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"Give your system a KISS" by Mark Seleznov
All, Got the New Active Trader Mag and tested out this simple system on the e-mini, very impressed, the draw downs were a bit much for me but you can easily add to this system to lower them. Here is the system as I got it off of the activetrader.com site. Posting the link cause I'm sure...- wdbaker
- Thread
- Replies: 47
- Forum: Index Futures
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how to handel trending and choppy markets?
jboydston, ok, maybe I am just clueless, but if you optimize to breakeven isn't your profitability going to be 0 or breakeven??? I'm sure that this is not what your getting at. I do some backtesting, programming and work with optimizations when doing backtesting so what your saying should... -
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how to handel trending and choppy markets?
jboydston, What did you mean by optimize them both at break-even? Thanks wdbaker -
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Any traders in the Denver Metro area?
Could I also have this information Thanks wdbaker -
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Beers and Smoke before or while trading
This stuff may be pretty close to what you all are looking for: I have tried adrafinil, a close cousin and works great. Modafinil, the ultimate stimulant? by Robert Mason Ph.D Modafinil is an eugeroic drug, (which simply means "good arousal"). This unique class contains only two at... -
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Estx50
Now I had to go and look for myself 1.00 EUR Euro = 0.983297 USD United States Dollars Pretty close, to be honest I was't sure what the symbol for a EUR was so wasn't sure what to compare with. Thanks wdbaker- wdbaker
- Post #31
- Forum: Index Futures
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Estx50
All, Can someone translate the information below into US Dollars with out having to try and look it up?? Thanks wdbaker- wdbaker
- Post #28
- Forum: Index Futures
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E-mini S&P, To Slippage or not to Slippage
All, Here's a good question, so if you use limits and you miss the trade at the limit price, do you move your limit or do you skip the trade, it seems that if you skip the trade that your system would not have a chance to reach its full potential, would I be correct in this??? wdbaker- wdbaker
- Post #14
- Forum: Index Futures
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E-mini S&P, To Slippage or not to Slippage
All, So when I backtest, if I put in the .5pt per rt for slippage, will that really be the case or not, can anyone who has taken a system live give feedback on real world results? When you took the system live did it have slippage or no? Is it possible to get data that would specify if the...- wdbaker
- Post #10
- Forum: Index Futures
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E-mini S&P, To Slippage or not to Slippage
E-mini S&P To Slippage or not to Slippage, that is the question. I have heard numerous people say include .25pt in .25pt out for slippage. I have heard numerous others say use limit orders and no slippage. Can someone please break this down and tell me what really is going on...- wdbaker
- Thread
- Replies: 16
- Forum: Index Futures
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SP trend following System
Paula, I am not at liberty to post the code for that system and I've found that people don't like it when you post results for a system that you can't divulge. I also don't want it to take away from this thread, this really seems to be a decent system. wdbaker- wdbaker
- Post #21
- Forum: Strategy Building
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SP trend following System
In my code I used the current close plus the past 15, if that was supposed to mean the current close plus the past 14 for a total of 15 then just change my code to ref(hhv(close,14),-1). When I changed from 15 to 14 it did a little better, See Below <HEAD> <TITLE>AmiBroker System Test...- wdbaker
- Post #14
- Forum: Strategy Building
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SP trend following System
If you read above I said that I used $30 per RT to account for slippage and commissions. It shows up in the report as $15 comm per trade. Thanks wdbaker- wdbaker
- Post #13
- Forum: Strategy Building
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SP trend following System
All, I ran a backtest for this, looks pretty good to me, when you see B&H that is reference to Buy & Hold. This was tested on e-mini S&P 1 1/2 years data, starting with $5000 and subtracting $30 dollars per RT for slippage and commissions. 1 contract only and margin set at $2500. I will post...- wdbaker
- Post #9
- Forum: Strategy Building
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Finally a Winning Intraday System
Jeffm, As I move up the time frame it becomes more profitable/trade, on ES 1hr time frame with $60 taken out for slip & comm on a 1 contract basis it still did: Avg. trade (win & loss): $158.03 /trade with 319 trades a little less than 1 trade a day and on the 15min time frame: Avg. trade (win... -
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Finally a Winning Intraday System
Broker Assisted Trading, Has anyone ever placed a system with a broker and then the broker finds clients to trade the system and then you get a cut from the profits??? Anything remotely close to this? thanks wdbaker -
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Finally a Winning Intraday System
rtstrading, That is a great thought, unfortunately this system is definitely intraday, when I speak of higher time frames I mean anywhere from 1min to an hour. I may work on tweaking this for that use, that would definitely solve some of my time issues. I may just create a .dll for...