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NQ futures day trading systems
- Thread starter DT-waw
- Start date
Originally posted by trader777
Have any of you traded these systems with actual money? How have the results compared?
-Todd
Initial posters were talking hypothetical trades I believe. What I posted was real with commission, slippage everything else that went wrong included. Commisso posted real results minus the commissions but we kinda derived what it would be with commissions in the later posts.
Would anyone else be kind enough to share their results please? And indicate if it was not actually traded.
Originally posted by josbarr
It's $19.00 / round turn for everyone in the contest.
But if you have a good system anything can happen.
1st place is $1MM
2nd place is $500K
3rd place is $250K
That's what I thought. Depending on how long the contest period is that would be pretty high an "entry fee" to enter this contest. I can't see many daytraders willing to do this. Like I said, it caters to longer term traders and those with other agendas.
This is a daytrading thread, remember?
NQ daytrading ... full or e-mini ctx.
One trade/day max.
Results are hypothetical ... watching real-time as still in probation period. This system is not optimized. Equity curve is fairly straight up and smooth from 1/1/97 to present.
Results shown from 10/30/01 to present:
No $ for fees/slippage.
One trade/day max.
Results are hypothetical ... watching real-time as still in probation period. This system is not optimized. Equity curve is fairly straight up and smooth from 1/1/97 to present.
Results shown from 10/30/01 to present:
No $ for fees/slippage.
Attachments
rcreal,
Those results look very nice. I like "1 trade a day" ideas, because they are often easy to integrate with other systems to give you some diversity and hopefully smooth out the equity curve.
A couple of questions: Did you do your testing on $NDX or ND futures? How does the system perform when tested on NQ over NQ's liquid lifespan (say mid 1999 forward)?
Does your system use stop orders? Watch out if using stops and testing on an index. Real trading on any higher timeframe bars will generate some steady slippage.
-Jeff
Those results look very nice. I like "1 trade a day" ideas, because they are often easy to integrate with other systems to give you some diversity and hopefully smooth out the equity curve.
A couple of questions: Did you do your testing on $NDX or ND futures? How does the system perform when tested on NQ over NQ's liquid lifespan (say mid 1999 forward)?
Does your system use stop orders? Watch out if using stops and testing on an index. Real trading on any higher timeframe bars will generate some steady slippage.
-Jeff
If you can replicate this in real time, it indeed is "Kick-Ass".
Can you tell me if you use stops and what data period you are using? Even better, can you post the actual excel file instead of the gifs? So you're saying you used the same parameters since '97?
No stops are used. On just about every system I've tested, money management stops degrade system performance.
The data period used is 30 min bars. Basically, the system looks for a chart pattern and executes a trade. Each day is treated as a separate event.
I tested the initial system on the NQ futures cont. non-adjusted file from traders2traders.com. The system was not optimized.
Sorry, not going to post the excel file. It would be too easy to "reverse-engineer" from the listed trades.
I'm not selling anything and don't have anything to prove. Just wanted to show that a profitable day-trading system can be created. I'll also post the system (exact same parameters) for the SP.