Search results

I appreciate all the feedback thus far. One thing I would like to point out is that the initial focus is not to build a strong tradeable strategy. Instead its to look at the common ways of using these indicators and determine what really works and what is garbage propagated in forums...

I have begun researching common technical analysis based strategies. The goal is to determine what works and what does not work by back-testing each of these strategies and publishing the results. I will be publishing both the results as well as the NinjaTrader source code used to perform...

Anyone know a place where you can access historical news releases for stocks going back several years?

We are now 24 days into this and here are the current result as recorded by collective2: trades: 15 win%: 60 PL: +17.1%

So far the strategy has been running on collective2 for: 14 days Trades: 9 Results: +16% Feeling good. The performance metrics seem to be in line thus far.

I have found the bug that caused the system to buy twice as many contracts today. A very simple oversight

I have not been commenting much on this thread as I am now in the process of writing a second system based on this concept. The strategy seems to be performing within expected ranges thus far. I put a FREE system on collective2 last week to monitor the trades/progress. Today marks only the...

Does anyone know of any hotel stocks that have a heavy concentration on the gulf coast? Particularly north west Florida?

Strategy made 1 trade for +$120 today

Actually around my computer so I can see the trade today. Bot is short from 9832.... Is there any interest in these sorts of trade by trade updates? I have an unused testing account on collective2 I can convert to a real account and show for free if there is any interest?

Strategy made 2 trades today. 1 long for a loss and 1 short for a gain. Overall the strategy made +$35 for the day

Looking forward to this week. Hopefully the strategy performs well. I have been looking very closely at the entries of the strategy and am a bit concerned. Many trades have fairly poor entries. A lot of heat is taken on most trades. I have tried adding various filters to cut down on the heat...

To add a network it has to: 1. Be profitable on its own 2. Have low risk characteristics 3. Add profit to the overall system without increasing risk much Yes I weed out most of them. Only a few make it

I am up to 46 neural networks, here are the current key stats: P&L: +$137,000 (1 contract only) PF: 3.52 Sharp: 1.09 Win %: 63.8 Average Trade: +$175 Trades: 779 DD: -$1145 I removed several neural networks and of course added several new ones.

No trades taken today. Although should have been a trade for a $90 loss. I still do not have NinjaTrader configured properly to actually trade. The print out today showed the strategy never saw any data bars. Hopefully I have this issue worked out for tomorrows trading.

Your missing the point.. YES they are all profitable on their own. I do not add any neural network to the system that isn't. Read the first page of this thread.

Correct. Every neural network is profitable on its own. The problem is to have a good neural network it needs to be pretty specific. Therefore it wont trade much.. What i'm doing in this exercise is taking the best neural networks and adding them to a larger strategy. This way you can have a lot...

I am using Esignal and is all the historical data its given me. Over the years I have bought tons of data. Through computer crashes etc I have managed to lose all of what I once had.

Mike: Thanks for your input. I know I am fitting a curve. Read back to the first post of this thread. That was the point of this exercise. The exercise is to do something that most (yourself included) thinks is a bad idea. Then see the outcome. I like your analogy using monkeys however...

The last strategy statistics given on 06-20-10 contained both long and short neural networks. The short neural networks contributed just shy of 1/3 of the PL for the out of sample from 6-09 till now back test. The system is using set exit points. Earlier in this thread I mentioned using x...