Ok - someone show me an End Of Day Trend System that will out perform a Counter Trend system on the E-mini SP. I want to see the best trending systems out there. http://www.yafeu.com/1.png http://www.yafeu.com/2.png http://www.yafeu.com/3.png http://www.yafeu.com/4.png http://www.yafeu.com/5.png http://www.yafeu.com/6.png mb
wow, i thought i was the only one using 2000i. may i ask, are you trading this system(s) live, and with full automation? (silly question i guess- based on daily bars, you wouldn't need automation?)
actually the system is so robust it doesn't matter if you enter today on close or tomorrow on open it still performs the same, pretty close.
Not sure if you wanted to compare against an SP trend system. Anyway, this is for stocks only, initial capital $30K, fixed amount (no compounding), only goes back to 1/1/2000. --jeff
looks strong - i like that it is short term. would you say its a trend model? or a short term momentum model?
Hi Mark, hmmm .... I was wondering about definitions when I posted this, timeframes are relative. Basically, it's a pull-back buying system into the trend. It's a bottom picker and doesn't wait for momentum to change. But, definition of the trend is the issue. I prefer a global viewpoint which is the market always trends up over time, that's why it's Long Only. BTW, your system ain't to shabby <grin>. --jeff