The most beautiful equity curve I've ever seen...

jnbadger said:
Evidently you didn't read my post. Buying power isn't an issue. As of next month I'll have been at this for 25 years. So yes, I have that much, and much more. I'm just always searching for something new that I can make more systematic, and less discretionary.
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I did not mention anything about "buying power". I asked if you had 100K to commit to this plan. Equity and buying power are totally unrelated. Do you have $100K in cash to put into a live real money trading account?

And since you have been at it for 25 years, what went wrong that you are back here on ET, trying it all over again on a newbie level?
 
Be fair O - or at least give it a try.

Testing out new ideas is not a newbie level.

Actually newbies, putting the cart before the horse, do anything but test their ideas before trading them.
 
Overnight said:
I did not mention anything about "buying power". I asked if you had 100K to commit to this plan. Equity and buying power are totally unrelated. Do you have $100K in cash to put into a live real money trading account?

And since you have been at it for 25 years, what went wrong that you are back here on ET, trying it all over again on a newbie level?
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Thanks SunTrader, but the questions are fair enough. I would wonder the same thing.

Yes I have the cash. And I know what you mean. I'm with a firm that gives me 50:1. But I would like to set up a separate account for this strategy and get it automated. Probably with IB, since Trade Ideas has a relationship with them, and can automatically send orders. 4:1 is available, but I probably wouldn't go over 1:1 to start.

My other mean reversion strategy still works great, but it only works in the first hour of the day and is somewhat discretionary. It works the best in the first 15 minutes. This new one gives very choppy results in the first part of the day, and I wouldn't start it until 9:45 or 10:00, and keep it going all day.
 
jnbadger said:
Here's the new one. (Well, long testing a long strategy this time rather than shorting). Again, no stops or targets. Just time stops.
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I must be missing it on the chart - over what time period are the 2368 trades executed?
Do you compare with "Buy and Hold" on something representative of the broad market e.g. "SPY" over the same time period?
 
TradersRUs said:
I must be missing it on the chart - over what time period are the 2368 trades executed?
Do you compare with "Buy and Hold" on something representative of the broad market e.g. "SPY" over the same time period?
More...

The last chart is going from 9:31 to 15:57 all day over the last 64 days. 64 days is the most available with this software. I won't start it in real time until 10:00AM. From 9:45 to 10:00, I get decent results, but not great. From 9:30 to 9:45, it's positive, but has pretty bad draw downs, so it's not worth it.
 
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