Recent content by skanker

dsregard

Pedro, You mentioned that you automated some of these processes. if you are willing to share, I would love to listen. If you described your process from pages 65 to now, then forgive me.

If there is a system that works well on the S&P 500 but not on the NASDAQ, do I dismiss it because it doesn't work well across different markets?

Ok not quite the holy grail as I have found a future reference in it. I guess I didn't win the lottery. I am going to create a new thread to place the code and see if people can help me refine it.

What is everyone's thoughts on the p-indicator? Worth the money?

Rothschild, point taken. maybe I need to limit my exposure to be able to absorb 18-20 consecutive losses.

Any suggestions on a completely different way to test it? Sorry for being such a newbie.

If I only buy and sell on the open, would it be too much to just limit my position size to 10% of average daily volume? Should it be set lower than that? I intend to use it on MOO orders only.

Hey, I doubt that this is for real too. I want to prove it out.

I generally test using 1/1/2000 to 1/1/2010 EOD data from Yahoo via Amibroker. My system revolves around MA. I just see how the different MAs are in relation to the close. I don't have anything other than that and trade/position size/stop settings. Can you give me an example of post hoc...

If I say that I get charged 5 cent commission per share (to account for slippage), I net about $23 million over 10 years. But I don't know if that is a realistic slippage amount. Currently, I pay .0035 per share for commission.

No, I don't think I have found the holy grail. I am actually trying to prove that it is not because it is so unbelieveable. That said, I can't give away my system in case I got really really lucky. If you tell me what you need to know, then I can try to provide that information to help you...

Can someone analyze this? Avg. Profit/Loss 4435.91 Winners 4313 (60.87 %) Avg. Profit 12209.15 Avg. Profit % 6.48 % Largest win 923883.76 Max. Consecutive 34 Largest win 923883.76 Losers 2773 (39.13 %) Avg. Loss -7654.25 Avg. Loss % -4.21 % Max. Consecutive 18 Largest loss...

Julian, As you might understand, I am quite skeptical of revealing my system. It isn't the most complicated thing. Actually, it only has a few rules. But I would like to keep it to myself...for now.

This system works in bull and bear markets. Generally looks for bearish trends in bear markets and bullish trends in bull markets. I am also looking to change my position size of each buy and trade signal depending on the overall market condition. However, I haven't been able to figure out...