Search results

  1. elabunsky

    Question about quant trader profit sharing bonus

    Hello, Like trip Hong Kong soon for looking quant trader position (have 18 month proof model and some other ideas) next 2 month. Does anybody can advise me about reasonable conditions? I mean what is the reasonable income part and profit share % for human available made 100% annualy with...
  2. elabunsky

    Forex E/A Coders Needed

    Hi Brandon, It'll intresting talk with you. Email me on elabunsky(at)gmail(dot)com I developed one success project and finishing another one that you can manage. Regards, Eugene
  3. elabunsky

    Stock charting package C++ source code for sale.

    Sorry, price changed - $2500
  4. elabunsky

    ES futures automated trading system sample.

    Hi, I like present my own trading system for ES futures. Please, review the equity curve screenshot enclosed. Several facts: system do not use 100% of the capital all time, system have a lot of trades that allow get more stable system (For 300 ES lots limit it made full 1000 trades, sent...
  5. elabunsky

    Review my newest EUR/USD system

    Wave trailing allow give better results (around +20% plus) and this is the part of the technology. What is discretionary exactly? If you can't understand the system I like say you again - system have a lot of trades, good average loss/win & win prob. values. And other words are discretionary...
  6. elabunsky

    FDAX history quotes request.

    I need continues FDAX futures history quotes for as more as possible long period for vefify my newest idea. Please, review equity curve for 100 lot capital (Capital can be decreased). Calculated on 35 trading days. Do not have more quotes now. Ideally it should be tick data with ask/bid, but...
  7. elabunsky

    Review my newest EUR/USD system

    You can download installation file from: http://www.forexwavetrader.com/tmp/qtcTraderMT4.exe (Notice, this is beta and have not some features developed like system state save etc) Open the PNG file enclosed for get some info about system's parameters, please. Read more about Wave Trailing -...
  8. elabunsky

    Review my newest EUR/USD system

    In this case we have Win/Loss ratio 2.25, Win. probabilty is 38%. I made simulation in my own tool. I attached this result. It's stable system still. I guess you understand that this is very strong estimation of slippage (MetaTrader 4 tester included some slippage already) Regards, Eugene.
  9. elabunsky

    Review my newest EUR/USD system

    Sure (I tested inside my internal system tester first with $50 slippage for round trade). Check out average profit 10155 and average loss -3000 For example, average trade is result of open/close 10 lot. So add $100 slippage for one lot and you will have average profit $9000 and average loss...
  10. elabunsky

    Review my newest EUR/USD system

    System can not be curve fitted because have several parameters, did not used any neural systems etc. Entry to position signal is very simple (MOVING AVERAGE). Another 2 params relates with capital management. Let me notice that system loss 800 000 during this bad time and total profit is...
  11. elabunsky

    Review my newest EUR/USD system

    Thank you for notice, but I'm not looking real institutional money now... I'm on start stage still. BTW TradeStation gives all these quality values that you requested? I can do TradeStation system also. Regards, Eugene.
  12. elabunsky

    Review my newest EUR/USD system

    Please, let me explain why I'm focused on Win/Loss ratio and Win Prob. values. I have developed some trading system during long time and found that system with low trades have perfect quality values, but not works real life. Visit my web site www.TrendMedium.com, please (TrendMedium is not...
  13. elabunsky

    Review my newest EUR/USD system

    I'm not sure that I can understand you. I'm focused on trades amount, win/loss ratio and win probability. From this point of view I have nice system. Regards, Eugene.
  14. elabunsky

    Review my newest EUR/USD system

    I have tested this system inside my own system tester and Ninja. But MetaTrader have biggest history quotes deep and very popular. PS. I'll allow trader set they position limit. For example, 30 lots and basic entry 0.1 and equity will be the same as for original system. PPS. I'm not using...
  15. elabunsky

    Review my newest EUR/USD system

    Let me present some part of my current trading system (it's not comple). From 1999 till 2010 years system made 36283 trades, Win/Loss ratio: 3,48 Win probability: 38% Screenshot enclosed. Full report: http://www.forexwavetrader.com/tmp/report.rar It'll available as GrayBox soon...
  16. elabunsky

    My own MetaTrader4 indicator for free (with sources).

    Hello, Check out my own MT4 indicator for free (with source code). Download MT4 installation package: http://www.trendmedium.com/tmp/sync/jj/ELabunskyVolaPresser.exe If you have any comments contact me at my web site: http://www.trendmedium.com/contact.php Regards, Eugene Labunsky...
  17. elabunsky

    Looking quantitative analyst position.

    Hi Transatlantic, With genetic I'm looking parameters for entry conditions and adjust profit target/stop loss values. This is simple rule based on Moving Averages from Close-Open values (I understand that extra curve fitting will generate Unstable trading system). For Out Of Samples I...
  18. elabunsky

    Looking quantitative analyst position.

    Hi, Another one research sample. FDAX (German DAX futures). 418 trades during 35 trading days. 22346 euro profit from 1 lot. Regards, Eugene Labunsky.
  19. elabunsky

    Looking quantitative analyst position.

    2 year ago I made 2001-2007 WalkForwardTest (yes, it was WFTested) - http://www.trendmedium.com/wft/LongTestPoints.htm Please, check out how my system stable (old core, but with WaveStopLosses). My PC in 2007 year calculated this WFT 3 days. Regards, Eugene.
  20. elabunsky

    Looking quantitative analyst position.

    Hello, I'm looking quantitative analyst position in small / middle invest company. During the several years I'm researching entry and exit models for stocks and futures markets. Please, check out screen with AMD, AAPL, MSFT Out Of Samples and High Frequency model for FDAX futures. Read...
Back
Top