Example Trading System

sidinuk · Aug 23, 2005

The example day trading system made a profit of $312.50 over the 5 contracts, before commissions last week. Although we saw mixed performance, a gain of $1,090.00 on Tuesday was wiped out by a loss of $1,115.00 on Wednesday.

EMD (lost $300) and ER2 (lost $90) were, again, the worst performing contracts over the week, whereas ES managed to make Â£312.50 to be top performer.

dpg2020 · Aug 28, 2005

I know the past results for this system have been posted in as an Excel (.xls) file but I don't have Excel on my computer. Can anyone point me the way as far as how can still get the results possibly as a .doc file or another type. Thanks in advance.

raystrans · Aug 28, 2005

Quote from dpg2020:

I know the past results for this system have been posted in as an Excel (.xls) file but I don't have Excel on my computer. Can anyone point me the way as far as how can still get the results possibly as a .doc file or another type. Thanks in advance.

Microsoft has a free Excel viewer available at http://www.microsoft.com/downloads/...f4-996c-4569-b547-75edbd03aaf0&displaylang=EN

or Google for excel reader.

"With Excel Viewer 2003, you can open, view, and print Excel workbooks, even if you don't have Excel installed. You can also copy data from Excel Viewer 2003 to another program. However, you cannot edit data, save a workbook, or create a new workbook. This download is a replacement for Excel Viewer 97 and all previous Excel Viewer versions."

dpg2020 · Aug 29, 2005

Thanks for the help in getting the past results of '03, '04, and '05. I'm a bit new at this but what is everyone's opinion as to why the returns were so stellar with this system is '03 and '04 but simply treading water in '05. Thanks.

TheStudent · Aug 29, 2005

um .... curve fitting?

tradersaavy · Aug 29, 2005

Anyone care to run a backtest on later data ?

sidinuk · Aug 31, 2005

How do you mean Tradersaavy? Different time periods for the opening range?

tradersaavy · Aug 31, 2005

Quote from sidinuk:

How do you mean Tradersaavy? Different time periods for the opening range?

A backtest using YM with the rules for the system as they are but for different years.

Would like to see unfiltered and filtered 1999, 2000, 2001 results, etc.

sidinuk · Sep 1, 2005

OK, Unfortunately I don't have data going back that far so I can't help. Perhaps someone else is able to do it?

resurrector · Sep 4, 2005

hi sidinuk

glad to see you in this forum too. i am the guy who sent u pm in trade2win. your article is great. thanks alot once more

regards,
res