No it hasn't. You're equating a signal with a system again. This is not a system. I don't want to have to remind you again. Thx D
This is a fair comment that I completely accept. Over the last 15 years or so these high vol coupled with low mean reversion conditions have been rare. Lately, they have been the norm. Something very much along the lines of a stop and reverse strategy has been tested and historically it works. I've started doing some R&D on constructing 'bipolar' models by building a counter trend and trend following version of the same 'indicator' and then combine them using a third model. What really frustrates me is that I should have had all of this done a long time ago. Best Regards, James
Signal for Wed Mar 11, 2009 MOC: Short Trading Instructions for Wed Mar 11, 2009 None Open Position Short 1 ESH9 @ 687.25 Closed Net Profit / Loss: ($1,115.00) Note: ($amount) indicates a loss. Hypothetical trading history is attached. Kind Regards, James
You're being overly kind to dumbass analysis IMO James. The factors he ignores totally illegitimize his findings.
If you think a couple of thousand dollars is a blown away S&P eMini futures account I'd strongly suggest you never trade futures. Overnight margin runs around $5K for one contract. What do you think a prudent account size should be to trade a single contract? At what $ amount or number of losing trades would you abandon your system? Jack
Signal for Fri Mar 13, 2009 MOC: Short Trading Instructions for Fri Mar 13, 2009 None Open Position Short 1 ESH9 @ 687.25 Closed Net Profit / Loss: ($1,115.00) Note: ($amount) indicates a loss. Hypothetical trading history is attached. Kind Regards, James
Kevin, I've been hard at work on a few fronts, one of them being the incorporation of a trend following strategy. I've been hit hard a few times by relying on strong short term mean reversion. I'll keep on posting the production signal (it hasn't changed since the last post). Kind Regards, James
I am going to stop posting signals. The signals over the last couple of months have been dreadful. I am moving forward and want to keep the latest developments for those that have supported me. Best Regards, James