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    Example Trading System

    Is anyone trading this live?
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    Radically different results based on datasource?!

    Solved this problem. Turns out that one datasource uses the time of the opening of the bar and the other uses the time of the closing of the bar. I'm still surprised at how this "slight" difference makes such a big difference in a system based on candlestick patterns. 22 trades with the...
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    Radically different results based on datasource?!

    That's interesting! So what were the conclusions from that?
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    Radically different results based on datasource?!

    I did another comparison with 1 minute data. Things seem to vary a lot minute by minute but even out at the even of the day. For instance, vendor 1 showed a big volume spike at 10:51 that the 2nd vendor reported at 10:52. Because the entry is based on candlestick patterns, this will make...
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    Radically different results based on datasource?!

    With my original data, I optimized only on the middle 1/3 of the data. It shouldn't be fitted. mmillar: Do you ever run the same backtest using different data sources? If so, do they come out close? Brooks
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    Radically different results based on datasource?!

    I have a 5 min system on the Dow mini that I backtested using data from myTrack/Trackdata and got good results. I didn't have enough data so I obtained more data from another source. To check the data, I ran the system for the same date range. The difference was huge. One test had 22...
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    System for small, steady profits on the Dow?

    Thanks, Mogul. I posted there asking if the system is available in Amibroker AFL code. Tough to try to find the email address for Tim Wreford who wrote the system. Brooks
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    Example Trading System

    New to this thread ... Is it available in Amibroker's AFL code? Thanks, Brooks
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    System for small, steady profits on the Dow?

    Would appreciate suggestions/directions to systems that generate small but steady profit on the Dow-emini (YM). Not expecting to get rich in a hurry. Even 5 point profits on most trades is fine. Been trying to build one of these - but not having much luck. Thanks!
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    Obtaining 6 mos 1 min data on YM?

    What are some reasonably priced sources for 1 minute bars on the Dow e-mini - maybe about 6 months worth? Thanks!
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    Fixed vs. trailing profit targets?

    What is Rawk? Never heard of that indicator.
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    Questions re: going live with a system?

    You are right, I made a mistake. Its $55/trade or 11 tics on the YM. Brooks
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    Opinions on these 2 systems ...

    2nd system (how do you do 2 attachments in 1 message?)
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    Opinions on these 2 systems ...

    Am new to trading a mechanical system. Would appreciate opinions on these 2 YM systems. Thanks.
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    Fixed vs. trailing profit targets?

    I think there may be a typo in that link ...
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    Fixed vs. trailing profit targets?

    Would appreciate comments on trader's experience using fixed point vs. trailing targets ... Thanks!
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    Questions re: going live with a system?

    Not sure what you mean ...
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    Questions re: going live with a system?

    I'm sure we all needed to know that.
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    Questions re: going live with a system?

    I have 3 years of experience trading options and am moving to intraday futures trading. I developed a system trading the YM (Dow emini) on 5 minute bars and backtested it in Amibroker. Its basically a reversal system. I optimized on 1/3 of the data and then tested on the other 2/3. My...
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    Best Way to Take Profits?

    Everyone is entitled to their opinion. "Van Tharp, Phd. has been a consultant to traders and investors for over 15 years and has studied over 4000 traders during that time. He is internationally recognized as the number one psychologist and coach for traders and investors. Dr. Tharp is a...
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