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Its a huge deep dark secret. If stock is less than 50 days ma and its up 3 days in a row. Sell the open on the 4th day and buy the close. I have a ton of these types of systems. Some better than others. My goal was to get some feedback on how to improve it. With one suggestion Nitro made it...

This makes sense. In my simple mind I imagine "no stops" as the simplest or purest way to backtest (even though I would NEVER trade without stops). I guess I need to think about this for a while. I sort of asked the question in the begining of the thread...would trading just the profitable...

I apprectiate the response. This is just a rough way to see of the system would work at all. I would like to think that using stops with this system would actually improve it. ( I deff think it would, esp after looking at the MAE) Maybe you could talk a little more about how you think using no...

Hey Travis. I was asking a similar question in this thread---> http://elitetrader.com/vb/showthread.php?s=&threadid=168540 Nitro made one suggestion and it greatly improved the #s. I have tons of other ideas for intraday strats but not enough time to test them all. I would love to get...

Great answer Don. I have been struggling with bad opening prices with IB. Does anyone know if there is a primary market vs consolidated market that I can switch on IB? I looking into it now. thx Jim

Thanks Hook. I agree with you on this. At this point I dont have a great way to backtest using stops. I backtest on daily data with no stops and see how it goes. When I find something that seems workable I will then look into the smaller time frames and get some real time signals with Trade...

Hello! Thx for taking a look. I have used excel for backtesting my stuff. I use IB for trading. I am not an expert on backtesting and I can only test daily data for now. I do not have data for fair value. No idea where I might get it. Nitro suggested I backtest with vix>20 as a filter and I...

exactly...special relativity?

Here are the full results with the new filter of vix > 20. It seemed to help alot. I have checked once again for possible errors but havent found any yet. It seems trade worthy. I am still concerned about the small # of trades. I will do some testing on an additonal 5 years and see what I...

forgot the excel

Wow. I tested the first few applying only the vix filter. You can see it improved the first few alot. Pushed up the win % cut down on # of trades and increased the PF . (of course its only like a 3 yr backtest vs. a 5 yr backtest due to the vix filter) Can it be this simple? Thanks...

Im working on it now. jim

I will get to work. Btw this system is short only. thx again! jim

Ok. The fair value thing might take me a while. So you are thinking the lower the vix the better the system might perform? Or it wil perform better with an open above fair value? Just trying to understand your logic. I appreciate the comment. I will try the vix filter first. thx Nitro! jim

Didnt mean to post this yet. Oh well. I would appreciate some general comments or critisism. thx. JIm

I have attached (I think) some results from a simple backtest I did this morning. I am VERY new at backtesting and I have some basic questions. I would also appreciate any bashing or construtive critisism. These are just stocks I chose at random with decent volume. 1) Some stocks test ok...

I did respond back directly to Starr, twice actually. Why couldnt the two women I spoke with on the phone simply give me a username or password? Or why couldnt Starr respond to my two e-mails? I mean this is just for the on demand service. Its only 25 bucks a month so its not like you are...

Hello. I have spoke with two diff people on the phone. Starr personally sent me an email that I responded to. I have sent the forum e-mail requset for the third time this morning. I also sent an e-mail directly to Starr with my details. Then finally after cancelling the service someone calls me...

You would think I could just simply get signed up to the forum esp since I am ( was) a paying customer. Esignal has the worst service ever! I have canceled the service. jim