E-Rock trading system

Discussion in 'Journals' started by Adaline, Oct 12, 2003.

  1. Adaline

    Adaline

    This journal will be tracking a system I wrote called E-Rock for the E-mini. It exploits a unique indication of the directional surges of the broad stock market using a staple metric of statistics for entry signals, and volatility-based exit signals.

    [​IMG]
    Single-contract backtest (no reinvested profit)
     
  2. Adaline

    Adaline

    [​IMG]
    End of Sept. 2003 trade
     
  3. what's the timeframe traded? how many years back was this backtested? which emini does this trade?

    p.s. you better post signals realtime or you'll be accused of being an evil vendor and will be tarred and feathered real quick and ill be the first to do it lol
     
  4. Adaline

    Adaline

    Point taken! I'll post them as realtime as possible ;)

     
  5. That's great. I can switch back and forth between this journal and randomTrader's to see which genius has better profits.
     
  6. Adaline

    Adaline

    No trades today.

    I'm expecting a drawdown in this system soon, as it's been up for 7 months in a row including this month. We'll see!
     
  7. Adaline

    Adaline

    System goes long 1046.50
     
  8. T-REX

    T-REX

    Where is your stop-loss/profit target?:confused:
     
  9. Adaline

    Adaline

    The only stop situation is if a sell signal occurs. The target is now 1057.50 but will increase/decrease with volatility.

    It has been performing outlandishly for so long that a drawdown is due... also note I'm not trading it, just watching it.
     
  10. Bsulli

    Bsulli

    This systems cost 900 bucks. This thread ain't nothing more than spam from a Non sponsor of ET.

    Also from the website:

    HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.


    The charts in this thread are on the from the website.

    Your mileage may vary and personally I don't care one way or the other.


    :D
     
    #10     Oct 21, 2003