Has anyone worked with Stridsman's Meander System

D

doctoroe

I just got the Meander Strategy system working on Tradestation intraday charts. Its very interesting. The backtesting is a little too good to believe. Anyone else worked with this strategy and found it worthwhile?
 
I saw a video by a Stridsman once, maybe it's the same guy. He was a floor trader with a really simple strategy.. I mean, how complex of a strategy can you run from the floor really?
 
The 10 yr profit factor in his book for 1990-2000 was only 1.2, but it is designed to stay out of short and volatile markets.

He tested it over several instruments in that period, so you should be able to replicate results. PF 1.2 was for DJIA mar 1990 to nov 2000. Keep in mind that was during a bull and is long only, and he said it deteriorated between then and 03 (not good in volatile markets). Also, he tweaked it a bit to get better percentage profit. Refer to his system trading book.

Stridsman wrote one of my favorite earlier system books. Way better than majority of TA pseudo scientific cherry picking books; he is a pragmatist and an honest author.
 
If anyone wants the code, email me at doctoroe@gmail.com and I'll send it.
It's for TradeStation. If you tweak it and get better results return the favor and let me know what you did.
I am currently running it on a 5 minute S&P emini chart, but it can be used for stocks too. There is no hidden agenda here. I am just trying to do some real collaberation on developing some good strategy code.
 
I read the Stridsman book some time ago and never bothered to try the code (It is probably outdated now for the newer versions of TradeStation).
Would you mind posting a chart to show what it does? I've heard good things about Stridsman's work. :)
 
You must log in or register to reply here.
Back
Top