BioComp Dakota with Swamp Technology

Discussion in 'Trading Software' started by chifai2, May 19, 2006.

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  1. jalsck

    jalsck

    Signal for Wed Oct 8, 2008 MOC:
    Long

    Trading Instructions for Wed Oct 8, 2008
    None

    Open Position:
    Long 1 ESZ8 @ 1125.00

    Total Net Profit: ($3,320.00)

    Hypothetical trading history is attached.

    Kind Regards,

    James
     
    #221     Oct 8, 2008
  2. jalsck

    jalsck

    Signal for Thu Oct 9, 2008 MOC:
    Long

    Trading Instructions for Thu Oct 9, 2008
    None

    Open Position:
    Long 1 ESZ8 @ 1125.00

    Total Net Profit: ($3,320.00)

    Hypothetical trading history is attached.

    Kind Regards,

    James
     
    #222     Oct 9, 2008
  3. Angus

    Angus

    This is why stops are useful.... (shakes head)
     
    #223     Oct 10, 2008
  4. jalsck

    jalsck

    Angus,

    I agree with you. No way I'd trade without a stop-loss strategy in place. Especially when trading a system that is basically a counter trend system!

    Signal for Fri Oct 10, 2008 MOC:
    Long

    Trading Instructions for Fri Oct 10, 2008
    None

    Open Position:
    Long 1 ESZ8 @ 1125.00

    Total Net Profit: ($3,320.00)

    Hypothetical trading history is attached.

    Kind Regards,

    James
     
    #224     Oct 10, 2008
  5. lucciri

    lucciri

    you stopped posting.. ;-)
     
    #225     Oct 15, 2008
  6. jalsck

    jalsck

    Hi lucciri,

    I was away for a few days and had a portable wireless internet connection that basically would barely work. I wasn't able to download my data successfully. Does anybody want me to continue posting at this time? The track record has been awful.

    James
     
    #226     Oct 16, 2008
  7. lucciri

    lucciri

    I think it (14.000,00$) now, but keep posting . Of your if you think that market has changed forever and counter trend will not work from now on, please write some considerations about.

    ps
    Eminiz , messed up things with with their TS, they closed the web site for few months and opened again few days ago with "brend new" equity lines. I do NOT like this
     
    #227     Oct 16, 2008
  8. Yes, please keep posting the signals.

    I have been trading your signals on the SPY, but with a 3% stop. I have been doing quite well with it. Sharpe Ratio over two and up about $8k so far on a $25k test allocation.

    If it is convenient, please post before the open, as I have been taking your signals on the open when they are available at that time.
     
    #228     Oct 16, 2008
  9. Kevin,

    That's interesting. When you say a 3% stop, do you mean that if the S&P is at 1,000, you'd have a 30-point stop? That seems pretty tight for this type of trading, but if it's working for you I can't argue with it.

    But I certainly agree (I think we all do) that trading counter-trading bots without a stop is madness. I just had a swarm stay long on oil for 11 days, as it dropped from $94 to $70. On a full CL contract, that's a loss of $24,000 per contract!! And even on an e-mini, that's $12,000 per contract. So stops are absolutely essential, in my mind.

    James, I'd be interested in seeing the signals with a stop layered on them.
     
    #229     Oct 16, 2008
  10. jalsck

    jalsck

    Excellent! Thanks for sharing that Kevin. I will be posting again from today. Please be aware that I have widened the parameter ranges for nearly every Dakota system and I am now using flocking swarm adaptation routines for every system.

    The goal has been to increase the degree to which the individual Dakota systems adapt to changing market conditions. The Dakota systems are basically the same, except for the above 2 changes. I believe this is the way the creator of Dakota meant for it to be used i.e. wide parameter ranges.

    Kind Regards,

    James
     
    #230     Oct 20, 2008
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