I`m just a little bit short of time, will go in detail later... The volatility stuff is the ATR Filter, it`s some derivate from the NR4/NR7 stuff...
AM, i did it, here the nice results about the effects of the position of the midpoint of the OR against yesterday`s close. I added it at the end...
Yes, I use good old TS 2000i and IB as Broker/Datafeed and it`s right you can not test/optimize portfolios but that`s not an issue for me. Good...
Hi, I`m a little bit lost in my own mass of testresults... I did some tests with correlation of the entryprice against yesterdays close, high/low...
...to confuse you guys completely, the shape of the openrange should not ignored.... The testparameter could be: Where is the openprice in the...
Hi AM, did some work on the stuff, could not find a working rule for holding till next open, erratic results, but i got more ideas meanwhile and...
AM, I would also be interested in some tests in other markets esp. the bonds, but also don`t have data to do. Would be of only academic use the...
DerferMark, Yes i know this document, it started on the trade2win Site, and i was surprised to see the nearly same Volatility Filter i used in my...
DerferMark, I´m german and i live more or less in the middle of germany. Some years ago i decided to start with good old Tradestation 2000 i,...
@DerferMark I Would be curios what`s the software you use. You trade with the Trend or ? If it`s possible for you to use daily Indicators i...
Hi DerferMark, I started this system to trade, yes. It´s a kind of Openrange Breakout on the YM, no intraday indicators, but i look on a lot of...
Very last Posting :-) If you are really trendtrading try this... It seems I found some little edge for intraday Trendtrading. An Openrange...
Sorry for the many posts, my thougts coming step by step... Final conclusion: Your edge ( I guess...) are the long intraday Trends after the...
more MM If you use Volatility based Stops(What makes the most sense) or something similar, you can adjust your positionsize to the stopsize,...
Just another cent... Did you tried some Day of the week filters? Most of the indices have the lowest range on mondays, the Dow...
Hi DerferMark, I did a lot of systemdevelopement the last months and here are my 2 cents... First, without declaring your rules, it would be...
Final Thoughts to the current situation of trading Openrange Breakouts in the YM After actual testings I found following facts about the YM:...
Moneymanagement the next Stepâ¦.. I just thought about not only adjust the betsize to the risk and accountsize, but also consider the...
Mmmh, wasn`t clear enough about the "more dynamic" MM, what I mean is to adjust the Size according to the exact stop width of the single trade,...
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