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    A Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/18/2009 %H&L-Aggressive Buy 200 Limit 165.51 Limit Entry ALTR 9/18/2009 %H&L-Aggressive Buy 1600 Limit 18.74 Limit Entry AMAT 9/18/2009 %H&L-Aggressive Buy 2300 Limit 12.84 Limit Entry ATVI 9/18/2009 %H&L-Aggressive Buy 2600...
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    Another Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name ADBE 9/18/2009 %H&L - Filtered Buy 1000 Limit 31.21 H&L Filtered AMAT 9/18/2009 %H&L - Filtered Buy 2300 Limit 12.87 H&L Filtered BIIB 9/18/2009 %H&L - Filtered Buy 600 Limit 49.75 H&L Filtered CHKP 9/18/2009 %H&L - Filtered Buy...
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    Another Mechanical Swing Trading System

    Thank you for your comments.
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    Another Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name ADBE 9/17/2009 %H&L - Filtered Buy 1000 Limit 30.45 H&L Filtered AMAT 9/17/2009 %H&L - Filtered Buy 2300 Limit 12.85 H&L Filtered BIIB 9/17/2009 %H&L - Filtered Buy 600 Limit 48.92 H&L Filtered BRCM 9/17/2009 %H&L - Filtered Buy...
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    A Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/17/2009 %H&L-Aggressive Buy 200 Limit 163.26 Limit Entry ALTR 9/17/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry AMAT 9/17/2009 %H&L-Aggressive Buy 2300 Limit 12.81 Limit Entry ATVI 9/17/2009 %H&L-Aggressive Buy 2600...
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    Another Mechanical Swing Trading System

    Still trying to find that filter. :p
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    Another Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name ADBE 9/16/2009 %H&L - Filtered Buy 1000 Limit 30.45 H&L Filtered GENZ 9/16/2009 %H&L - Filtered Buy 600 Limit 54.27 H&L Filtered HOLX 9/16/2009 %H&L - Filtered Buy 2000 Limit 15.37 H&L Filtered LLTC 9/16/2009 %H&L - Filtered Buy...
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    Another Mechanical Swing Trading System

    Based on the various comments I received, I decided to add a filter to my original system so that it does not place trades every day but just on days when the filtered conditions are met. Using a 2:1 leverage and interest rate of 10% per annum, and trading the NDX100 stocks for the last 4...
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    A Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/16/2009 %H&L-Aggressive Buy 200 Limit 162.62 Limit Entry ALTR 9/16/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry AMAT 9/16/2009 %H&L-Aggressive Buy 2400 Limit 12.65 Limit Entry ATVI 9/16/2009 %H&L-Aggressive Buy 2600...
  10. T

    A Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/15/2009 %H&L-Aggressive Buy 200 Limit 163.19 Limit Entry ALTR 9/15/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry AMAT 9/15/2009 %H&L-Aggressive Buy 2400 Limit 12.65 Limit Entry ATVI 9/15/2009 %H&L-Aggressive Buy 2700...
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    A Mechanical Swing Trading System

    Thank you guys... for your suggestions and also to defend me. Like I stated in the introduction (first post), this is my foray back into trading after a long time. I see that WL has even changed its script. There maybe a lot of scripts out there, and some of them maybe doing great and...
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    A Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/14/2009 %H&L-Aggressive Buy 200 Limit 163.28 Limit Entry ALTR 9/14/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry AMAT 9/14/2009 %H&L-Aggressive Buy 2400 Limit 12.65 Limit Entry ATVI 9/14/2009 %H&L-Aggressive Buy 2700...
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    A Mechanical Swing Trading System

    Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/11/2009 %H&L-Aggressive Buy 200 Limit 163.28 Limit Entry ALTR 9/11/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry AMAT 9/11/2009 %H&L-Aggressive Buy 2400 Limit 12.65 Limit Entry ATVI 9/11/2009 %H&L-Aggressive Buy 2700...
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    A Mechanical Swing Trading System

    Same set of parameters, but the watchlist is now all the Nasdaq 100 stocks. The drawdown increases, but the profits are way up, along with Profit Factor and Sharpe Ratio. Long + Short Buy & Hold Starting Capital $1,000,000.00 $1,000,000.00 Ending Capital $2,534,391.37 $1,307,434.30...
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    A Mechanical Swing Trading System

    Pneuma, Thank you for the suggestion. Using your suggestion, and the same watchlist, the aggressive system results are given below. The one above provides for a good comparison. Long + Short Buy & Hold Starting Capital $1,000,000.00 $1,000,000.00 Ending Capital $1,806,776.10...
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    A Mechanical Swing Trading System

    No trades were hit today. The signals for tomorrow are: Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/10/2009 %H&L-Aggressive Buy 200 Limit 163.28 Limit Entry ALTR 9/10/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry AMAT 9/10/2009 %H&L-Aggressive Buy 2400 Limit...
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    A Mechanical Swing Trading System

    Just for kicks... this is the backtest result for the ultra-aggressive version of the system using the same stocks for the last four years (same period of simulation as the system being followed). You can see the higher profits but with more heartburn. Long + Short Buy & Hold Starting...
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    A Mechanical Swing Trading System

    No trades were hit today. All orders canceled and the new orders to be placed as follows: Symbol Date ChartScript Order Shares Type Price Signal Name AAPL 9/9/2009 %H&L-Aggressive Buy 200 Limit 163.28 Limit Entry ALTR 9/9/2009 %H&L-Aggressive Buy 1700 Limit 17.93 Limit Entry AMAT 9/9/2009...
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    A Mechanical Swing Trading System

    Nodoji, You are absolutely correct about the buy levels being a little far away. It is something that backtesting has shown to be areas where you can expect a bounce... remember, this system buys dips... but not all dips. Just looking for overreactions in the market. I am not looking for all...
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