The ER2 Trading Journal

Discussion in 'Journals' started by trade_4_living, Nov 9, 2005.

  1. bgp

    bgp

    is this the er2 system i see listed on collective2 web site?

    thanks,
    barry
     
    #601     Dec 28, 2005
  2. Nope, this is not the software listed over that website. It is not automated trading system, though one day I would try to accomplish this goal.

    I've not posted here much since I switched to trade ES on a new broker plus changed tick to Volume in TA due to CME's policy change on tick feeds.

    But I've spent hours and hours to tweak my trading system to another level. Same concepts, but added more rules and more visible indicators. The end result has been done well in backtesting and real time simulation.

    Here is what's look like for today's ES on one of my systems, all these white and yellow arrows were automatically added to the chart in real time when some rules are met. I've finished the rules on the short side, have not finished the rules on the long side yet.

    http://tinypic.com/view/?pic=jfkcwm

    The backtesting results:

    With 3 contracts lot:

    With RSI on the price to trade trading range days:

    http://tinypic.com/view/?pic=jfkf2b
    http://tinypic.com/view/?pic=jfkeuo
    http://tinypic.com/view/?pic=jfkfg2

    With 10 contracts lot:

    http://tinypic.com/view/?pic=jfkhl4

    With 10-20 mix contracts lot:

    http://tinypic.com/view/?pic=jfkhz7
    http://tinypic.com/view/?pic=jfkg2g
     
    #602     Dec 30, 2005
  3. I worked on another rule which uses stochastic, MACD, CCI, RSI MOMO and created a color bar, sometimes, too many indicators to watch, it is hard to make decision. This one removes most noises, compare it with the bars in the indicators.

    http://tinypic.com/view/?pic=jfkp6v
     
    #603     Dec 30, 2005
  4. bgp

    bgp

    thanks, and thank you for the journal.

    barry
     
    #604     Dec 30, 2005
  5. Today's real time simulation on ES, didn't exactly traded according to the chart on exits, just try to make 1 point after an entry.

    235 winners and 5 losers, average gain $45 after commission.
     
    #605     Dec 30, 2005
  6. trade_4_living,

    I know you posted the values for the LT and ST Macd:

    "ST: Average one: 3--5--7-9 Average 2: 26

    LT: Average one: 35-55-65 average 2: 60-80-90 "

    I'm doing the Ensign trial and can't duplicate your indicator.

    Can you post a screenshot/s of the Macd properties window?

    TIA
     
    #606     Jan 10, 2006
  7. I do a lot tweaking daily, this was one of the template I used on MACDs or the chart you saw.

    http://tinypic.com/view/?pic=k1fnmh

    For the past three weeks, I've made more changes. I've changed MACD to much smaller periods (25 50), I also tested to use Hull MA as the end point for MACDs.

    BTW, why not give a try of the B-line template? B-line works well.

    Cheers!


     
    #607     Jan 10, 2006
  8. THe old system has about 30 objects, after three weeks hard work, now my new system has over 100 objects with different studies. The end result is very simple. Buy/sell signals will be displayed on chart with clear marks.
     
    #608     Jan 10, 2006
  9. Some of the TA items in my chart:
     
    #609     Jan 10, 2006
  10. I think the search of Holy Grail is over for me for now :)

    My system and the ES buy/sell signals for the day is attached, Holy Grail buys are these yellow bars.
     
    #610     Jan 10, 2006