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We’ve made substantial progress and this seems like a good time in the project to draft a summary of where we’ve been and where we’re heading. Progress and milestones • We started the Cashcow project in earnest on December 9, 2008. • Jack and I have established rapport, clear...

In Feb 6 forward testing, Cashcow Release 1.2 Logic generated the following results: Gross Profit: +2.00 points Profit/Range ratio: +0.1 Trades: 6 Wins: 3 -------------------- Week 1 Summary: Gross Loss: -1.75 points Trades: 18 Wins: 9 -------------------- Next steps...

I'll make a couple administrative posts to wrap up the first week of forward testing Cashcow Release 1.2 Logic. In Feb 5 forward testing, the Cashcow did not take any trades. The entry criteria are a little more limited than the reversal criteria and, on this day, all entry signals were...

Nice work WGT. You could consider relaxing this a bit and letting sentiment come into effect as early as bar 2. Better yet, bring in the Dow futures/cash price feeds and build a Pre-Sync suppression module. As soon and the pre-sync condition clears, take the next entry signal or take an...

ETL, I appreciate your post and encourage any further contributions you may wish to make. Your charts indicate very nice progress on your ATS. Consider posting some near real time ATS decisions next week. I think that would be a fun thing for people to see. In the end, all that matters...

In Feb 4 forward testing, Cashcow Release 1.2 Logic generated the following results: Gross Loss: -12 points Profit/Range ratio: -0.5 Trades: 3 Wins: 0

The ATS Reversed to Long on Bar 48.

Today's forward testing results so far... Attached chart shows the first entry on bar 3 and subsequent reversal on bar 4. After you click the link below to load the chart, click once more on the chart itself to restore full resolution. The image is sized to fit a 24-inch or larger LCD.

In Feb 3 forward testing, Cashcow Release 1.2 Logic generated the following results: Gross Loss: -2.5 points Profit/Range ratio: -0.1 Trades: 5 Wins: 3

Attached is a chart annotated by Cashcow work-in-progress Release 1.2. Jack and I have incorporated the following new functionality / refinements into this release: - Open entry logic. - Whipsaw suppression logic. The current logic is somewhat more suppressive in certain conditions than...

The ATS just Flattened at EOD. Today's forward test results: Gross P&L: +22.5 points Profit/ATR ratio: 0.6 Trades: 4 Wins: 3 Chart legend: Green line = Long trade Purple line = Short trade And upward sloping green line is a win. An upward sloping purple line is a...

The ATS just Reversed to Long.

The ATS has Reversed to Short after a nice gain. You can see the system remains in the market, travelling from reversal decision to reversal decision.

Today's forward testing results so far... Attached chart shows the first entry and reversal.

I intended to post yesterday's charts in near real time, shortly after each action. As it turns out, I was unable to do that, so I'll post the historical chart here. In yesterday's forward testing, the Caschow Beginner Logic ATS generated a gross loss of 18.5 points. There are a number...

Added whipsaw suppression logic to the Cashcow ATS. ATS Annotated chart attached for Dec 10, 2008. Profit : ATR ratio on this particular day improved to 1.4. Next steps include finalizing the non-stationary window lookup tables and moving some actions from close-of-bar to intrabar.

Significant work has been done in the background, and we have reached a key milestone: Jack has certified Cashcow ATS Release 0.7 as compliant with Beginner Logic, defined in the schematic. It required 7 iterations to reach this point. Symbolically, we have renamed the latest to Release...

Typo corrected in the attached schematic.

Regarding the schematic that Jack posted, I had the following questions: - Is Awayness based on the histogram or lines? How is it defined? - Are Exits / Reversals subject to Suppression? - Can Stoch14 generate a Reversal signal? - There is a typo in the 'Long Exit / rev OR' logic...

The attached dialog doc is the result of printing the entire thread and related diagrams, re-reading thoughtfully, marking up key concepts, and mulling over areas that require deeper thought and further dialog. (All while experiencing a nice level of physical pain, lol). The dialog doc is...