Designing and Building a Profitable Automated Trading System

[ScottD]

Today's forward testing results so far...

Attached chart shows the first entry and reversal.

 

[ScottD]

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.

 

[ScottD]

The ATS just Reversed to Long.

 

[Index Maximus]

The really kewl thing about forward testing is that every time you whack a mole a new one soon shows up. WHACK !! WHACK !!

 

[ScottD]

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 loss.

And so on.

 

[nkhoi]

no stoc cross 50 line on the third signal?

 

[WGTrader]

Scott,

I have completed my first working model of my ATS. I'm using a modified version of the Cash Cow logic. It's still a work in progress, but here is today's results. It didn't do too bad!

WGTrader

 

[WGTrader]

Made some additional changes to the logic. It still needs work, but today it did 5 trades for 20+ points.

 

[WGTrader]

The "Cow" did reasonably well today except for bar #61 when it got butchered (hamburger meat!). There was a little whipsaw towards the end of the day, but it ended with a total of 13 trades and 10.75 points. Still need to add some additional logic sequences.

 

[ETLURKER]

Here is my version of cash cow for today. Not bad...........