Son of Something Very Simplistic

Here's a super simple formula for esignal that prints a red diamond every 8 bars...on a 272-tick chart, this will point out a bar representing 2176 ticks.

Cool idea, except that by my check today, it looks to be exactly 50% win/loss on both the NQs and the ESs. So it's operating at a loss by what I see.
 
I didn't take every trade - I missed a few bars here and there, so don't take this for anything complete. I'm going to try to be a little more organized tomorrow.

For ES:

45 Total Trades

33 Winners

12 Losers

Gross +18.00 points/ $900.00/contract

Commish $216.00

Net $684.00/contract
 
quah, i don't know how you get all those winners.

i did 7 real es trades today (not paper) using this system. i believe i executed the system according to plan. i used esignal for charts and i entered the orders to ib using an excel sheet, so i was fast.

2 winners
5 losers

ESZ2;SLD;1;802.25;19:10:56;20021008;GLOBEX;;
ESZ2;BOT;1;803.50;19:12:16;20021008;GLOBEX;;
ESZ2;BOT;1;806.25;19:17:15;20021008;GLOBEX;;
ESZ2;SLD;1;807.25;19:17:58;20021008;GLOBEX;;
ESZ2;SLD;1;800.25;19:27:35;20021008;GLOBEX;;
ESZ2;BOT;1;799.25;19:29:21;20021008;GLOBEX;;
ESZ2;BOT;1;799.00;19:31:50;20021008;GLOBEX;;
ESZ2;SLD;1;798.00;19:32:10;20021008;GLOBEX;;
ESZ2;SLD;1;798.75;19:38:52;20021008;GLOBEX;;
ESZ2;BOT;1;799.50;19:40:31;20021008;GLOBEX;;
ESZ2;BOT;1;803.00;19:41:47;20021008;GLOBEX;;
ESZ2;SLD;1;802.00;19:43:11;20021008;GLOBEX;;
ESZ2;BOT;1;802.25;19:46:54;20021008;GLOBEX;;
ESZ2;SLD;1;801.25;19:47:52;20021008;GLOBEX;;
 
Originally posted by Gordon Gekko
quah, i don't know how you get all those winners.

i did 7 real es trades today (not paper) using this system. i believe i executed the system according to plan. i used esignal for charts and i entered the orders to ib using an excel sheet, so i was fast.

2 winners
5 losers

ESZ2;SLD;1;802.25;19:10:56;20021008;GLOBEX;;
ESZ2;BOT;1;803.50;19:12:16;20021008;GLOBEX;;
ESZ2;BOT;1;806.25;19:17:15;20021008;GLOBEX;;
ESZ2;SLD;1;807.25;19:17:58;20021008;GLOBEX;;
ESZ2;SLD;1;800.25;19:27:35;20021008;GLOBEX;;
ESZ2;BOT;1;799.25;19:29:21;20021008;GLOBEX;;
ESZ2;BOT;1;799.00;19:31:50;20021008;GLOBEX;;
ESZ2;SLD;1;798.00;19:32:10;20021008;GLOBEX;;
ESZ2;SLD;1;798.75;19:38:52;20021008;GLOBEX;;
ESZ2;BOT;1;799.50;19:40:31;20021008;GLOBEX;;
ESZ2;BOT;1;803.00;19:41:47;20021008;GLOBEX;;
ESZ2;SLD;1;802.00;19:43:11;20021008;GLOBEX;;
ESZ2;BOT;1;802.25;19:46:54;20021008;GLOBEX;;
ESZ2;SLD;1;801.25;19:47:52;20021008;GLOBEX;;
More...

What are those times in EDT?
 
Originally posted by Quah
What are those times in EDT?
More...
hmm..in ib tws, when i go to executions, those trades show up as hour 15. when i export the trades, they show up as hour 19. :confused:

anyway, all those trades were during the 3pm est hour today.
 
Originally posted by Gordon Gekko

hmm..in ib tws, when i go to executions, those trades show up as hour 15. when i export the trades, they show up as hour 19. :confused:

anyway, all those trades were during the 3pm est hour today.
More...

GG - It's almost impossible to try and match that up with me - mainly because of the data feed outage that started around 14:15 and ended about 14:35. Lots of missing ticks.

However, at about the time you started, I had 3 losers in a row, followed by 3 winners and then another loser - it was actually the worst section of the day. So I'd say your "sample" is representative of what I had during that specific time of the day.
 
I took all of the trades except for the first 2 after the data feed resumed about 14:30.

For ES:

55 Trades

43 Winners

12 Losers

Gross +28.00 points/ $1400.00/contract

Commish $264.00

Net $1136.00/contract
 
Quah,

Are you planning on putting up the individual trades in a journal like with SVS? I lost huge today (on paper) and wanted to see how it is that you did so well. Thanks a bunch, if you get around to it.

--opm8
 
Originally posted by opm8
Quah,

Are you planning on putting up the individual trades in a journal like with SVS? I lost huge today (on paper) and wanted to see how it is that you did so well. Thanks a bunch, if you get around to it.

--opm8
More...

I'll put something together for todays trades. Check back in a couple of hours.
 
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