Buying Dip Journal

[no_pm_please]

Want to post your calls? Put'em here. I've done some backtesting and found what looks like a decent dip buying system (as long as you love unlimited risk...lol). I'll post the TS code and backtesting results for the past 10 years in the spirit of the site. Just have to wait until the markets close. My system would choke if I did a 10 year sim with tic prices running.

Anyway here's the systems current calls...


Long ES from 1532.5
Long ER2 from 840.1

 

[makloda]

Sweet. I love risk free $$$

 

[no_pm_please]

Here's the code for TS200i using 60 min. bars.

 

[mde2004]

nice losing trade pro call there.

 

[no_pm_please]

Here's the overall summary from 1995 - 2006.

Looks pretty decent for a system with no stops. Largest losing trade and only losing year were in 2001 due to being long during 9/11. Throw out that trade and all years would have been profitable.

 

[no_pm_please]

Here's the yearly report.

 

[no_pm_please]

And the equity curve. Looks about as good as most stuff I've tested.

 

[no_pm_please]

Results of trading from the last few months in ES. Obviously it's current trade is way underwater...so far.

 

[no_pm_please]

And lastly...er2 results from July last year to the present.