Finally a Winning Intraday System

Discussion in 'Trading' started by wdbaker, Sep 29, 2002.

  1. Bob111

    Bob111

    Hey man! Looks like you still alive and keep fighting:) :) :)
    i got idea for you(you dont need money for it))))))))))
    how about sell your signals via internet? build a site, lock and sell it for subscription fee:) :) :) :)
    make some money on it, then start trade))))))
     
    #61     Sep 30, 2002
  2. bob...thanks for the response...i'll check out your trades sometime this week.
     
    #62     Sep 30, 2002
  3. maxtrax

    maxtrax

    How did you come up with this strategy?
     
    #63     Sep 30, 2002
  4. wdbaker

    wdbaker

    While chasing one more frustrating dead end I happened upon something simple that works. You throw enough stuff against the wall and something is bound to stick someday. If I told you anymore I would have to kill you :D :D

    wdbaker
     
    #64     Sep 30, 2002
  5. I'll be cashing in my savings bonds, and flying out to , where was it, Devner?, at my earliers convienence.

    This is the golden moment I've been wating for lo these 89 years.
     
    #65     Sep 30, 2002
  6. wdbaker

    wdbaker

    Wow stock777, you really are a senior member
    Denver is a great place to retire

    who would have known :D
    wdbaker
     
    #66     Sep 30, 2002
  7. smokey_mcPaat

    smokey_mcPaat Guest

    yeah- denver sure got retired in MNF by the ravens- what a sloppy game that was....
     
    #67     Oct 1, 2002
  8. wdbaker

    wdbaker

    That's a good idea Bob111, only it probably would take me almost as much money to do that as it would to start trading ;)

    wdbaker
     
    #68     Oct 1, 2002
  9. Bob111

    Bob111

    it not going to cost you a penny
    if you ask someone to help you-i'm sure-there is will be enough people even here.
    look @ my page-it free.
    maybe, if you want to accept payments from credit cards, then it will(but not much)
    and-it much more safe way to make money

    Good luck!:) :) :)
     
    #69     Oct 1, 2002
  10. wdbaker

    wdbaker

    1year of Microsoft traded on the 5min chart, 100 shares per trade starting account with $5000.00, all intraday and no overnights

    When it says B&H that is comparison to Buy & Hold

    Equity Curve to follow

    See Below(read, scroll way down)

    <HEAD>
    <TITLE>AmiBroker System Test Report</TITLE><STYLE>
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    .BIG { font-size:10pt; font-weight:bold; text-align: center; }
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    </STYLE></HEAD>
    <BODY>
    <TABLE CELLSPACING=2 WIDTH=100%>
    <TR bgcolor="#CCCCCC"><TH COLSPAN=5 class="BIG">Overall performance summary</TH></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>Total net profit:</TH><TD>20110.36</TD><TD>&nbsp;</TD><TH>Total commissions paid:</TH><TD>9714.00</TD></TR>
    <TR><TH>Return on account:</TH><TD>402.21 %
    </TD><TD>&nbsp;</TD><TH>Open position gain/loss</TH><TD>0.00</TD></TR><TR><TH>Buy&Hold profit:</TH><TD>30.33</TD><TD>&nbsp;</TD><TH>Bars (avg. days) in test:</TH><TD>31100 (578)</TD></TR>
    <TR><TH>Buy&Hold % return:</TH><TD>0.61%</TD><TD>&nbsp;</TD><TH>System to Buy&Hold index:</TH><TD>66196.72%</TD></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>Annual system % return:</TD><TD>177.08%</TD><TD>&nbsp;</TD><TH>Annual B&H % return:</TH><TD>0.38%</TD></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>System drawdown:</TH><TD>-62.25</TD><TD>&nbsp;</TD><TH>B&H drawdown:</TH><TD>-300.79</TD></TR>
    <TR><TH>Max. system drawdown:</TH><TD>-590.00</TD><TD>&nbsp;</TD><TH>B&H max. drawdown:</TH><TD>-3939.44</TD></TR>
    <TR><TH>Max. system % drawdown:</TH><TD>-4.83%</TD><TD>&nbsp;</TD><TH>B&H max. % drawdown:</TH><TD>-45.59%</TD></TR>
    <TR><TH>Max. trade drawdown:</TH><TD>-590.00</TD><TD>&nbsp;</TD><TH>&nbsp;</TH><TD>&nbsp;</TD></TR>
    <TR><TH>Max. trade % drawdown:</TH><TD>-4.83%</TD><TD>&nbsp;</TD><TH>&nbsp;</TH><TD>&nbsp;</TD></TR>
    <TR><TH>Trade drawdown:</TH><TD>-471.00</TD><TD>&nbsp;</TD><TH>&nbsp;</TH><TD>&nbsp;</TD></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>Total number of trades:</TH><TD>1619</TD><TD>&nbsp;</TD><TH>Percent profitable:</TH><TD>52.8%</TD></TR>
    <TR><TH>Number winning trades:</TH><TD>855</TD><TD>&nbsp;</TD><TH>Number losing trades:</TH><TD>764</TD></TR>
    <TR><TH>Profit of winners:</TH><TD>39090.83</TD><TD>&nbsp;</TD><TH>Loss of losers:</TH><TD>-18980.47</TD></TR>
    <TR><TH>Total # of bars in winners:</TH><TD>16924</TD><TD>&nbsp;</TD><TH>Total # of bars in losers:</TH><TD>8155</TD></TR>
    <TR><TH>Commissions paid in winners:</TH><TD>5130.00</TD><TD>&nbsp;</TD><TH>Commissions paid in losers:</TH><TD>4584.00</TD></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>Largest winning trade:</TH><TD>344.00</TD><TD>&nbsp;</TD><TH>Largest losing trade:</TH><TD>-228.00</TD></TR>
    <TR><TH># of bars in largest winner:</TH><TD>44</TD><TD>&nbsp;</TD><TH># bars in largest loser:</TH><TD>19</TD></TR>
    <TR><TH>Commission paid in largest winner:</TH><TD>6.00</TD><TD>&nbsp;</TD><TH>Commission paid in largest loser:</TH><TD>6.00</TD></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>Average winning trade:</TH><TD>45.72</TD><TD>&nbsp;</TD><TH>Average losing trade:</TH><TD>-24.84</TD></TR>
    <TR><TH>Avg. # of bars in winners:</TH><TD> 19.8</TD><TD>&nbsp;</TD><TH>Avg. # bars in losers:</TH><TD> 10.7</TD></TR>
    <TR><TH>Avg. commission paid in winner:</TH><TD>6.00</TD><TD>&nbsp;</TD><TH>Avg. commission paid in loser:</TH><TD>6.00</TD></TR>
    <TR><TH>Max consec. winners:</TH><TD>12</TD><TD>&nbsp;</TD><TH>Max consec. losers:</TH><TD>8</TD></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>Bars out of the market:</TH><TD>7050</TD><TD>&nbsp;</TD><TH>Interest earned:</TH><TD>0.00</TD></TR>
    <TR><TH COLSPAN=5>&nbsp;</TH></TR>
    <TR><TH>Exposure:</TH><TD>77.3%</TD><TD>&nbsp;</TD><TH>Risk adjusted ann. return:</TH><TD>228.98%</TD></TR>
    <TR><TH>Ratio avg win/avg loss:</TH><TD>1.84</TD><TD>&nbsp;</TD><TH>Avg. trade (win & loss):</TH><TD>12.42</TD></TR>
    <TR><TH>Profit factor:</TH><TD>2.06</TD><TD>&nbsp;</TD><TH></TH><TD></TD></TR></TABLE>
     
    #70     Oct 1, 2002