Something very simplistic

Status
Not open for further replies.
Originally posted by Quah


So far +2.50 on ES and +21 NQ total. 10:04 trade on ES double whammy.
More...

I agree with the 10:04 double wammy. It looks like the stop was at 10:07. I am thinking of waiting until the next bar to make an entry decision, instead of of just reversing the position.

However, it looks like simply reversing the position might give the same results as evaluating the next bar. I think the double wammy is inevitable.

Jim
 
Originally posted by Trend Fader
Quah,

Assuming the ES rallies 300 points how will you calculate an adjustment to the 1/1.25? Or will you still use those values?


--MIKE
More...

I would still use those values.
 
QUAH,

Also, can you provide us with an equity graph (daily or intraday) from the day you started the system until today.. and update it daily? This way we can get a feel of how well your system is really working... posting daily results are useless.. unless we see the aggregates.


my 2 cents,


--MIKE
 
Originally posted by Trend Fader
QUAH,

Also, can you provide us with an equity graph (daily or intraday) from the day you started the system until today.. and update it daily? This way we can get a feel of how well your system is really working... posting daily results are useless.. unless we see the aggregates.


my 2 cents,


--MIKE
More...

Yes, I was planning on posting aggregate results today anyway since today marks it's 2 week anniversary..lol.
 
Well the ctrader method got hit by a double whammy today. My results are stinking up the joint. Actually no, they are not that bad, but compared to quah's run, they aren't very good.

Plotting the forecast equity curve, the ctrader version after three days is biased neutral, meaning I might make money, and I might lose money.

The quah system however, is definitely making money over the last two weeks.

I am going to finish the week off with using the previous bar direction, and then I am going to get myself a decent data feed, if my method doesn't have positive expectancy.
 
I'm working up an Excel Workbook where I can accumulate all of the results and such - but I wanted to post at least a summary of todays outcome.

On ES, 15 trades, 9 winners, 6 losers for a +3.00 point total.

On NQ, 13 trades, 11 winners, 2 losers for a +27.00 point total.

I hope to have the workbook posted tonight.
 
Quah's been printing money the past 2 weeks.. we shall see how long his system will work. Hopefully, it will work forever and he can claim he has found the holly grail. :)

Would be great if someone can make this system purely automated.. where a trader would not have to do a thing. Maybe instead of wasting time posting some junk on this thread.. some of us can get together and brainstorm a way to get this system automated.

Would be interesting if we all just trade the system until it stops working. The only way.. would be if have it purely automated.. this way we all would get around the same results.



--MIKE
 
Originally posted by Trend Fader
Quah's been printing money the past 2 weeks.. we shall see how long his system will work. Hopefully, it will work forever and he can claim he has found the holly grail. :)

Would be great if someone can make this system purely automated.. where a trader would not have to do a thing. Maybe instead of wasting time posting some junk on this thread.. some of us can get together and brainstorm a way to get this system automated.

Would be interesting if we all just trade the system until it stops working. The only way.. would be if have it purely automated.. this way we all would get around the same results.



--MIKE
More...

If anybody is serious about developing an automated system, drop me an email. It could be done fairly easy. TradeExecutor is about halfway there right now for this strategy, it just needs the stop and reverse functionality, and the signal to go long or short at what price. Stochastics could be calculated from the IB feed too I guess, and then everything could be automatic. The automatic money printing press!

support@TradeExecutor.com
 
Lets all bang heads together and get this project going... we need to find out if IB is compatible with such a program.
I am sure Larry (PRETZEL) author of Bracket Trader can give us a hand...

I am not a programmer.. maybe someone can help?

In the meantime lets see how well Quah continues to do. THe better he does.. the more incentive we all should have to use his system exactly... until it doesn't work anymore.


--MIKE
 
Status
Not open for further replies.
Back
Top