ES Mechanical Madness

[msprofitable]

Here's the last 3 years performance of the modeled trades from TS using 5 Emini's. I didn't trade all the months so my performance isn't quite as good as the models. I started trading 6 Emini's this year.

 

[msprofitable]

Quote from peterfigliozzi:

Can you share some of your philosophies on swing trading in general?

I don't have any philosophy. My husband developed the models. I just execute them. I'm guessing it triggered a long trade today because the pullback was enough to come into a buy entry area but not enough to trigger a short trade. From what I've noticed, it's mostly a trendfollowing system.

 

[blueberrycake]

Quote from msprofitable:

Here's the last 3 years performance of the modeled trades from TS using 5 Emini's. I didn't trade all the months so my performance isn't quite as good as the models. I started trading 6 Emini's this year.

I opened the file and it looks like this:

DateSwingBreakoutReverseTotal12/03607568205551345011979011/0366251635-2770549010/0344403950-3160523009/03-181061955030941508/03403019003200913007/03-1013533102105-472006/0339454740540922505/036150464060001679004/03-4255-61553025-738503/0315860735584003161502/0325201004330695001/0338651543553002460012/02114502030145152799520530011/0291251094077752784010/0288503985-10601177509/0221035181550702792008/0221575-396590052661507/0213145395555052260506/028380-22002180836005/0254353875-6440287004/0234501016037751738503/021865-187093092502/0216175503058102701501/023725-61156385399512/0184902815-11001020521657011/019615-600571051071510/01326514250127603027509/019065-315-4845390508/0117700-242062902157007/0150308652470836506/01139354200-11101702505/01-239401585514660657504/01225014270112402776003/01-782520770-23651058002/013164510420-9104115501/01126256460935528440

-bbc

 

[msprofitable]

Here's a couple of screen shots

 

[msprofitable]

And bottom

 

[msprofitable]

Summary

Points of profit before today -70.5

Breakout -3.5*6 = -21

Reverse - no trade

Swing - entry at 1144.75

Points of profit after today -91.5

Open positions: Long 6 from 1144.75

 

[msprofitable]

No breakout trade today.

Stop on swing trade is at 1146.75

 

[nkhoi]

Quote from msprofitable:

No breakout trade today.

Stop on swing trade is at 1146.75

does swing stop got adjusted fast like other stop the last time?

 

[msprofitable]

No, it's more of a trailing stop once the trade is profitable. It does adjust the stop by big chunks sometimes. I think one of the things it looks at is pivot points.

 

[msprofitable]

Swing - stop moved up to 1154.00