Something very simplistic

Discussion in 'Journals' started by Quah, Sep 11, 2002.

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  1. stu

    stu

    Great! That works, cheers Quah
     
    #591     Sep 30, 2002
  2. Quah

    Quah

    No problem. That shouldn't matter after the first 17 bars, of course.
     
    #592     Sep 30, 2002
  3. dbphoenix

    dbphoenix

    I don't know how many people are still paper-trading this, but perhaps someone would be interested in determining how starting at 0945 differs from 0930 using the same intervals.

    --Db
     
    #593     Sep 30, 2002
  4. stu

    stu

    #594     Sep 30, 2002
  5. Quah

    Quah

    I'm showing the log saying S 852 at 11:54 on 9/26.
     
    #595     Sep 30, 2002
  6. stu

    stu

    #596     Sep 30, 2002
  7. Quah

    Quah

    Hmm. Those are the NQ trades - not the ES trades. Not sure how that got displayed that way. I have noticed that sometimes I have to click twice on the tab to get the screen to change.
     
    #597     Sep 30, 2002
  8. Quah

    Quah

    Got chopped up on the ES every other trade near the open, otherwise not too bad. NQ smoked.

    For ES:

    14 trades/8 wins/6 losses Gross +0.50

    For NQ:

    13 trades/10 wins/3 losses Gross +21.00


    http://home.carolina.rr.com/quah/quah1web.htm
     
    #598     Sep 30, 2002
  9. Quah,

    After looking at your data, I see that NQ is more successful than ES. This may have to do with the fact that your target and stop on the ES reside in the "noise channel" and less so in the price-path channel.

    I wonder what the result would be if you doubled both and made it target +2.0 and Stop loss -2.50

    Good work.
     
    #599     Sep 30, 2002
  10. ddefina

    ddefina

    Hi Quah, you seem to be profitable everyday with your system. Is it the fib times or the trade orientation (L/S) that makes your system successful? Have you revealed how you determine long or short? Good job so far! :)
     
    #600     Sep 30, 2002
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