Mapping The Strange Attractors of The Price Movements

The difference between you and me is that I know I am a Fool... there are so many things to learn... "A little knowledge is a dangerous thing"...
 
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Yes and yes. It's a sim account with TradeStation for this project. Everything else is LIVE only money is not. I use limit orders only.
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You are not using stop market orders for losers? I doubt that is correct. In sim mode tradestation will fill you on a limit if you get a trade at that price. In real time you will usually need price to trade through your limit to get filled.

Simulated testing is very misleading with intraday systems, your fills will be unrealistic. Looking at your results and trade frequency it looks like it is intraday.

If you can go into TS and have your trades only get filled if price trades through your limit. Account for slippage on your stops. If you still have the numbers you have now, you are onto something! Keep in mind Tradestation is very suboptimal for testing higher frequency systems...they use bar-by-bar data which is very MISLEADING!
 
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What stop orders? :-)

And I deliberately build my positions so early that slippages are irrelevant.
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I have found over the years the best and most consistent systems have a profit factor around ~2. Anything boasting the numbers you are showing breaks down in live trading. Maybe this is the one time that this simple rule doesn't apply. I doubt it tho ;)
 
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This equity trading system is a map stored in a Microsoft Word file, 3658 pages (as of today) in length. It is being updated daily.

There are three managerial rules:

(1) The starting trading capital is $5 Million.
(2) The maximum margin usage is restricted to 2X1.
(3) Take out profits at the end of each month.

Attached are the sim trading performance stats. Do you like the stats? If not, why?

Thanks
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Trades per day
shares/contracts per trade would be interesting information
on the first .pdf looks like ~ 4 trades a day and 1000 shares/contracts per trade

so what is it trading?
 
"This equity trading system" trades US equities...wee wee wee, all the way home... :-)

You are very right about the number of trades per day and I usually buy/sell 1000 shares at a time. This is just a research project. I do trade real money...
 
Nice numbers there, Fool.

There's a small problem though: Your thread is in the 'journals' section. And an overzealous, yet scandinavian, moderator rules that section.
 
Scandinavian stereotypes: wealthy, enlightened, rational and bored Protestants with strong welfare states, lax rules of sexual morality and an institutionalized yearning for nature and simplicity....:D

Ahh...this Scandinavian bastard deleted several of our brilliant posts! :D
 
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