Recent content by adrianjm

  1. A

    Improving an automated system

    I have never been much of a fan of trading my own equity curve. Perhaps I am not doing it right, but like any MA system, it lags too much to be useful. I trade EOD
  2. A

    Improving an automated system

    Yes. 25% for an automated, 5 minute-a-day system is good imo. Probably why I have invested those 5 minutes every single day since 2014!
  3. A

    Improving an automated system

    Thanks for the info Dr, your bullet points really chimed with me. I have tried (3) but I have not successfully discovered a filter that improved my system in an OOS test. I am going to start defining the time when my system is not trading, and see if I can find a complementary system for the...
  4. A

    Improving an automated system

    Hi Guys, Thanks both for your responses. It is true - confidence is what I am missing, but its not due to a lack of backtesting. I use Amibroker, and I am reasonably familiar with it after many years of use. The difficulty in posting images on this site prevents me from showing you my returns...
  5. A

    Improving an automated system

    Hi All, I have been trading an automated system for some time on the SP500. I have let it do its thing, not interfering with it for more than a year. I think its easy to break working systems, overthinking and trying to extract the maximum return. Presently making about 25% per year, but...
  6. A

    Small trader influence on SP500 prices

    Do you only take into consideration the volume, or the volume*price? Tickers such as AZO and CMG regularly trade less than 1M, but that's primarily due to their high stock price. According to my data, the smallest ticker in terms of Volume x Close on the SP500 is NWS, with a 50 day MA of just...
  7. A

    Small trader influence on SP500 prices

    I am a small trader who trades SP500 stocks. My size per order is about 10k US. I enter and exit generally on limit orders, and these orders are placed before market open. My question is: Does my placement of limit orders in pre-market affect the opening? With such a small order size, my...
  8. A

    Day trading the ES - are daily targets beneficial?

    Thank you for the info. I agree totally. Running the numbers, if you place trades based on any kind of structure, then I guess your better off taking as many of them as you can - all of them - to maximise your overall profit. But that is only half the game, unless your a machine. So getting...
  9. A

    Day trading the ES - are daily targets beneficial?

    Thanks DT. You are omnipresent! :-) I get the idea about best days.
  10. A

    Day trading the ES - are daily targets beneficial?

    Bump! OK, I'll make it easy for you. How many of you decide to close up shop for the day after a great first (or second) trade?
  11. A

    Day trading the ES - are daily targets beneficial?

    Are there any stats or general information about the benefits of closing out the trading day after a certain level of profit? Has this shown to be useful in increasing profitability? Can that level be defined from current trading performance? For example, if my average profit per day is 1k...
  12. A

    Guide Software Guide

    Is there somewhere within this thread a post that talks about, or recommends some kind of portfolio tracking? Is there anything better out there than an excel spreadsheet for recording trades? I don't use NT or any other trading platform that automatically records your trading performance, and...
  13. A

    How to resolve Unknowable Uncertainty?

    In my search for why I have not been doing particulary well as a Chart daytrader, I have noticed a couple of things about my entries, and how they relate to the way markets work. I thought I would share in the hope someone finds it of benefit. First of all, I need to be able to do something...
  14. A

    How to resolve Unknowable Uncertainty?

    It's a tough journey, and I empathise with you man. Wish you luck in your future endeavours. Adrian
  15. A

    How to resolve Unknowable Uncertainty?

    Hi Atilla, I never said I wrong wrong 90% of the time. I presently below to the 90% of traders who are unsuccessful. Thanks for the coments.
Top