Ok the histogram sounds interesting. I'll take a look at that. I guess as long as we're letting profits run to big targets, like +20, you can't go wrong.
Trading ES, reverse trade based stops
- Thread starter romik
- Start date
Let's not forget that this is an experiment and things can go wrong. But letting profits run is the ultimate goal of any system or rather should be.
Hi Romik,
Can you post a couple of charts showing your entry/exits on the price bars with the MACD below?
What are your settings for the MACD?
Appreciate your time and help.
Absolutely. Well, it was a very successfull experiment. I think it was the best trading performance I've ever witnessed in real time. Looking at a trading period of 7 weeks and the amount of trades taken (101). Seems like a statistically significant sample size and proof of edge to me. Congratulations !
Thank you. I have decided to run it indefinitely.
+16.5
+0
+2.75
+5.25
-2.75
-3
-1.75
-3.5
-4.5
+9.75
-3
+37.75
+11
+2.5
-1.75
-4.25
-4.25
-5.75
+5.5
-10
+2.75
+4.25
-4
+17.75
-1
-6.25
-6.5
-3.25
-3.25
-6.25
-5.25
-0.25
+9
+12.75
+28.25
-4
-1.75
-3.5
-5.5
-3.75
-0.25
+7.50
+0.50
-5
+0
-1.75
+8
-3
+8.25
+3
-2
+1.5
-4.75
-4
-8.25
-8.25
+13.25
+3
+0.5
+24.25
+6
-5.5
+2.5
-5.75
-2.25
+4.25
-4.75
-3
+8
+3.75
+11.75
-3.25
-2.25
-3.25
-3.25
-5
-3
-3.5
+0
+11
-3.25
-2.25
+9.5
+10.75
-3.25
+0
-6.75
+7.5
+16.25
This week's performance:
-4
+5.25
-0.5
-4.5
+15.5
-5.5
+10.25
-3.25
+0
+14.5
-8.25
+17.75
Total: +167.50 (40w,56l,5b/e)
+0
+2.75
+5.25
-2.75
-3
-1.75
-3.5
-4.5
+9.75
-3
+37.75
+11
+2.5
-1.75
-4.25
-4.25
-5.75
+5.5
-10
+2.75
+4.25
-4
+17.75
-1
-6.25
-6.5
-3.25
-3.25
-6.25
-5.25
-0.25
+9
+12.75
+28.25
-4
-1.75
-3.5
-5.5
-3.75
-0.25
+7.50
+0.50
-5
+0
-1.75
+8
-3
+8.25
+3
-2
+1.5
-4.75
-4
-8.25
-8.25
+13.25
+3
+0.5
+24.25
+6
-5.5
+2.5
-5.75
-2.25
+4.25
-4.75
-3
+8
+3.75
+11.75
-3.25
-2.25
-3.25
-3.25
-5
-3
-3.5
+0
+11
-3.25
-2.25
+9.5
+10.75
-3.25
+0
-6.75
+7.5
+16.25
This week's performance:
-4
+5.25
-0.5
-4.5
+15.5
-5.5
+10.25
-3.25
+0
+14.5
-8.25
+17.75
Total: +167.50 (40w,56l,5b/e)
But this is a losing record Romik. Surely that can't be good and must be evidence that MACD is useless?
A lot of profitable daytraders's win:loss stats aren't that much different. It's absolutely isn't about high win rate, 50:50 is very acceptable as long as average winning trade is x1.5-x2 the average loss.
But that doesn't jibe with what most are saying here. Many want a high win percentage. Certainly they are right--how could they not be?