Recent content by robocop

  1. robocop

    Stop Loss experiment

    Can you post some equity graphs for the demo and other statistics? Maybe you can use mt4i.com to give some more in depth statistics of your system. Cheers
  2. robocop

    The Tenets of a Successful, Backtested, Mechanical Trading System

    I've run the test with open prices only and with tick data prices. The backtest give exactly the same results. So I guess it doesn't matter so much for my system. The system takes both long and short trades, but the prices of the broker are only bid prices. Therefore I get stopped out more...
  3. robocop

    The Tenets of a Successful, Backtested, Mechanical Trading System

    The test starts at February 4th 2013 and uses tick data. Two months ago it gave me more or less the same equity curve and profit factor with the data I had then. I want to backtested it with more data, but I don't have any. Where do you guys get such data?
  4. robocop

    The Tenets of a Successful, Backtested, Mechanical Trading System

    Here my contribution of how I screen the results for a backtest without having years of intraday tick data available. The first thing I look for is a nice and steady equity curve, like this system on the DAX with 5 min bars. And has good figures. Then I test it for robustness by running...
  5. robocop

    Early Morning Range Breakouts using time and sales

    Daysummary Entry at crosshair, exit at end of chart I changed my lot size to start trading with very limited capital (ca. $1000). Risking around 2 to 4 percent per trade. It is of no use to start trading with IGMarkets, because their minimum commission structure is already my...
  6. robocop

    Early Morning Range Breakouts using time and sales

    CERN Long 34 @ 78.96 Stop @ 78.71
  7. robocop

    Early Morning Range Breakouts using time and sales

    SFLY Short 83 @ 27.11 Stop @ 27.51
  8. robocop

    Early Morning Range Breakouts using time and sales

    LONG CMG 10 @ 264.19 stop @ 261.67 LONG LULU 56 @ 70.55 stop @ 70.02
  9. robocop

    Early Morning Range Breakouts using time and sales

    Exited @ 60.04 (+1ct/share => $ 0.48)
  10. robocop

    Early Morning Range Breakouts using time and sales

    COF Long 48 @ 60.03 Stop @ 59.54
  11. robocop

    Early Morning Range Breakouts using time and sales

    Exited @ 58.13 ( +11 ct/share => $ 9.35)
  12. robocop

    Early Morning Range Breakouts using time and sales

    Exit @ 24.13 ( -35 ct/share => -$ 23.10)
  13. robocop

    Early Morning Range Breakouts using time and sales

    FSLR Long 66 @ 24.48 Stop @ 24.11
  14. robocop

    Early Morning Range Breakouts using time and sales

    DISCA Short 85 @ 58.24 Stop @ 58.49
  15. robocop

    Early Morning Range Breakouts using time and sales

    Exit @ 59.11 (-8 ct/share => -$ 72)
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