ES Mechanical Madness

Discussion in 'Journals' started by msprofitable, Feb 5, 2004.

  1. msprofitable

    msprofitable Guest

    Here's the last 3 years performance of the modeled trades from TS using 5 Emini's. I didn't trade all the months so my performance isn't quite as good as the models. I started trading 6 Emini's this year.
     
    #61     Feb 13, 2004
  2. msprofitable

    msprofitable Guest

    I don't have any philosophy. My husband developed the models. I just execute them. I'm guessing it triggered a long trade today because the pullback was enough to come into a buy entry area but not enough to trigger a short trade. From what I've noticed, it's mostly a trendfollowing system.
     
    #62     Feb 13, 2004
  3. I opened the file and it looks like this:

    DateSwingBreakoutReverseTotal12/03607568205551345011979011/0366251635-2770549010/0344403950-3160523009/03-181061955030941508/03403019003200913007/03-1013533102105-472006/0339454740540922505/036150464060001679004/03-4255-61553025-738503/0315860735584003161502/0325201004330695001/0338651543553002460012/02114502030145152799520530011/0291251094077752784010/0288503985-10601177509/0221035181550702792008/0221575-396590052661507/0213145395555052260506/028380-22002180836005/0254353875-6440287004/0234501016037751738503/021865-187093092502/0216175503058102701501/023725-61156385399512/0184902815-11001020521657011/019615-600571051071510/01326514250127603027509/019065-315-4845390508/0117700-242062902157007/0150308652470836506/01139354200-11101702505/01-239401585514660657504/01225014270112402776003/01-782520770-23651058002/013164510420-9104115501/01126256460935528440

    -bbc
     
    #63     Feb 13, 2004
  4. msprofitable

    msprofitable Guest

    Here's a couple of screen shots
     
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    #64     Feb 13, 2004
  5. msprofitable

    msprofitable Guest

    And bottom
     
    #65     Feb 13, 2004
  6. msprofitable

    msprofitable Guest

    Summary

    Points of profit before today -70.5

    Breakout -3.5*6 = -21

    Reverse - no trade

    Swing - entry at 1144.75

    Points of profit after today -91.5

    Open positions: Long 6 from 1144.75
     
    #66     Feb 13, 2004
  7. msprofitable

    msprofitable Guest

    No breakout trade today.

    Stop on swing trade is at 1146.75
     
    #67     Feb 17, 2004
  8. nkhoi

    nkhoi

    does swing stop got adjusted fast like other stop the last time?
     
    #68     Feb 17, 2004
  9. msprofitable

    msprofitable Guest

    No, it's more of a trailing stop once the trade is profitable. It does adjust the stop by big chunks sometimes. I think one of the things it looks at is pivot points.
     
    #69     Feb 17, 2004
  10. msprofitable

    msprofitable Guest

    Swing - stop moved up to 1154.00
     
    #70     Feb 17, 2004