Sling shot trading system

savioursofpop

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I've been reading t2w for a while now and thought I'd contribute by posting the model I've developed to find trends in a market.

Its very simple. For each time interval, it checks the price of a market at different intervals in the past, using that information to set the direction of the bet. It then holds the bet open for predetermined lengths of time.

I built it for 5min time intervals - a 20mb a go monster - this is the simplified version for 1hr timeframes.

Its a very simple system, not very rock and roll, but it suits my character well - its totally idiot proof - not a stocastic / MACD in sight. Simply open a bet at a pre determined time, and hold it open for another pre-dtermined time, then close it.

In this model there are at least 2 profitable bets

12:00 (-1,4) - i.e. check time 11:00 am, close time 5pm (4:30) yields 2.1 pts a day.
15:00 (-1,2) - i.e. check time 14:00 pm, close time 5 (4:30) yields 1.5pts a day

I've backtested data now for a couple of other markets over 7 years and most produce 2 or 3 decent bets - each with win rates over 55% (the model I've posted contains FTSE data from 2006 and 2007).

I have an outsourced company based in india place my trades for me (which means I don't risk making any off piste mistakes / judgements) - they are ecellent and get to within 99% accuracty of IG charts).

Be glad to talk to anyone who was interested in using it (to use populate the fields in "template" and then run the macro "all" - this will crunch a day - and repeat....).

I'm also after people who can help me work through more data. Ideally I'd like to backtest from at least 2005 every futures markets there is, find 2 bets in each - and de-risk the whole adventure.

Anyone interested in helping / contributing please feel free to get involved.
 

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  • Sling shot v5 (60min intervals).zip
    2.3 MB · Views: 332
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