The ER2 Trading Journal

[bgp]

is this the er2 system i see listed on collective2 web site?

thanks,
barry

 

[trade_4_living]

Nope, this is not the software listed over that website. It is not automated trading system, though one day I would try to accomplish this goal.

I've not posted here much since I switched to trade ES on a new broker plus changed tick to Volume in TA due to CME's policy change on tick feeds.

But I've spent hours and hours to tweak my trading system to another level. Same concepts, but added more rules and more visible indicators. The end result has been done well in backtesting and real time simulation.

Here is what's look like for today's ES on one of my systems, all these white and yellow arrows were automatically added to the chart in real time when some rules are met. I've finished the rules on the short side, have not finished the rules on the long side yet.

http://tinypic.com/view/?pic=jfkcwm

The backtesting results:

With 3 contracts lot:

With RSI on the price to trade trading range days:

http://tinypic.com/view/?pic=jfkf2b
http://tinypic.com/view/?pic=jfkeuo
http://tinypic.com/view/?pic=jfkfg2

With 10 contracts lot:

http://tinypic.com/view/?pic=jfkhl4

With 10-20 mix contracts lot:

http://tinypic.com/view/?pic=jfkhz7
http://tinypic.com/view/?pic=jfkg2g

 

[trade_4_living]

I worked on another rule which uses stochastic, MACD, CCI, RSI MOMO and created a color bar, sometimes, too many indicators to watch, it is hard to make decision. This one removes most noises, compare it with the bars in the indicators.

http://tinypic.com/view/?pic=jfkp6v

 

[bgp]

thanks, and thank you for the journal.

barry

 

[trade_4_living]

Today's real time simulation on ES, didn't exactly traded according to the chart on exits, just try to make 1 point after an entry.

235 winners and 5 losers, average gain $45 after commission.

 

[ragingbear]

trade_4_living,

I know you posted the values for the LT and ST Macd:

"ST: Average one: 3--5--7-9 Average 2: 26

LT: Average one: 35-55-65 average 2: 60-80-90 "

I'm doing the Ensign trial and can't duplicate your indicator.

Can you post a screenshot/s of the Macd properties window?

TIA

 

[trade_4_living]

I do a lot tweaking daily, this was one of the template I used on MACDs or the chart you saw.

http://tinypic.com/view/?pic=k1fnmh

For the past three weeks, I've made more changes. I've changed MACD to much smaller periods (25 50), I also tested to use Hull MA as the end point for MACDs.

BTW, why not give a try of the B-line template? B-line works well.

Cheers!

Quote from ragingbear:

trade_4_living,

I know you posted the values for the LT and ST Macd:

"ST: Average one: 3--5--7-9 Average 2: 26

LT: Average one: 35-55-65 average 2: 60-80-90 "

I'm doing the Ensign trial and can't duplicate your indicator.

Can you post a screenshot/s of the Macd properties window?

TIA

 

[trade_4_living]

THe old system has about 30 objects, after three weeks hard work, now my new system has over 100 objects with different studies. The end result is very simple. Buy/sell signals will be displayed on chart with clear marks.

 

[trade_4_living]

Some of the TA items in my chart:

 

[trade_4_living]

I think the search of Holy Grail is over for me for now

My system and the ES buy/sell signals for the day is attached, Holy Grail buys are these yellow bars.