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Hi Dahlsim, Thanks for the feedback. I am certainly conscious of the risks of over-fit to past data, and I realize that adding over-fit patterns is a way to speed-up the path to failure. In that spirit, I am not willing to customize the trading management on a per pattern basis. To me...

It is a matter of semantics ... to me it is one strategy (the tools & techniques used to identify & trade those patterns), each pattern is a component of that strategy, but from the outside it appears like trading 7 different strategies. Of course yes. The stop is a "catastrophic stop"...

It was a productive week overall on the strategy development front. The current (semi-final) version of CL Selective uses 3 Long patterns + 4 Short patterns. I decided to use 150-ticks catastrophic stops, this is a little larger than I would like (I use 120-ticks for CL Always-In) but the...

Downsize your ego by a large factor - be glad that you learned something about the MACD genesis - and keep posting, ET is just like trading, you can't always predict what's coming next :)

Results for the week ending February, 7, 2014: - 4 wins ; 4 losses ; +980 The system made a new P&L peak this week on Thursday (+670 vs P&L peak last week). This is one of the rare times the system is flat for the week-end (it got tricked into short this morning, and stopped during lunch).

This pattern is a candidate to be added to that new system now named "CL Selective". A quarter of its P&L comes from 2008 alone (how surprising for a short setup on CL), that being said most of the other years have good performance, aside from 2003/2004 which are just about BE. I would...

Hi Dhalsim, The system is intra-day only. I know the entries have a positive expectancy coupled with the exits, the large stop is due to the fact the system takes 1 shot at the setup ... sure, I could make things way more complex, using small stops & multiple attempts, at the end of the...

May-be you could contact Tom Gastaldi, the author of GBOT ... it is my (possibly erroneous) understanding that this trading system uses some randomness in it. His current journal is here: http://www.elitetrader.com/vb/showthread.php?t=279057

Here is my advice: 1. Buy at least 10 years of quality intraday data for the markets you intent to trade 2. Use an off-the-shelf platform to try find 1 (several) edges. If/when you succeed on 2., with at least a sample set of 2000 trades averaging $100 or more per contract after comms &...

Thanks for the feedback. I certainly agree that 250-ticks initial stop (about the average daily range for CL) is a lot. Average winning trade is 70-ticks (long) to 98-ticks (short) ... this is not a scalping system. All trades are 1 contract, no add-on. Trade decisions are made on 1-min...

Long & Short now in the same system. I fixed a couple minor bugs, and refined the short setup. Nice to see a lot of the Short side drawdowns "erased" by the Long side. The largest drawdown in 2010 barely exceeds the MonteCarlo mean max.DD for 10 years using that backtest trade distribution...

No doubt there are way better traders than me, and way better automated trading systems than this one (or any one system of mine). That said, it has currently 548 live trades in 10.5 months, is 100% automated, always in the market (really ... either long or short, never flat), the P&L is...

Results for the week ending January 31, 2014: - 3 wins ; 4 losses ; net +1065 The week started well, the system making a new P&L peak (measured since I changed version in October) about 2k above the prior one. The 2nd half of the week wasn't so good, the current drawdown from that peak is -1800.

I would add the price of the natural resources Canada exports, energy & mining in particular.

On the right-hand side in the section Historical Fill Processing, the Slippage setting is #ticks of slippage per MKT / STP order ... for these backtest, I use 1-tick per order (all are either MKT or STP), and the FillType "BetterThanDefault" guarantees it is indeed 1-tick (the Ninja default...

The dark side of CL ... Short only. Similar principles, entry/exit rules very simple. Kinda disappointing there isn't more opportunities for this setup (~60 / year on average). The max. historical drawdown is quite steep (about 1 year of P&L), but logically situated end of 2007 to mid 2008 -...

Actually, MS doesn't do a better job ... try using Outlook 2013 on gmail using IMAP, and see how that generates GBs of traffic *daily* ... or try using Excel 2013 with large-size spreadsheets (mine are routinely in the 50MB+ range), and see how it crashes all the time. Producing quality...

BTW, I am trading this system since today ... 1st trade was a loss (-105).

A couple iterations to refine the entries. Still very simple rules. The average yearly DD in MC sim (using that system's trade distribution) comes at 6k, w/ 2.5k stdev ... On the 10 years, 2 are just past 1 stdev (2012 & 2010), 4 years are ~at the mean, 3 years are about 1/2 stdev less than...

CL trading system, long-only Very simple entry & exit rules, 2 entry filters (price-action based), "catastrophic" stop of 250-ticks (hit about 20 times in backtest). 10.5 years of backtesting (from July 2003, as far back as I have tick-data for CL) ... 130 trades / year on average...