Example Trading System

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

  1. sidinuk

    sidinuk

    The example day trading system made a profit of $312.50 over the 5 contracts, before commissions last week. Although we saw mixed performance, a gain of $1,090.00 on Tuesday was wiped out by a loss of $1,115.00 on Wednesday.

    EMD (lost $300) and ER2 (lost $90) were, again, the worst performing contracts over the week, whereas ES managed to make £312.50 to be top performer.
     
    #291     Aug 23, 2005
  2. dpg2020

    dpg2020

    I know the past results for this system have been posted in as an Excel (.xls) file but I don't have Excel on my computer. Can anyone point me the way as far as how can still get the results possibly as a .doc file or another type. Thanks in advance.
     
    #292     Aug 28, 2005
  3. Microsoft has a free Excel viewer available at http://www.microsoft.com/downloads/...f4-996c-4569-b547-75edbd03aaf0&displaylang=EN

    or Google for excel reader.


    "With Excel Viewer 2003, you can open, view, and print Excel workbooks, even if you don't have Excel installed. You can also copy data from Excel Viewer 2003 to another program. However, you cannot edit data, save a workbook, or create a new workbook. This download is a replacement for Excel Viewer 97 and all previous Excel Viewer versions."
     
    #293     Aug 28, 2005
  4. dpg2020

    dpg2020

    Thanks for the help in getting the past results of '03, '04, and '05. I'm a bit new at this but what is everyone's opinion as to why the returns were so stellar with this system is '03 and '04 but simply treading water in '05. Thanks.
     
    #294     Aug 29, 2005
  5. um .... curve fitting?
     
    #295     Aug 29, 2005
  6. Anyone care to run a backtest on later data ?
     
    #296     Aug 29, 2005
  7. sidinuk

    sidinuk

    How do you mean Tradersaavy? Different time periods for the opening range?
     
    #297     Aug 31, 2005
  8. A backtest using YM with the rules for the system as they are but for different years.

    Would like to see unfiltered and filtered 1999, 2000, 2001 results, etc.
     
    #298     Aug 31, 2005
  9. sidinuk

    sidinuk

    OK, Unfortunately I don't have data going back that far so I can't help. Perhaps someone else is able to do it?
     
    #299     Sep 1, 2005
  10. hi sidinuk

    glad to see you in this forum too. i am the guy who sent u pm in trade2win. your article is great. thanks alot once more

    regards,
    res
     
    #300     Sep 4, 2005