ES trading system. Wanna change

[silentbob]

I have one trading system for ES futures. I think it can work on YM, NQ, TF also.
This is equity

Here is backtest from 1/2007 to 12/2013
60% profitable trades, PF=2, 88$ average trade, long-only.
no indicators. one optimized value.

I could change this (easy language code) to another intraday trading system for CME futures.

Waiting for offers

 

[hacks]

Why long only?

Is it unprofitable when the market goes down?

 

[silentbob]

Why not? I think this pattern hasn`t long-short simmetry.

As you can see om equity - there are some drawdowns at downtrend periods like 2008. And no critical drawdowns in 2011.
When market goes down - it is neutral.

 

[silentbob]

Pattern number 2

CL futures, long only

2007-2013
for change or sell (change is better)

 

[LauraRomans]

How does it perform from 1999 to 2006? This looks like a winner.

 

[silentbob]

How does it perform from 1999 to 2006? This looks like a winner.

If you give me historical data 5 or 15 min frame I`ll make backtests.
But I think that system has same dinamics at all time.

 

[LauraRomans]

If you give me historical data 5 or 15 min frame I`ll make backtests.
But I think that system has same dinamics at all time.

SB, Thank you for being willing to test more years. I use TradeStation so I don't own the data and therefore cannot give it to you. Not that you are looking to give your code away, but, I'd be happy to test it for you, after signing any do not compete/ confidentiality type forms that help you feel at ease.

You can also sign up for the free TradeStation data - they require a $5,000 account for free data. It looks like you have this option as the code seems to be in EasyLanguage. Laura

 

[silentbob]

I can`t sign up to Tradestation because I`m not US resident. But you can download data from tradestation using this method
http://www.tradersedgesystems.com/tutorials/how-to-export-data-from-tradestation.htm

 

[LauraRomans]

Thanks SilentBob - You just taught me something

Give me some time to check with TradeStation - I signed so much paperwork with them that I don't know if I have the legal right to download and share. I sure hope so!

 

[silentbob]

this is version for CL without any filters

 

[LauraRomans]

How do you compile EasyLanguage code outside of TradeStataion?

 

[hacks]

I import ASCII data from Forex Tester into Multicharts, similar to Tradestation.

 

[silentbob]

Im using Omega Research (older Tradestation version)
also OEC trader terminal can run Easy Language code
and Multicharts

 

[LauraRomans]

Thanks again - you taught me one more thing

 

[silentbob]

ES system has some update

sell or change this system

 

[silentbob]

Also, one system for Nikkei (NKD) futures. Intraday

Some "holes" before 2013 because my historical data isnt good and has "holes"

 

[LauraRomans]

What do you mean by "sell or change the system"? Is this for sale? If so, and it is good enough to buy, why not trade it? I've thought of selling my system, but held back so I can trade it. It is a lot of work to trade so I can understand if someone wants to sell rather than trade.

 

[silentbob]

I`ll try to explain

Change is better for me because change is source of knowledge. But money - like energy.
You can trade some system, but - for example - trading capital is 100k USD. maximum load is 10 contracts. this give about 60% for this system per year. (without slip and comission)
Of cause, this is excelent result.
But - if you sell your system 10 times for 5k USD for each copy - you`ll double your annual profit.

Someone, who`ll buy system will get 1000% for this investment. (of cause if trading capital is about 100k also)

And someone will get some knowledge. Maybe this helps to make another systems, better then this one