My simple formula great in backtesting but want commentary on it

Discussion in 'Strategy Building' started by elnico, Nov 20, 2008.

  1. elnico

    elnico

    My formula is very simple and it is supposed to give back great returns according to backtesting but I am wondering what you guys think about it. This is it basically:
    Using a 60 min chart and a 30 day Moving Average buy (and buy to cover) when prices go above the line and sell (and sell short) when they go below the line.
    Would something that simple actually work in real life??
     
  2. jeb9999

    jeb9999

    It is a trend catching method and only works for strong trends. How many years did you test it for? How long are the losing periods?

    60 min chart with 30 day MA doesn't make much sense. For a 30 day moving average a daily EOD chart is good enough.

    If you don't have the discipline to take every signal then the system is worthless.

    At least you don't have to worry about anyone stealing your system.
     
  3. Get on a sim to test for yourself its the only way you will BEGIN to get a feel for the market and what you are trading. It sounds mental 60min/30 day cross.


    You sir have found the holy grail!!!! Just joking mate good luck!!

    If you can eck out some sim profits (make sure you include comms) then you may think about the next step. Back testing in my opinion and its probably because I am no computer whizz like many on here can give you over confident results that just don't stand up in real time but thats just my thoughts and it is a good start becasue if you cant find positive expection there you have little chance in reality.
     
  4. elnico

    elnico

    i tested it for 3 years with 30 different stocks and they all end up being very profitable. of course i would have to execute every trade right at the moment that the line is crossed or else most of it becomes negative, and my percent of losers is very small
     
  5. jtnet

    jtnet

    nice
     
  6. yayt

    yayt

    Is your profit target very small?
     
  7. No.

    Your high school level work is worthless.
     
  8. elnico

    elnico

    the profits made per trade are significant however, there are not that many trades made and it only works well with stocks that are most of the time in trends such as LCC or DRYS
     
  9. you will do fantastic UNTIL you hit a choppy period where it's chopping above/below your MA.

    See my attached pic:
     
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  10. DRYS?

    lol...
     
    #10     Nov 24, 2008