Son of Something Very Simplistic

Discussion in 'Journals' started by Quah, Oct 4, 2002.

  1. corvus


    Here's a super simple formula for esignal that prints a red diamond every 8 bars...on a 272-tick chart, this will point out a bar representing 2176 ticks.

    Cool idea, except that by my check today, it looks to be exactly 50% win/loss on both the NQs and the ESs. So it's operating at a loss by what I see.
    #31     Oct 7, 2002
  2. corvus


    This was stripped from my post...sorry. I guess .efs is not an allowed extension.

    Just rename it 8-tick-marker.efs.
    #32     Oct 7, 2002
  3. Quah


    I didn't take every trade - I missed a few bars here and there, so don't take this for anything complete. I'm going to try to be a little more organized tomorrow.

    For ES:

    45 Total Trades

    33 Winners

    12 Losers

    Gross +18.00 points/ $900.00/contract

    Commish $216.00

    Net $684.00/contract
    #33     Oct 7, 2002
  4. quah, i don't know how you get all those winners.

    i did 7 real es trades today (not paper) using this system. i believe i executed the system according to plan. i used esignal for charts and i entered the orders to ib using an excel sheet, so i was fast.

    2 winners
    5 losers

    #34     Oct 8, 2002
  5. Quah


    What are those times in EDT?
    #35     Oct 8, 2002
  6. ib tws, when i go to executions, those trades show up as hour 15. when i export the trades, they show up as hour 19. :confused:

    anyway, all those trades were during the 3pm est hour today.
    #36     Oct 8, 2002
  7. Quah


    GG - It's almost impossible to try and match that up with me - mainly because of the data feed outage that started around 14:15 and ended about 14:35. Lots of missing ticks.

    However, at about the time you started, I had 3 losers in a row, followed by 3 winners and then another loser - it was actually the worst section of the day. So I'd say your "sample" is representative of what I had during that specific time of the day.
    #37     Oct 8, 2002
  8. Quah


    I took all of the trades except for the first 2 after the data feed resumed about 14:30.

    For ES:

    55 Trades

    43 Winners

    12 Losers

    Gross +28.00 points/ $1400.00/contract

    Commish $264.00

    Net $1136.00/contract
    #38     Oct 8, 2002
  9. opm8



    Are you planning on putting up the individual trades in a journal like with SVS? I lost huge today (on paper) and wanted to see how it is that you did so well. Thanks a bunch, if you get around to it.

    #39     Oct 8, 2002
  10. Quah


    I'll put something together for todays trades. Check back in a couple of hours.
    #40     Oct 8, 2002