How would you trade these systems ?

Discussion in 'Risk Management' started by M Jared, Oct 31, 2009.

  1. M Jared

    M Jared

    Hello ET'rs

    I would like to get some opinions on how you would trade these systems based on these results

    Systems trades the YM.I will post results from 2005 and 2009.The profit target is 20 points in 2005 and 40 points in 2009,difference being volatility.I will list how many points the price pulled back after my buy signal had been hit before it showed a 20(2005) or 40 point profit(2009).If it did not reach a 20 or 40 point profit or went more then 30 /60 points against my buy price the trade is considered wrong/stopped out

    Testing shows the best profit with a 20/40 target and 30/60 stop. does well with a 20/20 target and 20 /40 stop as well,but buying on pull backs can raise the risk/reward ratio and allows for the buying of more contracts as the the risks is smaller and the reward is higher.I also don't like risking more to make less.Also would you raise the price targets higher then 20/40 points or scale into positions and or use trailing stops etc


    System 1 2005


    -8 +32
    -12 +26
    -8 +23
    -1 +21
    -15 +79
    -28 +28
    -6 +32

    x x Trade wrong,did not make 20 point profit or went more then 30 points before makeing 20 point target

    -20 +52
    -4 +33
    -21 +69
    -9 +24
    -15 +28
    -14 +76
    -13 +75
    -2 +60

    x x Trade wrong,did not make 20 point profit or went more then 30 points before making 20 point target

    Only 2 trades did not make a 20 point target or went over 30 points before making 20 point target

    -----------------------------------------------------------------------------------

    SYSTEM 2 2005


    -2 +29
    -10 +110

    x x Trade wrong,did not make 20 point profit or went more then 30 points before makeing 20 point target (-39 +45)

    -4 +28
    -14 +78
    -11 +30
    -4 +52
    -4 closed +17

    x x Trade wrong,did not make 20 point profit or went more then 30 points before makeing 20 point target

    -10 +40
    -16 +42
    -12 +23
    -2 closed +10
    -2 +48

    x x Trade wrong,did not make 20 point profit or went more then 30 points before makeing 20 point target


    -----------------------------------------------------------------------------------



    System 1 2009.

    Profit target is 40 points due to change in volatility



    -8 +91
    -10 +282
    -5 +58

    x x Trade wrong,did not make 40 point profit or went more then 60 points before makeing 20 point target

    -16 +113

    x x Trade wrong,did not make 40 point profit or went more then 60 points before makeing 20 point target

    -2 +55
    -11 +169

    x x Trade wrong,did not make 40 point profit or went more then 60 points before makeing 20 point target

    -21 closed +34
    -22 closed +37

    x x Trade wrong,did not make 40 point profit or went more then 60 points before makeing 20 point target

    -32 +63
    -8 +43
    -27 +49
    -0 +41

    x x Trade wrong,did not make 40 point profit or went more then 60 points before makeing 20 point target

    -20 +129


    ----------------------------------------------------------------------------------


    SYSTEM 2 2009

    -9 +213
    -1 +62
    -26 +62
    -27 +56
    -8 +254
    -9 +124
    -4 +79

    x x Trade wrong,did not make 40 point profit or went more then 60 points before makeing 20 point target

    -7 +46
    -1 +101

    x x Trade wrong,did not make 40 point profit or went more then 60 points before makeing 20 point target

    -23 +141
     
  2. M Jared

    M Jared

    Live trading the last 7 months with both systems with a combination of different price targets and stops and different number of contracts.Trying to decide which to go with long term

    Turned 1,000 account into 7,000




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  3. i guess if one like to answer a puzzle maybe you will get an answer,,,,,,,,,,,,personally i am not going to try to figure out what your super secret crap is all about!!!!!!!!!!!!!!!!!!!
     
  4. M Jared

    M Jared

    What is there to figure out ?If a system had those results how would you trade it ?