical edges...

Very last Posting :-) If you are really trendtrading try this... It seems I found some little edge for intraday Trendtrading. An Openrange Breakoutsystem (which profits from Trenddays) of mine, performed better(avgtrade/profitfactor) if: (daily indicators are more reliable): Daily...

Sorry for the many posts, my thougts coming step by step... Final conclusion: Your edge ( I guess...) are the long intraday Trends after the Openrange we see nowadays in the ER, I would not rely on this to be a stable condition over years, markets are always changing. So, if you think you...

more MM If you use Volatility based Stops(What makes the most sense) or something similar, you can adjust your positionsize to the stopsize, what of course works out better(or at all) with bigger accounts. Makes always sense to adjust positionsize to the actual marketrisk. with Stop...

Just another cent... Did you tried some Day of the week filters? Most of the indices have the lowest range on mondays, the Dow remarkable...not too good for Trend/Breakouttrading. Fridays also behave a little bit different, may be some late day trailing stop just for fridays makes some...

Hi DerferMark, I did a lot of systemdevelopement the last months and here are my 2 cents... First, without declaring your rules, it would be of interest on what timeframe (chart) and if trend or contratrend action your system works, an equitycurcve alone is to less to give an answer...

Final Thoughts to the current situation of trading Openrange Breakouts in the YM After actual testings I found following facts about the YM: The earlier mentioned parameters like Open-Gaps, Entry-Distance from yesterday`s high/low and the size of the openrange make not much effect...

Moneymanagement the next Step….. I just thought about not only adjust the betsize to the risk and accountsize, but also consider the risk/reward ratio of the single tradecondition. For sure it can easily occur some curvefitting, but if you find some very constant conditions with higher...

Mmmh, wasn`t clear enough about the "more dynamic" MM, what I mean is to adjust the Size according to the exact stop width of the single trade, the real actual risk. An exact 10% Fixed Ratio would be to do so: Example: 10000,- Account If the System tells you the actual stop would be 400,-...