Moving average winner

wwatson1,

Are you using any other rules?
My numbers dont look remotely like yours.

I enter long on ema(10) > ema(200)
and exit on ema(10) < ema(200)

Reverse for shorts.

.25 slippage on entry and exit

Holds over night, and only enters/exits on crossovers.


============== SUMMARY ===========
Net 803.0

Winners 299.0
Losers 825.0
Trade Count 1127.0
% Win 26.53061224489796
Break even 3.0
Profit factor 1.165183851889946

Avg Win 18.943979933110366
Avg Loss 5.892424242424243
Avg Trade 0.712511091393079


============== SUMMARY ===========

peace

axeman
 
Quote from axeman:

Screwed that up....

Here is the real equity curve...


peace

axeman
More...

So the system did have a drawdown of almost 50% at some point (the big drop from 400 to 200), which is to be expected for a simple system like that. I prefer systems with drawdowns below 30%.
 
Even worse...

Here are the results for the BIG SP back to 82
(NOTE: The data does not come forward enough, so
thats why the big dip at the end is missing, which you
see in the 1st equity curve )

This is the system developers paradox.
Look back far enough, and everything stops working.
So should you trade it or not?? :D


peace

axeman



============== SUMMARY ===========
Net -1878.3500000000004

Winners 1010.0
Losers 4142.0
Trade Count 5169.0
% Win 19.539562778100215
Break even 17.0
Profit factor 0.8183598377340793

Avg Win 8.378910891089113
Avg Loss 2.496632061805892
Avg Trade -0.3633875024182628


============== SUMMARY ===========
Quote from wally_:



So the system did have a drawdown of almost 50% at some point (the big drop from 400 to 200), which is to be expected for a simple system like that. I prefer systems with drawdowns below 30%.
More...
 

Attachments

I could tell ya, but then id have to kill ya :D

Yeah.... looks good so far, but will drive me CRAZY trying
to trade it. Trades very rarely, as you can see. :mad:

Seems quite robust as well. Need to verify it in several
more ways. Then ill consider a 6 month test period
with 1 lot.


peace

axeman



Quote from vanilla2:

that's a pretty sweet curve axe. what's under the hood? :)
More...
 
that's pretty conservative, but there's no sense in throwing cash away unnecessarily. Good luck with it. It looks consistent.

Will that be the first ever time you go live with a mech system?
 
I have done 2 full auto systems so far.

This is a first for me though.

Its my first statistical based system, developed
in a "tradestation" style... aka datamining, etc, etc..

So I have to be real conservative. Im still a newbie
systems developer.

Im in the "prove to myself im not curve fitting, or fooling
myself again phase" for this system.


peace

axeman



Quote from vanilla2:

that's pretty conservative, but there's no sense in throwing cash away unnecessarily. Good luck with it. It looks consistent.

Will that be the first ever time you go live with a mech system?
More...
 
I'm also definitely a newbie systems developer. I've tried a lot of systems, though definitely not put as much in yet as I believe you have. I remember and appreciate your posts on my systems thread when I was starting out a while back. Good luck with this system. I'm trading a mech system now, and I will never go back to seat of my pants scalping. I have found so far that a system with infrequent trades seems to be a good recipe for unwavering adherence to the rules. Good luck!
 
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