Results : HCBK : Buy at 12.72. Close at 12.98 So + 2.0561% MRVL : Buy at 10.154. Close at 10.12 So - 0.3348% RIMM : Buy at 68.014. Close at 69.669 So + 2.4324% JNPR : Buy at 18.565. Close at 18.979 So + 2.2334% SCHW : Buy at 17.887. Close at 17.43 So - 2.4434% 2009-04-23 : HCBK : L5 = 2,0992% MRVL: L5 = 3,301% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have good trades... Overall bilan : + 129,505% FSLR: L5 = 2,8512% SKF : L5 = 4,4556%
Hi Emintrader, Congratulations on developing this system. For MRVL I have an open of 9.61, so the buy is at 9.61(1.03301) = 9.92, and the sell is at 9.61(1+2*0.03301) = 10.24, so this one should be a winner.
Hi Pbj, You are right...Thank you. An error of me. I have a problem with MRVL on PROREALTIME. Results : HCBK : Buy at 12.72. Close at 12.98 So + 2.0561% MRVL : Buy at 9.92. Close at 10.24 So + 3.225% RIMM : Buy at 68.014. Close at 69.669 So + 2.4324% JNPR : Buy at 18.565. Close at 18.979 So + 2.2334% SCHW : Buy at 17.887. Close at 17.43 So - 2.4434% 2009-04-23 : HCBK : L5 = 2,0992% MRVL: L5 = 2,6144% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have good trades... Overall bilan : + 133,0%
Results : HCBK : None MRVL : None RIMM : None JNPR : Buy at 19.229. Close at 19.26 So + 0.161% SCHW : Buy at 17.672. Close at 18.055 So + 2.1638% 2009-04-24 : HCBK : L5 = 2,0992% MRVL: L5 = 2,9668% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have good trades... Overall %result : + 135,3248% FSLR: L5 = 2,8512% SKF : L5 = 4,4556%
using the L5 value, I did test on the short side. the entry price is: open*(1-L5/100), and the out price: open*(1-L5*2/100), and stop price open+0.07. the result from 2008/12/22 to 2009/4/20 almost canceled the gain from the long side, gain per trade is -0.2%. i wonder if for short side, emintrade will have different L5 or not.
Results : HCBK : Buy at 12.844. Close at 12.81 So - 0.233% MRVL : Buy at 10.444. Close at 10.41 So - 0.325% RIMM : None JNPR : Buy at 21.787. Close at 22.273 So + 2.2334% SCHW : None 2009-04-27 : HCBK : L5 = 2,0992% MRVL: L5 = 2,9668% RIMM : L5 = 2,493% JNPR : L5 = 2,2844% SCHW : L5 = 2,2117% Have good trades... Overall %result : + 137,0002% FSLR: L5 = 2,8512% SKF : L5 = 4,4556%
Hi, Many people ask me more backesting of my Emintrader trading system ; even if i put my orders in REAL here at Elitetrader. As i said i use prorealtime. In intraday datas they are limited at about 3 years. I paid for intraday datas and here are the results for AAPL : (all results are on chart). Starting capital = 10 000$ PS : no commissions (it depends on broker), no slippage, no specific money management rules (i use all my capital at each order).
Ouppsssss I am sorry !!!! i forget one factor...I really can't test with 100% of efficacity with prorealtime. There is manually a part of test... I do this before trading in real but it was too long and hard that i do again the same thing. Again, sorry...