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keeptradin'
Registered: Feb 2004
Posts: 1419 |
04-28-12 03:21 AM
Quote from bwolinsky:
Per my results: You'll have to wait until the beginning of next month.
Your backtesting is inaccurate, and the code is identically equivalent to what you described.
Your strategy has not made 1200%, because there are 100% losses in some cases, so even if you wanted to say 1200% you blew that account 5-6 times this year. You're showing inexperience with your quotation of preposterously overstated results, when backtesting it takes 10 minutes and takes longer to load the chart than it did to code.
The market may be turning down, so don't expect this strategy to work in anything but an up market.
Thanks man. Have a great weekend. 
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tenthousandmen
Registered: Dec 2011
Posts: 728 |
04-28-12 05:43 AM
Quote from bwolinsky:
Per my results: You'll have to wait until the beginning of next month.
Your backtesting is inaccurate, and the code is identically equivalent to what you described.
Your strategy has not made 1200%, because there are 100% losses in some cases, so even if you wanted to say 1200% you blew that account 5-6 times this year. You're showing inexperience with your quotation of preposterously overstated results, when backtesting it takes 10 minutes and takes longer to load the chart than it did to code.
The market may be turning down, so don't expect this strategy to work in anything but an up market.
Why not this month? He asked, it seems like a great opportunity to quietly show off.
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bwolinsky
Registered: Jul 2008
Posts: 4554 |
04-28-12 04:59 PM
Quote from tenthousandmen:
Why not this month? He asked, it seems like a great opportunity to quietly show off.
Magna and ET don't want me to do that. Free advertising rules.
Monday's the last day of the month, so if you want to know you'll have to wait until a couple days after that. My performance is available in real time elsewhere anyway, so until I have it computed I'll wait the month out to publish the results.
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keeptradin'
Registered: Feb 2004
Posts: 1419 |
04-29-12 04:15 AM
Quote from bwolinsky:
Magna and ET don't want me to do that. Free advertising rules.
Monday's the last day of the month, so if you want to know you'll have to wait until a couple days after that. My performance is available in real time elsewhere anyway, so until I have it computed I'll wait the month out to publish the results.
And besides, this thread is about a "stupidly simplistic bullshit" system, not one that has been designed and managed by a "Quant Master."
Beau will have to start his own thread for that...
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keeptradin'
Registered: Feb 2004
Posts: 1419 |
04-30-12 09:17 PM
Quote from keeptradin':
Long ES @ 1396.25, Target 1406.25, Stop 1386.25.
Not looking like a winner today, unless Big Ben announces QE3. 
Covered ES Long @ 94.25, -2. Cumulative P/L: -2.75. (Twelve trades).
Thought it would be worse than it was today, low volume/narrow range on the last day of the month. Tomorrow should be busier.
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