Just show me one mechanical technical analysis that has been profitably backtested?

Quote from bwolinsky:

It's a curve-fit, and not possible to trade. Show me the equity curve. If it's too smooth it peeks.
More...

it's not curve fit.
very simple system with few basic math calculations. there is no indicators or any other bs. just simple 3rd grade level math.

i use to trade it. the results i got are a bit different from "backtesting".
what i'm trying to say here is that backtesting is only a little piece of the puzzle, that MAY give you an idea, if you are moving into right direction.
most of my stuff is homemade from scratch,because tools like WL or whatever not even close to my needs.
bwolinsky-do you trade? how long? are consistently profitable for at least 3-5 years? we can post all kind of "systems" here, but real question is who is making the money using them and who doesn't.
i know a lot of guys,who are great in theory,having a tons of fancy scripts,but can't make a dime on real account. :D
 
You'll have to paste this in, but we have www.collective2.com/go/pairsqidqld. It's even offered at a reasonable $7.50/month.

I don't really try to make 100% per year, even though I'd like to. I was up about 85% from March 07 to March 08. It's declined for now, but I'm happy with its performance relative to that dog called the S&P 500.

There's not really any comparison.

S&P DD:60% est
S&P return:-48%

PTQQS DD:33%

PTQQS Return:47%

Night and day difference. Beating by that much is a lot. So yes I trade, but the only way you can believe me is probably by looking at that.
 
Quote from Bob111:

it's not curve fit.
very simple system with few basic math calculations. there is no indicators or any other bs. just simple 3rd grade level math.

i use to trade it. the results i got are a bit different from "backtesting".
what i'm trying to say here is that backtesting is only a little piece of the puzzle, that MAY give you an idea, if you are moving into right direction.
most of my stuff is homemade from scratch,because tools like WL or whatever not even close to my needs.
bwolinsky-do you trade? how long? are consistently profitable for at least 3-5 years? we can post all kind of "systems" here, but real question is who is making the money using them and who doesn't.
i know a lot of guys,who are great in theory,having a tons of fancy scripts,but can't make a dime on real account. :D
More...

As I said, I want to see the equity curve. I'm betting it's too smooth to be realistic.
 
this screen shot i've posted is like 5 years old. i have no idea,where the script is. but it's doesn't really matter. what matter is the size.take a closer look,you will find the trick... it's 10% of equity per trade.
:D
 
Quote from crgarcia:

One, just one.

One that has worked profitably (backtesting) for many, many years.
More...

close above or below the 20 month moving average

take a look, dildo
 
Quote from Glowy:

if you like latino lifestyle who am I to judge, I personally find Paris and Vancouver very pleasing, but I am younger than you

perhaps at your age I will go latino too

US cities are not appealing to me at all
nor is London

however Switzerland is very good for the soul even in winter, but again I am originally European so I am biased
More...

I agree with you on Paris, but I don't function in the cold winters anymore.

The more time we spend with the Brazilians the more we enjoy.
Their priorities on timekeeping and efficiency needs a tune-up but when it comes to enjoying life they are hard to beat.

regards
f9

regards
f9
 
Quote from Bob111:

this screen shot i've posted is like 5 years old. i have no idea,where the script is. but it's doesn't really matter. what matter is the size.take a closer look,you will find the trick... it's 10% of equity per trade.
:D
More...

Well, you know my opinion. It's a fake system, and if it's not yours, then don't believe it, because it's total bullshit.
 
Quote from crgarcia:

One, just one.

One that has worked profitably (backtesting) for many, many years.
More...

Only one? :D
Look at the attachment. emini ES futures, commissions and slippage included. It was profitable before Aug 2000 for a total of 12 profitable years.

There are thousands of profitable TA systems out there. But don't worry! you'll probably never develop even one, just like most hedge funds will never do.
The more people disregard TA and mechanical systems, the better!
 

Attachments

Quote from DT-waw:

Only one? :D
Look at the attachment. emini ES futures, commissions and slippage included. It was profitable before Aug 2000 for a total of 12 profitable years.

There are thousands of profitable TA systems out there. But don't worry! you'll probably never develop even one, just like most hedge funds will never do.
The more people disregard TA and mechanical systems, the better!
More...
Just profitable before Aug 2000?

Now what? years of losses?
 
You must log in or register to reply here.
Back
Top