My system

B

Bo_D_

hey everyone,

my first post here so please go easy on me.

I have a system ready to trade. I was hoping i could post it on here and get some peoples thoughts on it. Criticize it as much as you want, tell me whatever you think is wrong with it. If you think the returns are too small then im more than happy to hear that. Just please dont brag your system returns 10x more. Would be greatly appreciated.

By the way... it hasnt been compounded. so the real return is more close to 75% p.a. not the 19% compounded it says. im more interested in yearly returns not the compunding over 10 years for now. Its a (long) short-med term CFD system

Cheers.
 

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Quote from Bo_D_:

hey everyone,

my first post here so please go easy on me.

I have a system ready to trade. I was hoping i could post it on here and get some peoples thoughts on it. Criticize it as much as you want, tell me whatever you think is wrong with it. If you think the returns are too small then im more than happy to hear that. Just please dont brag your system returns 10x more. Would be greatly appreciated.

By the way... it hasnt been compounded. so the real return is more close to 75% p.a. not the 19% compounded it says. im more interested in yearly returns not the compunding over 10 years for now. Its a (long) short-med term CFD system

Cheers.
More...
it is seems good. what is an instrument on that you tested this system?Timefraim?Cost you must put in percent value(about 0.05-0.1% from one way turn).
 
Quote from Bo_D_:

By the way... it hasnt been compounded. so the real return is more close to 75% p.a. not the 19% compounded it says. im more interested in yearly returns not the compunding over 10 years for now. Its a (long) short-med term CFD system

Cheers.
More...
the chart shows a system that has flat eight years in the first
nine years. the system made money in 1999 and had an enormous
spike around year end. my personal opinion is that you can forget
all the statistics of the system prior to 2004, since they are dominated
by a short winning streak and a basic flat curve otherwise.

i would think it is fit to some event around 1999/2000. performance
since 2004 looks fine, but maybe too few trades are in to really judge.
i would put it on papertrading, but chance it is something tradeable
is not too big. IMHO.
 
Quote from man:

the chart shows a system that has flat eight years in the first
nine years. the system made money in 1999 and had an enormous
spike around year end. my personal opinion is that you can forget
all the statistics of the system prior to 2004, since they are dominated
by a short winning streak and a basic flat curve otherwise.

i would think it is fit to some event around 1999/2000. performance
since 2004 looks fine, but maybe too few trades are in to really judge.
i would put it on papertrading, but chance it is something tradeable
is not too big. IMHO.
More...

Have to agree with this.

The equity curve is not smooth enough for a short-medium term system.

And its very hard to trade a system with prolonged flat periods especially the one your graph has which is 4 years from 2000-2004.
 
thanks heaps for your comments.

i dont like the first half of the equity chart either. looks more like a medium term trend following system. the holding periods are to long as well, if you calculate it with interest the drawdown increases quite a bit and less profit obviously (interest was understated a little)

back to the drawing boards for me ;) will be back with a stronger system in a few weeks.

Cheers.
 
no offense but thats a horrible system, honestly. very nice report i might hire your to do some for me if you want. but keep trying you need a better looking equity curve, alot better really.

mb
 
hi mark,

no offence taken at all. just remember that when the equity curve flattened out it was the bear market.


i have gone back to the drawing boards and looking more specifically at what stocks im trying to capture. i want holding times to be shorter so im working on that. im effectively after strong trending shares and then buying as it dips slightly... before it continues an uptrend.

will post up my progress when im almost done.
 
oh and i cant take credit for those reports. i didnt back test it. i only bought my backtesting software two days ago so i can make more adjustments to it.

cheers.
 
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