As usual, it' hard to believe another year has gone by.
Thanks for the thread. It was an interesting journey.
Thanks for the thread. It was an interesting journey.
Simple System for Beginners
- Thread starter AnomalyResearch
- Start date
Anomaly Research, thank you. Patrick205
AaronCapps
Global Futures
Is anyone else willing to pick up with Anomaly Research left off.
Great system. Great thread. I have traded this in 2005, and made good money with it. Anyways, I have always traded it with slightly different rules, producing somewhat better results.
My results (as per AR's rules) never agreed with AR's result completely. Data feed difference maybe. But my results have always been a couple hundred bucks short every month than what AR posted. I have used $4.80 as r/t commision & $10 as r/t slippage.
Anyways, even with all that, I made good money. But I would like to forget dec. 2005. The system's pooping money for last 3 months. I started overriding the system in dec. 2005, so the losses was less than theoretical loss. But I have stopped trading the system completely over the last month or so. Consider:
As of today, the system is in $5214 drawdown.
The system has not made any money since Apr. 15th of last year. Means, since that date, equity has remained unchanged.
Profit for 2005 is $942.80
I still believe if the system is toast for good remains to be seen. But I have decided there are better opportunities elsewhere.
As per AR's original rules, results are
01/06 ($1203.20) till date
12/05 ($3216.40)
11/05 ($691.20)
10/05 $3034.00
09/05 $1079.20
08/05 ($940.80)
Previous results, refer to what AR posted earlier.
Overall, good system. Thanks.
My results (as per AR's rules) never agreed with AR's result completely. Data feed difference maybe. But my results have always been a couple hundred bucks short every month than what AR posted. I have used $4.80 as r/t commision & $10 as r/t slippage.
Anyways, even with all that, I made good money. But I would like to forget dec. 2005. The system's pooping money for last 3 months. I started overriding the system in dec. 2005, so the losses was less than theoretical loss. But I have stopped trading the system completely over the last month or so. Consider:
As of today, the system is in $5214 drawdown.
The system has not made any money since Apr. 15th of last year. Means, since that date, equity has remained unchanged.
Profit for 2005 is $942.80
I still believe if the system is toast for good remains to be seen. But I have decided there are better opportunities elsewhere.
As per AR's original rules, results are
01/06 ($1203.20) till date
12/05 ($3216.40)
11/05 ($691.20)
10/05 $3034.00
09/05 $1079.20
08/05 ($940.80)
Previous results, refer to what AR posted earlier.
Overall, good system. Thanks.
I don't know how he came up with the number:
2). Multiply the opening price of the day session by 1.0033 to get the buy signal.
3). Multiply the opening price of the day session by .9967 to get the sell short signal.
2). Multiply the opening price of the day session by 1.0033 to get the buy signal.
3). Multiply the opening price of the day session by .9967 to get the sell short signal.
it is right to say that this system follow the random walk thoery, is which we assume that this system , given infinite time, follows a particular trend; this trend is more or less linear, and the variation between the beginning and end is due to the random walk property.
given the price move away from it's supposed path, it will have a probability to move further away and it will have a probability to move back closer to the supposed path.
the probability of moving closer is always higher then that of moving away.
therefore the further that it moved away, the more likely that it will move back in the next time increment. (steady state marchov chain)
If that is the case should's the "signal" be a function of the variation (or Standard deviation) of the price rather then the actual multiplication of the price?
given the price move away from it's supposed path, it will have a probability to move further away and it will have a probability to move back closer to the supposed path.
the probability of moving closer is always higher then that of moving away.
therefore the further that it moved away, the more likely that it will move back in the next time increment. (steady state marchov chain)
If that is the case should's the "signal" be a function of the variation (or Standard deviation) of the price rather then the actual multiplication of the price?