S&P 500 Futures System

[tomjack]

Can anyone test this system on TradeStation for me and let me knwo what the results look like?

[X] Money Management stop 1500

[X] Profit Target 1500

[X] Close all trades at end of day session

input:len(5)

if t=sess1firstbartime then begin

if c >=waverage(c,len) then buy on OpenD(0)stop:

if c <=waverage(c,len) then sell on OpenD(0)stop:

end;

 

[new_trader]

Can anyone test this system on TradeStation for me and let me knwo what the results look like?

[X] Money Management stop 1500

[X] Profit Target 1500

[X] Close all trades at end of day session

input:len(5)

if t=sess1firstbartime then begin

if c >=waverage(c,len) then buy on OpenD(0)stop:

if c <=waverage(c,len) then sell on OpenD(0)stop:

end;

They look UNBELIEVEABLE :-0 :-0 I think this is THE Holy Grail! I'm going to start trading it today!

 

[TWI]

Will lose money.

Also if both statements have = then when c = waverage what do you expect?

 

[tomjack]

right, take out the equals

 

[mr_cassandra]

best bet on back-testing

You should find a way to do it yourself. As you've probably seen on the boards, you get naysayers, jokers and so on when you ask a legitimate question. Whether you're idea is viable or not, pithy responses won't help you evaluate it.

I do all my own in excel so I'm not much help to you unless you're good with excel.

There are several widely used baktesters out there: amibroker, wealthlab to name a couple.

If you have any interest in excel backtesting, you can get ideas from the free sample file at my yahoo group.

http://finance.groups.yahoo.com/group/mvpsignalsystem/

Regards, Steve

 

[tomjack]

Hi Steve

Thanks for the sincere advice.

Tom

 

[Davidee]

Can anyone test this system on TradeStation for me and let me knwo what the results look like?

[X] Money Management stop 1500

[X] Profit Target 1500

[X] Close all trades at end of day session

input:len(5)

if t=sess1firstbartime then begin

if c >=waverage(c,len) then buy on OpenD(0)stop:

if c <=waverage(c,len) then sell on OpenD(0)stop:

end;

Can you explain the system in english please, if you can and you can post some futures data I could probably test it in Access for you and I'll post the results. I'll export the results to excel.