trading systems that work

Discussion in 'Strategy Building' started by aus_SPIder, Nov 13, 2006.

  1. im starting this thread to see who has tried or brought commercial systems and traded them and found that they work/ do not work.

    i have brought 2 systems in my life Aberration and Aztec, both have been quite profitable yielding returns significantly above a buy and hold strategy and on par with my least profitable system.
  2. kut2k2


    When you say "significantly above a buy and hold strategy", could you be more specific? I mean in terms of total trade counts and the actual B&H indices? TIA.
  3. im speaking about buying say a single gold or oil contract at time X1 rolling it over at all the appropriate periods and then closing it out at time X2 Vs trading aztec or aberration over the same period of time X1 to X2.

    The 2 systems do yield returns significantly above the buy and hold strategy.
  4. kut2k2


    How can we know if they work or don't work if you won't give us any numbers to evaluate? If you did a grand total of, say, five trades with Aztec and seven trades with Aberration, those are insufficent samples from which to draw any statistically valid conclusions about the performance of the systems. Actual values for number of completed trades, number of optimized parameters and the BHIs would be much more informative. Your assumptions for trade costs (fees, slippage) would be informative as well. TIA.
  5. abberation and aztec generate very few trades every year, and i only ran both systems for 1.5yrs. During the time period that i ran them it only generated 15 or so round trips so yes it was an insufficient sample. Trade costs were essentially negligible for the period, 15 round trips is not alot of trading.

    however i found its performance to be just a little worse than advertised over that time period. that being said, it is a useful investment as you get its full system code disclosed. That by itself can help many to develop or optimize their own systems.
  6. tamperle


  7. AaronCapps

    AaronCapps Global Futures

    says the file was removed.