Free New Trading Systems Fully Disclosed.

Discussion in 'Events' started by Murray Ruggiero, Apr 14, 2011.

  1. Murray Ruggiero

    Murray Ruggiero ET Sponsor

  2. MGJ

    MGJ

    It's incomplete. There are 1.3 lines of code. The first line shows a sell rule. Then there is a little fragment of a statement, most of it is missing/absent. There is no buy rule. Nor is there a positionsizing rule.

    [​IMG]
     
  3. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    It seems a problem in our Forum software. I will have the webmaster take a look at it as soon as possible.
     
  4. Murray Ruggiero

    Murray Ruggiero ET Sponsor

  5. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    You this concept to trade DIA and DOG ETF's. You would need to split this into two different systems. Long /Exitlong , Short and ExitShort. Then short would become long/exitlong but just trade DOG.
     
  6. This is one. I would assume by systems plural there are more, hopefully with complete logic.
     
  7. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Yes , I will be posting more systems soon.
     
  8. Gyles

    Gyles

    Mr. Murray, please can we have more updates? Thanks :)
     
  9. Murray Ruggiero

    Murray Ruggiero ET Sponsor

    Sub KeltnerBBreakOutClassic(SLen,BandMult,EQLB)
    Dim MAAve As BarArray
    Dim StdVal As BarArray
    Dim virprofit As BarArray
    MAAve=Average(Close,SLen,0)
    StdVal=Average(Range,SLen,0)
    If Close>MAAve+BandMult*StdVal Then Buy("LE",1,0,Market,Day)
    If Close If MarketPosition=1 And Close If MarketPosition=-1 And Close>MAAve Then ExitShort("SX","SE",1,0,Market,Day)
    End Sub

    Here is the code for a classic Keltner band system. I will be posting more soon. PS also posted this in my new system thread by mistake.
     
  10. Pekelo

    Pekelo

    I have a much simpler system. Buy and hold. The Dow in 1987 was at 2000 so this system made 10000 pts since.
    I know, your system made twice as much so I update my system: use 2 to 1 leverage.
    It only required 1 trade.

    How many trades since 1987 for your system?? If it traded 2000 times $5 per return, your system is not better than my buy and hold. Does it trade at least 100 times per year?
     
    #10     Jun 8, 2011