Semi-Low-Volume Swing System Journal

Code: 
Rank	LONG	Last	SHORT	Last

1	MDR	2.27	CMRC	2.64
2	SPPI	2.82	WAVX	1.12
3	EGLS	1.61	KLM	7.83
4	SBAC	1.19	ASIA	4.90
5	ASF	5.63	MTSN	2.37
6	TLRK	4.67	MEH	3.15
7	PWR	3.60	PRKR	9.99
8	TTEC	4.63	EMKR	2.72
9	EDSN	1.03	CNET	2.68
10	VPHM	1.75	TUNE	2.43
				
		Time:	4/8/03 3:30 PM

zorak
 
Quote from man:

I would like to come back to yoiu and consider real backtesting of that kind of approach - if that would ever be in your interest. I am currently trying not to overload my IT.

peace
More...

Would "forward" testing be useful? That is, the accumulating results of the lists I've been posting. No backfitting problems there...

zorak
 
as I said before, I doubt that you will find somebody who can solve what you feel is your problem: trading these small stocks especially on the short side.

If you did not see severe problems yourself, you would do it on your own, wouldn't you?


peace
 
Quote from man:

as I said before, I doubt that you will find somebody who can solve what you feel is your problem: trading these small stocks especially on the short side.
More...

These aren't such small stocks anymore...remember I did take TrendFader's suggestions to filter out the truly low-volume picks.

I'm not sure I see why trading the shorts is significantly more difficult than trading the longs.


If you did not see severe problems yourself, you would do it on your own, wouldn't you?

peace
More...

I don't know enough to be able to distinguish between a 'severe problem', and my failings as a trader. Is it possible that there is someone out there who is experienced enough to trade these stocks?

zorak
 
Code: 
Rank	LONG	Last	SHORT	Last

1	EGLS	1.48	ZICA	2.03
2	MTZ	1.97	USG	5.56
3	SPPI	2.28	SCON	2.20
4	TTEC	4.35	MTSN	2.40
5	GTCB	1.20	WAVX	1.14
6	ASF	5.26	MICC	8.39
7	VPHM	1.66	TLCV	1.51
8	ELP	2.69	GRA	2.03
9	CRDS	1.28	PGNX	6.60
10	PDYN	1.25	TUNE	2.45
				
		Time:	4/9/03 3:30 PM

zorak
 
Zorak are you putting stops in.. do you have your risk defined..

if not than you will blow up eventually... In general.. I really dont like your system and where you are going with it... if you were to count for commisions and slippage your edge would be gone...
I bet if you were using real $.. you could already be down as much %2 total.. accounting for commisions and slippage... therefore.. I wouldnt read too much into the paper trading results..


--MIKE
 
Quote from Trend Fader:

Zorak are you putting stops in.. do you have your risk defined..
More...

The paperport does not use explicit stops, no...the system itself provides a measure of stop-loss, by stating that any held position not on the current list should be exited. For that matter, in my high-volume real-$ trading, I don't use explicit stops either.

if not than you will blow up eventually... In general.. I really dont like your system and where you are going with it...
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Then stop reading (or, stop attempting to read...im pretty well convinced by now that you are illiterate).

If you don't like the system, then come up with your own...I never said the method I outlined was the best way to trade the stock lists. That's pretty much (once more for the hearing impaired) the whole reason I started this thing...after awhile the paper results should be impressive enough to entice someone who knows more than you to help develop a way to trade them.

if you were to count for commisions and slippage your edge would be gone...
I bet if you were using real $.. you could already be down as much %2 total.. accounting for commisions and slippage... therefore.. I wouldnt read too much into the paper trading results..
--MIKE
More...

A 2% drawdown...my knees are shaking!

Again: what % gain on papertrading would provoke you into reading something into it?

zorak
 
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