Swap strategies

Discussion in 'Trading' started by 40yotrader, Jan 2, 2006.

  1. I have a ES daytrade breakout strategy in TS 2000i code I'd like to swap for a comparable performing ES reversal strategy. This has 2 modes aggressive and conservative. PM me if interested.

    Here's 1 contract conservative mode from 2001 - Nov. 2005.
    • c1.gif
      File size:
      10.9 KB
  2. Here's the 1 contract aggressive mode.
    • a1.gif
      File size:
      11 KB
  3. Conservative mode with volatility sizing.
    • cm.gif
      File size:
      11 KB
  4. Aggressive mode with volatility sizing.

    I'll throw in the volatility sizing code as well.
    Whole strategy fits on one sheet of paper.
    • am.gif
      File size:
      11.1 KB
  5. balda


    I have a strategy trading ES in TS that makes 3-4K per day and I never was able to duplicate the results.
  6. 40yo , results are not really that great as of now. BO strategies alone do not work that well these days. You can add reversal method to your system and use them together as one.

    balda, you should be able to make reasonable fraction of that in real life. Discrepancy is just too great. All you need is just a little tweak IMO.
  7. This is not spam, nor is it an ad. It's just an idea I got turned on to. You won't believe how much money you could be making! Huge stock market fortunes are made all the time. At one point, giant companies like Wal-Mart, Nike, IBM and Microsoft were all penny stocks. You might want to consider this.
    For more information, visit:

    or send an email to:
  8. ok, after such a great response to my other strategy swap, here's another to consider.

    This is a ES swing trading system. I'd like to swap it for a similar performing Euro trading system that uses the Euro on CME exchange data. Here's the performance from Jan. 1999 - Nov. 2005.
    • swng.gif
      File size:
      12.7 KB
  9. And here's the equity curve starting with $10,000. No Money Management has been applied.

    PM me if you have something to swap.
    • eq.gif
      File size:
      9.6 KB