Trading Times (Random) Tues-Fri ES emini S&P

Discussion in 'Index Futures' started by CaroKann, May 26, 2003.

  1. Trading times for yesterday, Friday June 6, 2003:
    15:44 (937)
    14:22 (732)
    10:27 (143)

    luckily, it doesn't make much difference if i post these ex post facto.

    results coming probably (hopefully) tomorrow. this is only two weeks worth of data, so i don't expect anything conclusive.
     
    #31     Jun 7, 2003
  2. not to worry, i don't...

    would you mind stating just one more what the heck this is all about .,:confused:


    :-/:confused:
     
    #32     Jun 7, 2003
  3. since the number of trades is different between my method, walther's times, and the random times, i am posting the results as a per-trade P/L.

    results for 05/27/2003 thru 06/06/2003 :

    BASELINE (my method):
    -0.17 per trade. i had a loss over this period.

    RANDOM:
    -0.84 per trade.

    WALTHER's times:
    -0.53 per trade.

    if i use his times as a filter for entering my own trades, i get
    -5.75 ES points for -1.91 per trade (yes, only 3 trades entered)

    in short, his entry times were worse than mine, but better than random..

    note: the sample size is quite small. i'll probably collect more data as long as he posts SP500 times, and compare again later.
     
    #33     Jun 8, 2003
  4. I just want to post real statistics of my trading times. For some reason you felt is ok to distort and deliberately lie about hypothetical results my method produced . In above mention period of time my method had 12 winners and no losing trade .
    Walter
     
    #34     Jun 9, 2003
  5. I am not lying. This is for my method only.. I am not talking about using your indicators. Why would I care how it performs for your indicators/method??? I only care about how it works for me, how it improves my methods. You should be happy to know that (so far) your times work better than random.

    To clarify:
    MY RESULTS SPEAK ONLY ABOUT USING WALTHER'S TIMES WITH MY OWN PERSONAL TRADING METHODS. EVERYONE SHOULD TEST THEIR OWN METHODS, AND DECIDE FOR THEMSELVES WHAT WORKS AND WHAT DOESN'T.
     
    #35     Jun 9, 2003
  6. Trading times for today, Monday June 9, 2003:
    12:38 (472)
    12:00 (377)
    10:29 (148)

    I know 10:30 has passed already. I don't think anyone is seriously taking trades based on these, so it shouldn't be a problem.
     
    #36     Jun 9, 2003
  7. Trading times for Tuesday June 10, 2003:
    12:04 (386)
    10:23 (134)
    14:43 (784)
     
    #37     Jun 10, 2003