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  1. Taking $36,192.23 to hopefully more than $36,192.23

    Week 14 TF: 3 wins, 2 moved stops (special note) Corn 1: 2 wins, 1 full loss Corn 2: 2 moved stops for break even Soy: 1 win, 2 full losses...
    Post by: jedwards, Apr 8, 2011 in forum: Journals

  2. Taking $36,192.23 to hopefully more than $36,192.23

    Week 13 TF: 2 wins, 1 moved stops Corn 1: 1 win, 1 full loss Corn 2: 1 moved stop for a loss HSI: 1 win, 1 moved stop, 2 full losses DAX: 3...
    Post by: jedwards, Mar 31, 2011 in forum: Journals

  3. My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    Curve fitting is when you over-optimize the input parameters of a trading strategy to the point where you maximize profits, but the actual results...
    Post by: jedwards, Mar 30, 2011 in forum: Data Sets and Feeds

  4. My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    So if it's always long or short, how do you always guarantee a fill? Isn't there the possibility that your strategy goes from short to long,...
    Post by: jedwards, Mar 28, 2011 in forum: Data Sets and Feeds

  5. Weekly results of a wanna B algo trader - 2011

    Actually, I do think you're right about this, and in fact, I'm going to do what you suggest and just trade less size with respect to my own...
    Post by: jedwards, Mar 28, 2011 in forum: Journals

  6. Weekly results of a wanna B algo trader - 2011

    Yes, I'm well aware of the "casino vs gambler" perspective :) I've been struggling with this particular problem myself, because I force myself to...
    Post by: jedwards, Mar 27, 2011 in forum: Journals

  7. My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    I think you'll find that backtesting vs autotrading with real money is going to be vastly different. As someone else mentioned, commissions and...
    Post by: jedwards, Mar 27, 2011 in forum: Data Sets and Feeds

  8. Weekly results of a wanna B algo trader - 2011

    Did you ever calculate your correlation coefficient for your trades? :) I've been thinking about doing an analysis where if I have a bigger...
    Post by: jedwards, Mar 25, 2011 in forum: Journals

  9. Taking $36,192.23 to hopefully more than $36,192.23

    Yes, I'm finding that volatility has been drained from the TF, but I'm seeing the same behavior across all the index futures that I trade. The...
    Post by: jedwards, Mar 25, 2011 in forum: Journals

  10. Taking $36,192.23 to hopefully more than $36,192.23

    As a matter of posterity, here's the theoretical results for the TF strategy for the YTD. The first table is my original setup, using the...
    Post by: jedwards, Mar 25, 2011 in forum: Journals

  11. Taking $36,192.23 to hopefully more than $36,192.23

    Week 12 TF: 4 wins, 1 moved stops Corn 1: 1 win, 2 full losses, 2 moved stop for a win Corn 2: 1 wins, 1 full loss, 1 moved stop for a gain,...
    Post by: jedwards, Mar 25, 2011 in forum: Journals

  12. Taking $36,192.23 to hopefully more than $36,192.23

    Based on my initial backtests in 2009, the TF, DAX and HSI were markets that I could trade in profitably. My initial goal was to trade once a day...
    Post by: jedwards, Mar 18, 2011 in forum: Journals

  13. Taking $36,192.23 to hopefully more than $36,192.23

    Week 11 TF: 2 wins, 2 losses, 1 moved stops, 1 win and 2 losses on discretionary trade Corn 1: 3 wins, 1 moved stop for a win Corn 2: 3 wins,...
    Post by: jedwards, Mar 18, 2011 in forum: Journals

  14. Weekly results of a wanna B algo trader - 2011

    Hmm, I would say that the value of 0.15 might be pretty close. You do seem pretty uncorrelated to the S&P which is a good thing :)
    Post by: jedwards, Mar 18, 2011 in forum: Journals

  15. Weekly results of a wanna B algo trader - 2011

    I would calculate the % based on the previous day's capital. The reason is that you want to know on any particular day, if you were to take the...
    Post by: jedwards, Mar 18, 2011 in forum: Journals

  16. Weekly results of a wanna B algo trader - 2011

    Actually 0 means not correlated at all, -1 means 100% inversely correlated, so 0.14 is actually great! Just out of curiosity, the chart looks...
    Post by: jedwards, Mar 18, 2011 in forum: Journals

  17. Weekly results of a wanna B algo trader - 2011

    Can you get a daily % gain/loss for your system vs the daily % gain/loss of the SPY and then run a correlation calculation on the two? It should...
    Post by: jedwards, Mar 14, 2011 in forum: Journals

  18. Hang Seng (HSI), Kospi 200 (K200) Trading Journal! (14 Year Old Trader)

    You should probably invest some time and learn how to maintain your own computer. As someone else said, you should learn how to make your own...
    Post by: jedwards, Mar 13, 2011 in forum: Journals

  19. Taking $36,192.23 to hopefully more than $36,192.23

    Thanks for your comment. Yes, it's in the front of my mind these past few weeks, and something I need to really consider whether or not my setups...
    Post by: jedwards, Mar 11, 2011 in forum: Journals

  20. Taking $36,192.23 to hopefully more than $36,192.23

    Week 10 TF: 1 wins, 1 losses, 3 moved stops, 1 win on discretionary trade Corn 1: 2 moved stops, 4 full losses Corn 2: 1 full win, 1 full...
    Post by: jedwards, Mar 11, 2011 in forum: Journals
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