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  1. J

    Mechanical ES system

    Why do you say this, can you offer a suggestion? Maybe you have some experience you can share with us? I do not intend to change the system because it would be missing the point of this exercise. I am not proud of this system. I picked it because it was simple, and profitable on paper. That's...
  2. J

    Mechanical ES system

    lost connectivity Can this not be solved via technology? passing the wrong trading parameters What do you mean by this? bad feed Does this happen often? temp computer problems Again, can't technology be used to reduce this? news/rumors Could this not move the market in our favor...
  3. J

    Mechanical ES system

    4/9/2003 Long 883.50 @ 8:00 Stop & Reverse 876.25 @ 9:30 Short position still open P&L -362.50 [/B] Commis = -5.60 Slippage = 0 Net = -368.10 YTD = -368.10
  4. J

    Mechanical ES system

    4/9/2003 Long 883.50 Stop & Reverse 876.25 Short position still open P&L -362.50
  5. J

    Mechanical ES system

    Right, I meant one would need 5-10K to trade this without blowing out. One might not feel comfortable with much exposure to the market, or percentage risk. I just want to know if this will work or not. I know personally that it is working now. I've been doing it for several months. Even if...
  6. J

    Apple monitor?

    Mine has onboard buttons for brightness only. Apple display's I've used don't require adjustment. Superior quality perhaps? My AGP has VGA and DVI output but I only use the DVI. Keeping it simple keeps it running. haven't had a crash in a long long long time. AGP card is GeForce 4 Ti 4600.
  7. J

    Apple monitor?

    I use the cinema display with the connector. Works great. I now prefer 1 large monitor because I find it to be more responsive. The reason for this I belive is that the single display is connected to a high-end AGP card instead of a PCI card. All dual head and multi-monitor setups I've tried...
  8. J

    Mechanical ES system

    Using a $1000 stop, the max drawdown is just that. Unless we get real unlucky right off the bat, 5-10K should do.
  9. J

    Mechanical ES system

    I'll start with this and elaborate as needed. System: es daily data (no after hours to throw off charts) 30 minute bars Long = open of first bar preceding price breaking up through 63MA Short = open of second bar preceding price breaking down through 6MA Stop $1000, 20pts Long /...
  10. J

    Mechanical ES system

    I am keeping my "main" system under wraps for now. But, as I said, it's not at all original. I am expecting to prove to myself here, that a mechanical system that works on paper will work for real. Provided that it is traded mechanically.
  11. J

    Mechanical ES system

    My last trade log ended when my system finaly evolved into something that worked. Fear of losing that edge motivated me to stop posting my trades on ET. I am not yet prepared to share this system, but I will be the first to admit that it is not original at all. I intend to make a career of...
  12. J

    Mechanical ES system

    The purpose of this journal is to explore wether or not a simple mechanical system, profitable on paper will produce in the real world.
  13. J

    Mechanical ES system

    I have said it before: http://www.elitetrader.com/vb/showthread.php?s=&threadid=8135 ...and I say it again: What's the catch?
  14. J

    Speed up TradeStation

    I understand TS7 now supports hyperthreading and dual processor. Has anyone been able to confirm this? I'd like to upgrade to a dual-xeon if it will really speed up testing.
  15. J

    TradeStation 7 Released & New Lower Commissions

    Download it yourself (you will have to un-install TS6 first): http://www.tradestation.com/directaccess/futures.shtm
  16. J

    Is anyone successfully using MA crosses to trade?

    Hey !:( I'm a changed man... as I've said in other threads, if I had the holy grail I would guard it with my life. My system is all about discipline. If you're interested I'd love to share ideas with you guys. They way I see it, the more people I have trading with me the better. (more...
  17. J

    Is anyone successfully using MA crosses to trade?

    My system is similar. Trading with the trend. I have to take EVERY signal, it's the home-runs that really make this system work. Accuracy is about 52%. I diversify into several time periods to try and keep from being "chopped up."
  18. J

    How do we Know ????

    Thanks. I am even re-thinking my personal policy of not sharing ideas. If I thought I had found the holy grail, I sure as hell would not share it with anyone. But I do not think that one exists. Furthermore, if my ideas get more people to trade... all the more liquidity for me! :D
  19. J

    how to handel trending and choppy markets?

    Huh? What is robustness? More specifically how do you quantify it?
  20. J

    how to handel trending and choppy markets?

    Most people I talk to (I did it too at first) optimize a system to get the highest gross profit possible, followed by lowest commissions. Instead consider optimizing to the lowest possible drawdown. Sacrifice potential high profits for low risk. I trade 4 different instruments, all...
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