I found lots of useful info. in the backissues, here. http://www.iitm.com/weekly_update_backissues.htm
And lastly...er2 results from July last year to the present.
Results of trading from the last few months in ES. Obviously it's current trade is way underwater...so far.
And the equity curve. Looks about as good as most stuff I've tested.
Here's the yearly report.
Here's the overall summary from 1995 - 2006. Looks pretty decent for a system with no stops. Largest losing trade and only losing year were in...
Here's the code for TS200i using 60 min. bars.
Want to post your calls? Put'em here. I've done some backtesting and found what looks like a decent dip buying system (as long as you love...
Is this real trading? I noticed the CFTC hypo. statement on your website. If yes, do you have a link to the statements to verify the called trades?
I've revealed lots of stuff because I thought showing the structure might help others. I don't worry about strategies going away because the...
I'm going to check out other options such as overlapping multiple models that might have a even better payoff.
Yes, that's true. We've been in a lower volatility environment for years than from the 90's. It's also consistent with the use of a single...
Probabilities in trading isn't a easy project. First you have to create a artificial normal distribution. Then you can apply probability...
You can keep your risk low by doing a long term trade and add multiple positions. Only add a position once the stop for the previous position is...
If you do the optimization for 10-99 based on all the data from 2003 - 2006 and sum the numbers you get 25.98%. That's why I said it was a poor...
Nope, I've been using it all this year. Been having great success with it. I've only been trading it from the buy side since September since the...
It's just basic probability. All I'm doing is modeling what happens if we bet 1% of a fixed amount of money on every parameter. I'm assuming the...
I calculated the expected return for 2003 - 2006 using the different approaches to see if a edge was present. Using a 1% risk per-trade with no...
Just using simple logic. Checked to see if locking in a larger profit instead of allowing larger volatility was the way to go. It was. Also...
I use adx often as a tool to measure trend. It's a simple tool. Others many want to use pivot points, etc. One of it's flaws is you'll also enter...
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