Would you trade this system?

Quote from hypostomus:

...a recommendation. When you get it optimized, and if it works trading the cubes, trade it on NQ. I have tried testing profitable NQ strategies on QQQ, but they do poorly because of all the price static. Based on that, I would suspect that something which WORKS in QQQ would be fabulous in NQ. Also your $40 commission would buy you the equivalent of 3600 QQQ shares with 8 NQ's, and the fills will be better.
More...

thanks hypo...i definitely will be trading the futures counterpart for the reasons you mention. also for taxes :) (although i'm not paying any taxes just yet!)
 
Quote from Turok:

No

Backtesting a long system on these last 6 months tells you nothing more than what might have been.

JB
More...

this system is not long biased whatsoever. i can't get into details, but it works in all markets.
 
Quote from oddiduro:



No.

Consistent bull market. Not enough data.
More...

oddi....my only fear at this point is that i don't have enough data. but there are specific things that trigger losses in this system and they are VERY obvious to see on a daily chart. I have looked at the past 5 years on the daily and i see nothing that worries me yet! cross my fingers....
 
Quote from G_Morgan:

not without lots of forward testing, or at least portfolio testing (other equities than the QQQs), and without reoptimization for each equity.
More...

thanks g_morgan...i agree, i will need to foward test with small lots at first. i haven't even checked other markets so i am going to do that tonight. i can't get into details, but i highly doubt it will behave differently....but we will see!! :eek:
 
i feel scared that i have come across this system...i feel like its somehow going to breakdown in the future...i had nightmares last night!

anywhoo, i think i'm going to get TradeStation and backtest it further than 6 months, but so far so good. this thing is completely automated (all the signals are traded at the closing prices of bars), so i'm wavering on the idea of whether to automate it or not (because i think i might be able to get better fills if i were to trade it manually).

i'll post the longer term results here in the future. btw, i have run this on a large set of markets and they all work, just in varying degrees. KLAC & AMZN seem to be the most efficient vehicles for this system.

i feel like a kid on christmas day right now....

:D
 
Hi again,

Those are pretty nice equity curves... but...
1) Did you reoptimize, or change any of the parameters?
2) How many equities did you test? I'm guessing you are just showing the best.

I really would forward test the system without $ before risking anything... But then, I don't have much money :D

My system...
 

Attachments

Quote from G_Morgan:

Hi again,

Those are pretty nice equity curves... but...
1) Did you reoptimize, or change any of the parameters?
2) How many equities did you test? I'm guessing you are just showing the best.

I really would forward test the system without $ before risking anything... But then, I don't have much money :D

My system...
More...

my system seems to work for many markets without changing any of the parameters, but does fall apart in other markets. pretty nerving to me (does this always happen, or should i only consider systems which behave similarly throughout all markets?). also the 6 month backtest for me isn't enough. i just don't understand why esignal wouldn't have data farther back than 6 months. i'm probably going to end up signing up for tradestation because of this.

yes, klac and amzn were the best i have found. others do 'ok' in terms of net profit, but are more efficient. i will get tradestation this week and work on it -- i promise i will post the results :)
 
You must log in or register to reply here.
Back
Top