Just show me one mechanical technical analysis that has been profitably backtested?

Discussion in 'Technical Analysis' started by crgarcia, Dec 10, 2008.

  1. Bob111

    Bob111

    it's not curve fit.
    very simple system with few basic math calculations. there is no indicators or any other bs. just simple 3rd grade level math.

    i use to trade it. the results i got are a bit different from "backtesting".
    what i'm trying to say here is that backtesting is only a little piece of the puzzle, that MAY give you an idea, if you are moving into right direction.
    most of my stuff is homemade from scratch,because tools like WL or whatever not even close to my needs.
    bwolinsky-do you trade? how long? are consistently profitable for at least 3-5 years? we can post all kind of "systems" here, but real question is who is making the money using them and who doesn't.
    i know a lot of guys,who are great in theory,having a tons of fancy scripts,but can't make a dime on real account. :D
     
    #31     Dec 11, 2008
  2. You'll have to paste this in, but we have www.collective2.com/go/pairsqidqld. It's even offered at a reasonable $7.50/month.

    I don't really try to make 100% per year, even though I'd like to. I was up about 85% from March 07 to March 08. It's declined for now, but I'm happy with its performance relative to that dog called the S&P 500.

    There's not really any comparison.

    S&P DD:60% est
    S&P return:-48%

    PTQQS DD:33%

    PTQQS Return:47%

    Night and day difference. Beating by that much is a lot. So yes I trade, but the only way you can believe me is probably by looking at that.
     
    #32     Dec 11, 2008
  3. As I said, I want to see the equity curve. I'm betting it's too smooth to be realistic.
     
    #33     Dec 11, 2008
  4. Bob111

    Bob111

    this screen shot i've posted is like 5 years old. i have no idea,where the script is. but it's doesn't really matter. what matter is the size.take a closer look,you will find the trick... it's 10% of equity per trade.
    :D
     
    #34     Dec 11, 2008
  5. close above or below the 20 month moving average

    take a look, dildo
     
    #35     Dec 11, 2008
  6. I agree with you on Paris, but I don't function in the cold winters anymore.

    The more time we spend with the Brazilians the more we enjoy.
    Their priorities on timekeeping and efficiency needs a tune-up but when it comes to enjoying life they are hard to beat.

    regards
    f9

    regards
    f9
     
    #36     Dec 11, 2008
  7. Well, you know my opinion. It's a fake system, and if it's not yours, then don't believe it, because it's total bullshit.
     
    #37     Dec 11, 2008
  8. Bob111

    Bob111

    whatever..
     
    #38     Dec 11, 2008
  9. DT-waw

    DT-waw

    Only one? :D
    Look at the attachment. emini ES futures, commissions and slippage included. It was profitable before Aug 2000 for a total of 12 profitable years.

    There are thousands of profitable TA systems out there. But don't worry! you'll probably never develop even one, just like most hedge funds will never do.
    The more people disregard TA and mechanical systems, the better!
     
    #39     Dec 11, 2008
  10. Just profitable before Aug 2000?

    Now what? years of losses?
     
    #40     Dec 11, 2008