The trading system made a small profit last week of $197.50 for trading 1 contract on each of the 5 symbols. Apologies for being late in...
Despite missing out on Thursday the system still produced 2 winners out of 2 for the Dow last week providing 152 points profit. In fact across...
I will now update the following page everyday to show the results of the trading system the previous day for the 5 index futures and whether or...
Thanks guys for answering the MFE, MAE querry. I included it on the sheet so that people can test whether stops/targets might help them. I...
A spreadsheet with all the back test trades from Jan2003 to today for Dow Jones, Nasdaq100, S&P500, S&Pmidcap400 and Russell2000 is now available...
I modified the results on the site to make it clearer and quicker to load. I'll put all the trades into an excel spreadsheet so people can...
Last week the system triggered just 1 trade on the mini Dow for a whopping 8 points of profit - Don't spend it all at once! Trading System Backtest
dbs119, I'm glad you like the article. I didn't know about the book you mention - I'll have to have a look for that. Maybe there is something...
I do agree that the profit per trade for ES over the last 2 years was not very impressive - but this is using a system developed on a different...
Thanks tradersaavy, I'm glad you found something of use in my article.
Unless you are trading about a 1000 contracts you aren't going to see 2 ticks of slippage on every ES trade. But, your right the system needs...
I have now added the results of backtesting the original system on the e-mini S&P500, Nasdaq-100, Russell-2000 and S&P Midcap 400 futures....
Well the system followed the previous weeks 3 winners out of 3 with 4 losing trades out of 4. Fortunately the Thursday filter prevented a...
Teachmetrade, The ftse is not the best futures contract to try and trade intraday as it doesn't offer a lot of movement. For indexes I would...
Businessman, There are very few variables in this system and those there are work for a wide variety of values. For example the open range was...
I'll put it in the mail!
hanseng1, Thanks for you comments and yes you are completely right in that in that particular part of the article I did not use expectancy as...
Thanks for the nice comments I'm glad people find the information useful. I also understand peoples suspicions - forums are an easy way to...
The system had 3 winning trades out of 3 last week. Could have been 4 out of 4 if it wasn't for the controversial Thursday filter! 2005 system...
The article is intended to only be an example of how one can use a systematic approach to developing a trading system. As such the test period...
Separate names with a comma.