A Very Simple System...

Discussion in 'Journals' started by keeptradin', Apr 12, 2012.

  1. Rol

    Rol

    I have been following from the beginning. I feel a sound strategy should be capturing market moves based on mass human behavior. I bet you could reverse your rules and still get similar results. I don’t want newbees to think this strategy should pass for a viable system. It reminds me of the guy here that bought C at the open and shorted at the close. It worked great during his testing period, but not on other stocks in the same period, or even C in other timeframes. I would call this cherry picking performance results. Let’s face it, we are all here trying to take money from each other. Feelings are going to get hurt.
     
    #81     Apr 26, 2012
  2. Okay, so start your own thread. Call it a "Not So Simple System."

    SELL the open, and post your REAL TIME entries, exits, and cumulative P/L.

    And maintain it through drawdown (which makes you look stupid, btw) as well as long-term profitability.

    After all, it's all about the NEWBIE, right?? We wouldn't want the NEWBIE to trade a system that is BREAKEVEN after ten trades. Much better for them to blowout their account in a month or less, as most new traders do.

    My feelings are not hurt because A) These are SIMULATED TRADES, and B) I make REAL money on REAL trades in my REAL life.

    This clip is for you:

    http://www.youtube.com/watch?v=mb91Ou_cMPI

    You are the liquor, ROL.
     
    #82     Apr 26, 2012
  3. Long ES @ 1400.75, Target 1410.75, Stop 1390.75.

    Poor GDP numbers are going to make it a tough day for longs.
     
    #83     Apr 27, 2012
  4. Covered ES long at 99.00 (MOC) -1.75

    Cumulative P/L: minus .75 (Eleven trades)

    Y'all have a nice weekend now, ya hear?? :cool:
     
    #84     Apr 27, 2012
  5. This is a stupidly simplistic system.

    Backtesting this will not produce Sharpe's above 1.
     
    #85     Apr 27, 2012
  6. Thanks for your feedback.

    Have a great weekend.
     
    #86     Apr 27, 2012
  7. He's one of ET's resident idiots - ignore him.

    A lot of the time, the strategy as defined will just grind away going nowhere, that should be clear. However, it is also (effectively) fading down-gaps, and capturing a portion non-gap bull trends

    Some adjustment to the stop/target might be in order, but there is no a priori reason not to experiment with it.

    Good luck!
     
    #87     Apr 27, 2012
  8. Thanks, that's all it is for now, an experiment.

    Hoping to learn some ways to tweak it to work better, and the constructive comments I have received so far will help with the process.
     
    #88     Apr 27, 2012
  9. One moment while I backtest this bullshit.
     
    #89     Apr 27, 2012
  10. Ouch, sounds like I touched a nerve.

    Actually, the "stupidly simplistic system" is up roughly 120 ES points YTD.

    Feel free to post links to your more current results, that was all I could find with limited research.

    And one question, do you speak to your clients the same way you speak here? Not a good way to promote your firm.
     
    #90     Apr 27, 2012