My system

thanks for the suggestion malaka.

i have read a 50 page thread from him. was very interesting. i never thought to look at other posts he has done but.

i think my biggest disadvantage was that i didnt have back testing software until 2 days ago so i couldnt alter my system as much as i wanted to. i think now ill do alot better just because i can do MUCH more work on it.
 
Quote from MarkBrown:

... since your system is no good anyway disclose it here and i will work on it for you. right before your eyes, if it can be repaired.
More...
seriously, go for this offer, bo. you do not get these too often ...
 
Quote from Bo_D_:

I would appreciate it if you could give me some tips on how to smoothen out my equity curve
More...

You might try trading more securities. Volatility of account equity is also related to risk so if you risk less per trade then you might observe less volatility.
 
man,

i know, i would love for him to go over my system. i dont however want to waste his time as ive decided to start from scratch on my system.

if mark is willing to do it for some fun and for me to learn then id appreciate that heaps. but ive heard theres alot of professionals on this site. so im going to try and respect everyones time.

hook n sinker,

thanks for that tip mate. unfortunately im starting to think that maybe a short term trend following system is not going to work if i want a smooth equity curve.
 
im going to post up the whole system tomorrow (late night in australia right now)

maybe theres something im doing wrong that people could point out.

cheers again everyone.
 
Considering this being a Bull-bias trend following type system...

Get advice from MB...

Then work on an appreciating system that:

1. Is profitable during the Bearish market period
2. A counter concept system that is profitable, of what you have right now.

Once you have enough quality, diversified portfolio of products and systems... go LIVE.

Until then... lay low.
 
you know even a bull system will work in a bear market because a bear market has to rear its head up every now and then just to shake loose the weak shorts right...

so if you have a trend filter that identifies the long term trend ok then you make your system buy on a certain criteria when its a bull market and switch to a different type of buy which would be quicker to enter and faster to get out of longs in a bear market right..

see switches is what you need split the system up so it can do different things based on what the market condition is, dont try and make on thing fit all data.

you could even split up the data so only work on a kick ass bull market model ignore what it does in a bear market and then build a kick ass buying model for a bear market and i can help you stitch it together..

mb

the whole idea is to isolate small portions and perfect that then worry about combining it all. otherwise you will just endlessly be lost trying to curve fit.
 
Some of my trading models use say a 10 day moving average and only trade if price is greater than the moving average value. The moving average automatically puts the system on the correct side of the trend.
 
some great advice there.

so really, my equity curve is fine... IF i have a trend filter (e.g. only trade system when the entire market is trading above its 100MA??)

and then develop a mean reversion system to trade when the markets more volatile and even going down?


system is as follows-

cross above 3 day high

volatility between 1-6 (ATR10)

moving average angle scan- 200MA must have increased 5(ATR200) in the last 45 days

moving average 4 must have DECREASED in the last 3 days

moving average 20 must have increased in the last 3 days (might need changing to 6 days or so i think)

must be trading above 10 day moving average

buy at open

ASX 300 using 10% leverage (realistically i could only get 10% leverage on ASX 200 i think. so i might need to cut out 100)

Using CFD's

fixed stop - 2.2 ATR(10)

trailing - 10 day low

intraday exits


those of you who are laughing... constructive criticism would be appreciated.
 
You must log in or register to reply here.
Back
Top