SPY (ETF)-Trading timing

Quote from jl1575:

It looks like you have an unique, effective and predictive system that works quite well. It is quite a feat to predict before the market opens. I am not sure what algorithmic/pattern programs you use, one thing is for sure that this is not a bar to bar analysis system.

:D

you are right.
this is not a bar to bar analysis system
it is a special algorithmic/pattern program
so far, it works well
 
Quote from lianshan:

SPY (ETF) Trading timing: 04/02/2013
-----------------------------------
Analysis Tool: Easy Money System
Trading date: 04/01/2013
Trading products: SPY(ETF)
Trading timing: Sell-Open@9:30-9:40ET,
Buy-Close @10:50-11:00ET or @14:40-14:50ET
-----------------------------------
Trading history£º
04/01/2013:
Sell-Open @ 156.78, Buy-Close @ 155.95
P&L= 0.83
Cumulative P&L= 3.01

Trading date: 04/02/2013
 
Quote from lianshan:

:D

you are right.
this is not a bar to bar analysis system
it is a special algorithmic/pattern program
so far, it works well



Good for you. I believe your system would generate bigger profits than what is recorded here. After the market opening, when you look at the market situation and price development, you definitely could make some adjustment to place your trades accordingly to achieve better results. But you choose to stick to your prediction honestly, just to show even without any alternation, the system is profitable. However, it is still a short period of time, and I hope it would survive a longer time frame and still show consistent profits. You probably could automate your system (based on what is shown here), and even if it could reduce the profits to 50% -70%, as long as it is a low DD (SL or trailing stop could help that), it would still be remarkable.
 
Quote from jl1575:

Good for you. I believe your system would generate bigger profits than what is recorded here. After the market opening, when you look at the market situation and price development, you definitely could make some adjustment to place your trades accordingly to achieve better results. But you choose to stick to your prediction honestly, just to show even without any alternation, the system is profitable. However, it is still a short period of time, and I hope it would survive a longer time frame and still show consistent profits. You probably could automate your system (based on what is shown here), and even if it could reduce the profits to 50% -70%, as long as it is a low DD (SL or trailing stop could help that), it would still be remarkable.

step by step
 
SPY (ETF) Trading timing: 04/03/2013
-----------------------------------
Analysis Tool: Easy Money System
Trading date: 04/03/2013
Trading products: SPY(ETF)
Trading timing: Buy-Open@10:10-10:20ET,
Sell-Close @13:10-13:20ET
-----------------------------------
Trading history£º
04/02/2013:
Sell-Open @ 156.75, Buy-Close @ 156.73
Today`s P&L= 0.02
Since March 18£¬Cumulative P&L= 3.03
 
Hi Lianshan could you explain more special algorithmic/pattern program?



Quote from lianshan:

:D

you are right.
this is not a bar to bar analysis system
it is a special algorithmic/pattern program
so far, it works well
 
Quote from tatsimon:

Hi Lianshan could you explain more special algorithmic/pattern program?

It includes two parts: The time system and algorithm / pattern program.Time (including solar terms and date) is used to determine what kind of algorithm / pattern program (including the three algorithms and 18 modes)we will use.For example, tomorrow is 04/04/2013, solar term is clear and bright, we should use the positive pattern 9 and tading data of March 25
.Then we use the three algorithms to get trading timing in 04/04/2013.
 
SPY (ETF) Trading timing: 04/04/2013
-----------------------------------
Analysis Tool: Easy Money System
Trading date: 04/04/2013
Trading products: SPY(ETF)
Trading timing: Sell-Open@10:40-10:50ET,
Buy-Close @14:10-14:20ET
-----------------------------------
Trading history£º
04/03/2013:
Buy-Open @ 156.20, Sell-Close @ 155.70
Today`s P&L=- 0.50
Since March 18£¬Cumulative P&L= 2.53
 
SPY (ETF) Trading timing: 04/05/2013
-----------------------------------
Analysis Tool: Easy Money System
Trading date: 04/05/2013
Trading products: SPY(ETF)
Trading timing: Sell-Open@12:30-12:40ET,
Buy-Close @13:50-14:00ET
-----------------------------------
Trading history£º
04/04/2013:
Sell-Open @ 155.79, Buy-Close @ 155.55
Today`s P&L=0.24
Since March 18£¬Cumulative P&L= 2.77
 
Back
Top