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I'll be the first to admit the results so far have been pretty bad. Before starting this thread the results were outstanding, so hopefully it gets better. If not I will keep working and trying to improve it.

I've been making several improvements over the last week and will start using a new version in a few days. The new version uses the same "system" but has been greatly optimized to produce better results. The new version also contains a back test feature which back tests 200 days prior. The...

Thursdays Prediction: 3.82 -Result- Open: 765.76 Close: 752.83 Change: -12.93 Prediction: Wrong Note: N/A Paper Trade (one ES contract, Market Orders): Buy ES @ 773.50 (9:30am) Sell ES @ 751.00 (4:00pm) Change: -22.50 Profit/Loss: ($1,125.00) Overall Profit/Loss...

Wednesdays Prediction: -2.46 -Result- Open: 770.64 Close: 764.90 Change: -5.74 Prediction: Right Note: N/A Paper Trade (one ES contract, Market Orders): Sell ES @ 766.75 (9:30am) Buy ES @ 763.75 (4:00pm) Change: -3.00 Profit/Loss: $150.00 Overall Profit/Loss: $50.00...

Tuesdays Prediction: 4.87 -Result- Open: 744.69 Close: 773.14 Change: +28.45 Prediction: Right Note: N/A Paper Trade (one ES contract, Market Orders): Buy ES @ 748.25 (9:30am) Sell ES @ 771.00 (4:00pm) Change: +22.75 Profit/Loss: $1,137.50 Overall Profit/Loss: ($100.00)...

Mondays Prediction: 3.17 -Result- Open: 773.25 Close: 743.33 Change: -29.92 Prediction: Wrong Note: N/A Paper Trade (one ES contract, Market Orders): Buy ES @ 777.75 (9:30am) Sell ES @ 742.50 (4:00pm) Change: -35.25 Profit/Loss: ($1762.50) Overall Profit/Loss: ($1237.50)...

Someone else mentioned that site to me when I first started this thread. Bookmarked it but never took time to check it out. I am signing up there now though. I understand no system will be right all the time and believe strongly based on prior results, that the results here will improve. I...

Fridays Prediction: 4.63 -Result- Open: 775.87 Close: 770.05 Change: -5.82 Prediction: Wrong Note: Due to the difference between the S&P500 and ES, this trade was actually profitable in the paper trade. It seems the software is adapting to a recent change in the market. I believe the...

Thursdays Prediction: 4.01 -Result- Open: 787.91 Close: 778.94 Change: -8.97 Prediction: Wrong Note: I am working on reprogramming the software to add a function that will back test a year and calculate the sharpe ratio. I should have it done in the next day or two. Paper Trade...

You are right, backtesting the system would not be very hard. However, I don't put any weight in back testing because it is very easy to create a system that will do well on past data. Neural Nets and Genetic Algorithms do this very well. But when it comes time to test it on future data the...

Wednesdays Prediction: 5.48 -Result- Open: 791.06 Close: 788.42 Change: -2.64 Prediction: Wrong Note: N/A Paper Trade (one ES contract, Market Orders): Buy ES @ 793.00 (9:30am) Sell ES @ 785.50 (4:00pm) Change: -7.5 Profit/Loss: ($375.00) Overall Profit/Loss: $912.50...

I am going by the published quotes for the S&P500 because that is what is actually predicted by my system. I just think the best way to trade it is with ES. You can see the price of ES at that time reflected in the paper trade. The Paper Trades will be a more reliable indicator of success.

Recalculated Historical Accuracy of Signals: Overall Accuracy (all signals included) = 60% Greater than 0.5 and less than -0.5 = 62.5% Greater than 1.0 and less than -1.0 = 65.63% Greater than 2.0 and less than -2.0 = 75% Accurate over 65% of the time for signals passing the 1.0 or -1.0...

Tuesdays Prediction: 3.28 -Result- Open: 818.61 Close: 789.17 Change: -29.44 Prediction: Wrong Note: N/A Paper Trade (one ES contract, Market Orders): Buy ES @ 797.00 (9:30am) Sell ES @ 787.25 (4:00pm) Change: -9.75 Profit/Loss: ($487.50) Overall Profit/Loss: $1,287.50...

Fridays Prediction: -0.75 -Result- Open: 833.95 Close: 826.84 Change: -7.11 Prediction: Right Note: This signal was not traded because it was not greater than 1 or less than -1. Paper Trade (one ES contract, Market Orders): (Not Traded) Overall Profit/Loss: $1,775.00 Next...

You are right... The last two days have shown that it may be possible to exploit the sideways signals. That's something I had never thought of. I know of a way it could possibly predict the days volatility, but it would require a good bit of work on my part. Still it is possible, and I will...

Interesting idea... I marked it wrong simply because I don't want to look like I'm making exceptions or doctoring the results. Based on the rules I had set prior, it was wrong. But you make a very compelling case for the sideways indicator. Only thing I would worry about with calling it...

Thursdays Prediction: -0.03 -Result- Open: 829.91 Close: 835.19 Change: +5.28 Prediction: Wrong Note: Wrong, but not traded since it was not above 1 or below -1. Obviously its up to the individual trader as to what certainty to trade. I believe you would still do quite well trading...

I have noticed that problem as well. In the past I have tried to limit risk while paper trading by using stop orders. This almost always resulted in less profit than doing it without a stop-loss. If you have the stomach to ride the ups and downs, the system is right far more often than wrong...

Wednesdays Prediction: 6.08 -Result- Open: 827.41 Close: 833.74 Change: +6.33 Prediction: Right Note: I will try to simplify the trading signal from here on with a slightly different format. (buy, sell, wait, etc) Paper Trade (one ES contract, Market Orders): Buy ES @ 829.75...