Example Trading System

Discussion in 'Strategy Building' started by sidinuk, Jan 17, 2005.

  1. jrkob

    jrkob


    You have to subscribe to the newslater on sidinuk's website www.online-futurestrading.com, then the tradestation code will be made available to you for download.Very easy.
     
    #201     May 5, 2005
  2. jrkob

    jrkob


    Sorry that's on your website actually.
    Thanks a lot.
     
    #202     May 5, 2005
  3. ewile

    ewile

    Today's action in the YM was a bitch.
     
    #203     May 6, 2005
  4. It happens even to the nicest of ladies out there from time to time ...:D :D
     
    #204     May 6, 2005
  5. sidinuk

    sidinuk

    After a couple of good winning weeks the example trading system fell back last week with 3 losing days and only one winning day. EMD, ER2 and YM produced the heaviest losses for the week with (570), (670) and (520) respectively. ES and NQ weren't so bad, surprisingly, at (137.50) and (150).

    Anyway, the Thursday filter helped to prevent a further loss of (497.50).

    Not a great week but that is how trading tends to go, just as small range days tend to follow large range days so losing weeks follow winning weeks!
     
    #205     May 9, 2005
  6. Method is taking a pounding lately; as if it has been snuffed (not statistically) but sure feels gamed out the last 2-3 weeks. Thoughts on action lately sid?
     
    #206     May 13, 2005
  7. fwiw i tried to register on the link provided earlier in this thread to access the TS code, and the site was broken

    the ruleset in the writeup has some ambiguities. is there an agreed upon set of TS code for this publicly shared strat
     
    #207     May 13, 2005
  8. I think the plan is quite clear, but I do not code it to anything for reference. He has done all that backtesting which has been spot-checked. I do daily testing by hand. Been a tough last few weeks.
     
    #208     May 13, 2005
  9. I guess as of today we exceeded the previous max drawdown for this system for YM or got very close to that. Well, there is another thread here about other systems experiencing similar unusual drawdowns and I too must say that one of my systems is in the same category, but its drawdown is now only about 10 ES pts, the previous max being about 6 pts. It would be better if I did not miss a couple entries, by a tick or so. The system works on pullbacks, but the market is so crazy lately that does not allow for safe pullbacks...

    Tough ...
     
    #209     May 13, 2005
  10. yes historically this system stops you out 10% of the time, but now its public i dont think it will remain this low, just like any other system that is disclosed to a wide audience(check how many views this thread has had!), you can expect more of this.

    you will see that most of the stop-outs, the price never went more than a couple of ticks in your favour, which means the price was never going to go that way orginally but someone(s) have gunned you out. it doesnt take much buying power to achieve this.

    hedge fund managers and large private traders do lurk these forums(i know one here in Australia does), and whilst im only speculating; threads like this one make it just too easy for them.

    just like in poker, don't ever tell anyone how you really play your hands.

    peace and good trading.


    p.s. speaking to the guy in Australia i know, who happens to throw around some decent size in the stock indicies futures, he estimates that around between 1500 - 2000 contracts are trading ORB each day in the YM market. il let you all draw your own conclusions from this, but you wont see me trading it.

    p.s.s. i respect sidinuk for his work and have nothing against him.
     
    #210     May 13, 2005