stops - 'noise' and volatility

Now she has really done it!!!!

I will be up all night checking this. I have my spreadsheet with my high excursions and low excursions from entry and exit......now I got to see which ones fit the profile. By quickly looking.....trades on Monday do not work with one of my systems which does make sense because of the nature of the system, which I will not discuss.

Natalie......Thank you for your ideas.

Michael B.
 
ESavant,

I've had it about a year. It is thin and expensive but guides you through creating spreadsheet detail by detail. I couldn't find his website, any clues?

http://www.alibris.com/search/search.cfm?qwork=4245853&matches=1&qsort=r

Girlpower,

I like the way you think.

Magna,

Thanks for saying what needed to be said -- helped Paulus to see the whole elephant, so to speak.

Paulus,

What Girlpower is refering to and what she has either done herself by hand or used software for was done by Rina Systems for Tradestation a few years back. It is now a standard part of the Tradestation platform.

Bruce
 
What instrument is this?

Did the excursions happen in order.....that is to say...

After you entry of a winning long....did the price rise to your target first? then draw back to a better entry point then back up to your exit? or vice versa with a short.

Most software will fail with this. (what software is this you use?)

Michael B.
 
The graph is from Wealth-Lab. It's part of the software but I dont look at it until the recent discussions on the topic. So, I'm still trying to figure out how to interpret it. About your question on the order, I still dont know. Maybe Glitch can answer this.

The graph above used a target of 1.25 and a stop of 1.00. This is for ES.

Here is another graph using the same strategy but with a target of 4.25 and a stop of 2.00.

Maybe I should make the stop and target as wide as possible to get a better graph?

pretzel
 

Attachments

It says published by e-signal at the bottom of the screenshot.

But I do not know if it is accurate and I am not familiar with the software. There sure is a definable spike and certain percentage levels though.

Michael B.
 
Quote from ElectricSavant:

It says published by e-signal at the bottom of the screenshot.

But I do not know if it is accurate and I am not familiar with the software. There sure is a definable spike and certain percentage levels though.

Michael B.
More...

I just use the free snapshot tool which comes with the eSignal software to capture the png . Of course, they have to advertise.

Maybe I should make the stop and target as large as possible?

pretzel
 
Quote from pretzel:



I just use the free snapshot tool which comes with the eSignal software to capture the png . Of course, they have to advertise.

Maybe I should make the stop and target as large as possible?

pretzel
More...

Is this taken from a backtest, or actual trades?

Ideally you need to load the raw data into a spread sheet, and then start sifting through it to find good entry/exit probabilities, and from there, reset the entry/exit levels, re-test and run through the whole exercise again...

Natalie
 
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