E-mini SP Counter Trend Challenge

Discussion in 'Strategy Development' started by MarkBrown, Jan 8, 2008.

  1. 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?)
     
  2. 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.
     
  3. jstox

    jstox

    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
     
  4. looks strong - i like that it is short term. would you say its a trend model? or a short term momentum model?
     
  5. jstox

    jstox

    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
     
  6. Costs?
     
  7. of what commissions? i trade commission free. mb
     
  8. What level of commissions and slippage are included in your performance reports?

    jj
     
    #10     Jan 9, 2008