My system

Discussion in 'Strategy Building' started by Bo_D_, Dec 4, 2007.

  1. MarkBrown

    MarkBrown

    here is you an equity curve plus notice its a day trading system so it has no over night risk either.
     
    #11     Dec 4, 2007
  2. Bo_D_

    Bo_D_

    here is you an equity curve?

    dont quite understand you sorry mate?

    is that your system?
     
    #12     Dec 4, 2007
  3. MarkBrown

    MarkBrown

    ok look its obvious you need to study what good equity curves should look like, unfortunately you may not have enough money and or friends and family with money to learn.

    the difference between your equity curve amd mine is night and day and right now i assume you must still be in the womb or blind.

    mb

    ps i suggest you go to work for a trading company for a few years.

    ok look i apologize you seem like a good guy - you need to work alot harder but at least your working. i would find a job no kidding.
     
    #13     Dec 4, 2007
  4. Trades Processed: 1038
    Trades Taken: 634
    Partial Trades Taken: 0
    Trades Rejected: 404
    .........................................

    Not a realistic test. Trades were rejected probably due to a lack of funds (fully invested)

    You need to take every single trade if you want to test a mechanical system.

    Good luck, it can be done!
     
    #14     Dec 4, 2007
  5. Bo_D_

    Bo_D_

    mark,

    1. i was asking what you meant. because you made a mistake in your sentence.

    "here is you an equity curve plus"

    what did you mean by that?

    2. i know what a good equity curve looks like. you want as little deviation as possible... short term systems can achieve this whereas medium term trend following systems will usally not. and yes i know your curve is a hell of a lot better than mine. your trading daily so one would expect a far better curve.

    i know mine should be much better, and im working on that right now.

    but your having a go at me when i questioned your sentence... i simply couldnt understand it- had nothing to with the equity curve you showed me mate.

    and yes i know im clueless right now with trading systems... but im getting there.
     
    #15     Dec 4, 2007
  6. Bo_D_

    Bo_D_

    thank you condorl.

    a test was done with all trades at the beginning. and it was still profitable. the monte carlos system also shows very limited variance so i was hoping it wouldnt matter to much what trades i took. any thoughts on that?
     
    #16     Dec 4, 2007
  7. MarkBrown

    MarkBrown

    here is you an equity curve, plus

    meaning like "now here is you and equity curve" , plus etc. etc.

    sorry, mb

    and yes your are trying, which i give you credit, more than 99 percent here i think..

    since your system is no good anyway disclose it here and i will work on it for you. right before your eyes, if it can be repaired.
     
    #17     Dec 4, 2007
  8. Bo_D_

    Bo_D_

    thats very generous of you mark. thank you.

    ive started a new one completely anyway. so i dont want to waste your time doing something for me that i will not use, as i think that system is just completely useless.

    how about this, ill post up a new system in 2 weeks and see how good that is. and then i can build on it from there.

    theres a challenge for myself.

    however, i would appreciate it if you could give me some tips on how to smoothen out my equity curve... my system will obviously kick arse in a strong market (but who's wont) so after ive made a system that can do that i need to put measures in place to limit drawdown in a bad market. i cant however- figure out how to profit in a bear market with a short term trend following system???

    my system-

    shares must be in a long term uptrend
    they must also have been trending strongly in the last 20 days
    must have gone down slightly within the last 4 days (so i buy in troughs)

    its more complicated than that obviously... but thats just the basics of it mate.
     
    #18     Dec 5, 2007
  9. malaka56

    malaka56

    I don't know since you only have 8 posts. But if you have not done so, might want to read everything and anything "acrary" has posted here. He is a systems trader as well. Good reads if nothing else...
     
    #19     Dec 5, 2007
  10. Bo_D_

    Bo_D_

    i wish i could...
     
    #20     Dec 5, 2007