4-29 A range day, with good swings.

Discussion in 'Trading' started by lundy, Apr 29, 2003.

  1. lundy

    lundy

    out of last trade at 1117.5 + 3.5 before commish

    this system trades as long as globex is open, so once i automate it, it will be a 24 hour system in which case i wouldn't have exited that last trade.

    anyhow, have a good night, i'll post a pic of the system tomorrow.
     
    #21     Apr 29, 2003
  2. May I ask what chop filter you use?

    Michael B.
     
    #22     Apr 29, 2003
  3. lundy

    lundy

    i wrote the indicator myself. it's less of an indicator and more of a pattern recognition. It just recognizes when the last x bars have been chop. Nothing fancy.
     
    #23     Apr 30, 2003
  4. ddog

    ddog

    Are you trading this stochastic system today?

    How about some charts?
     
    #24     Apr 30, 2003
  5. taodr

    taodr

    What happened, no trades today ? Hope you didn't blow out. Maybe you went on a spending spree with those euros.
     
    #25     Apr 30, 2003
  6. lundy

    lundy

    didn't trade the system today. it's not really ready to be traded everyday until i integrate stops.

    also, i was using neoticker for the trade setups and I had a few problems when I ran it in realtime as opposed from backtest. I need to figure out why. For instance, i had a trade there was one trade that I didn't take because the signal didn't show up until I manually refreshed the chart. There were a few other little glitches.

    The reason why I traded it even though it wasn't totally ready was I wanted to see the mechanics of neotickers realtime signals, and slippage, etc. Also, it was just a good opportunity because I knew it would have a good day from recognizing patterns in the equity curve.

    As for today, I just looked at the system, and it lost about 2 points today. It spent the morning going down, and the afternoon going up.

    Tomorrow should have a very strong day for the system based on the equity pattern. I've attached a pic.

    So far, the system has only been backtested 50 or so days. Waiting on tick data to backtest further.

    the attached pic shows the equity curve in net nq points.
     
    #26     Apr 30, 2003