Building a Trading System With Cycles & Channel

Discussion in 'Index Futures' started by Miglio, Aug 20, 2007.

  1. kianti

    kianti

    I made the same mistake of you guys...I tought I found the holy grail :mad: :mad:

    Ho fatto anch'io lo stesso errore, il sistema guadagnava su ogni chart, poi ho capito perchè .... :mad: :mad:
     
    #81     Sep 9, 2007
  2. timbo

    timbo

    Hey kianti, can you say queer?
     
    #82     Sep 9, 2007
  3. kianti

    kianti

    talking about yourself ????
     
    #83     Sep 9, 2007
  4. timbo

    timbo

    I'm talking about a .5 GDP -- slacker.
     
    #84     Sep 9, 2007
  5. Miglio

    Miglio

    yes, but you the much longest one operates to you with a Time frame and must make the accounts with the stop, I operates here with a Time frame to 1 minute in intraday.
     
    #85     Sep 9, 2007
  6. timbo

    timbo

    Miglio, in the long run, you lose.
     
    #86     Sep 9, 2007
  7. 9999

    9999

    Miglio,
    ti basi sul lavoro di JM Hurst?

    Is your job based on JM Hurst?
     
    #87     Sep 9, 2007
  8. andread

    andread

    I think this is the first thing you say in this thread that could be sort of interesting.
    Now, would you mind giving some more details?

    No need to be offensive, by the way
     
    #88     Sep 9, 2007
  9. There is indeed a problem with this system. The signals change if the data of the bars to come fit the rules.
    I think the zigzag indicator has te same problem. The system looks after a certain pattern. If the pattern is found the signal is generated. But if in a later bar the pattern is found again, the previous signal is cancelled and replace by the new one. These signals are only good in hindsight, so they are useless.

    In the added charts i demonstrate what i mean.

    chart above: zigzag indicator giving buy and sell signals in the ES. On 24/08 the indicator gives a sell signal at 17/08.

    chart below: zigzag indicator giving buy and sell signals in the ES. On 31/08 the indicator gives a sell signal at 24/08 and cancels teh signal on 17/08. All these happens days after the signals were generated, so this is useless.

    Signals must be generated in real time and can never change afterwards.
     
    #89     Sep 9, 2007
  10. Miglio

    Miglio

    problem, I do not know more than that he arranges we are speaking.

    Clarification, my system at the moment works some principles of j.Hurst, is applicable also in along period but it is clearly that if the greater loss reported to the trading intraday is of 300 $ on period week the stop loss it must be of some 1000 $ (must be tooning):D :confused: :confused:
     
    #90     Sep 9, 2007