Reading the very first post, it seems to me that the basic principle for entry is to wait until MACD crosses the zero line and until MACD crosses...
Here is back test #2. The parameters are now hopefully closer to what the thread starter had in mind. Data set: Russell 2000 E-Mini Future...
Are you saying that if Israel drops a nuke on Iran, the stocks will be down just 5%?
Ok, I'll do another test, this time on ER2, using both 10-min and 2-min bars. Also, I am not sure whether I got the exit rules right. If I use...
OK, here is my first back test. Data set: S&P 500 E-Mini Future (symbol ES), 5147 5-minute OHLC bars Data set dates: 09/07/2006 to 12/06/2006...
But in the back test, there is no "person", so it's very objective: it simply follows the rules of the system. So, I am still not sure what you...
I am still confused. Why does it matter if it's a lagging indicator? The point of a back test is to see if the system has a positive expectancy...
I am not sure I understand what you are saying.
Has anyone done a back test (using at least 6 months of past data) on the original method? I was hoping to find the results of such a test...
Well, there is obviously some disconnect here. From the charts that Frost posted in the past, it looks like his "trend-fighting" system made a net...
JSystemTrader version 4.10 is now available: http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html Added a historical data...
I think the idea is this: suppose you have system A that returns 40% and has 10% drawdown. You also have system B that returns 30% and has 15%...
Ah, OK, fair enough. I guess I misread the intent of your thread then.
Well, Frost actually defined his system as anti-trend, so it makes sense that it didn't take advantage of today's move. I would also say that an...
You have 3 numbers in your post: 1231.8 (poll question), 1331.8 (thread title), and 1431.8 (contents of the post). Sounds like you are drunk....
Profit factor of 16.5? Do you define it in a standard way (gross gain divided by gross loss)? What's your average win and loss? I seriously...
So, what is it then? Something like "Never risk more than 3% of your equity on a single trade", or perhaps "Scale down when profitability goes down"?
I don't follow. Perhaps we are using different terminology. To me, a trading system will have a set of rules, such as: -- Use a 3-point stop...
This is like saying, "Creating culinary recipes is easy. The cooks are about the salt and spices". I mean, a trading system is evaluated in...
Your stats show the total slippage and comissions at $77,952,945,204.73. That's almost $78 billion. It's just ain't realistic.
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