3 to 1 Ratio

Discussion in 'Strategy Building' started by DraXon, Nov 22, 2002.

  1. Impressive...:D
    #41     Nov 23, 2002

  2. Quote from Breakout:

    Hey acrary...I don't know if you want to do any more or not.
    If you don't want to that's cool.

    But, I was wondering. What if you went long or short on the
    breakout of the 1st 10 minute bar, put a 3 point stop in and
    got out if you reached a 9 point profit target or , or market on
    close if target not hit

    Hey acrary...I just noticed something about the test you did for me that I was confused about. The test shows:

    Largest winning trade...$6,350.00
    Largest losing trade...$2,275.00

    It seems to me, using this strategy, the largest win should be
    around $450 (9 points) and the largest loss around $150 (3 points)

    What am I missing here? Thanks

    The results are on page 8 (wouldn't fit on page 7)
    #42     Nov 24, 2002
  3. Here's the results you gave...
    #43     Nov 24, 2002
  4. Here's what I mean...

    When I run a test on one of my methods, and risk say $100
    and set a profit objective of say $300, my test results show
    about $300 for my average winner and about $100 for my
    average loser. Anyway, it's no big deal, just curious. Thanks
    #44     Nov 24, 2002
  5. Somebody slap me (I can't seem to wake up)

    I meant my "LARGEST" winner and "LARGEST" loser show
    about $300 and $100.
    #45     Nov 24, 2002

  6. Let me re-phrase that. This isn't My method as in My creation. It's just one of my methods ( systems) that I have on my harddrive. If you have TS or SC and want a copy, just let me know. (damn conscience)...hehe
    #46     Nov 24, 2002
  7. Hmmmmmmmm.... I tried this on SPY from mid 1996 to
    the present using percentage similar stops and
    didnt get anywhere near this performance.

    Any ideas why?

    Ill post details later.



    #47     Nov 24, 2002
  8. Eddy


    As he mentioned earlier in the thread, Acrary is backtesting the SP (250 $ per pt) not the ES....
    On top of that, DraXon didn't mention any rules preventing from holding overnight, so you may have largest winner/loser above/below your profit/stop level in such cases..

    It would be interesting to see what the result of the system would be when making it a "true" intraday system, ie adding a time stop at the session close...

    #48     Nov 25, 2002