A Simple E-mini Trading System

[ottos]

... still no trades. [/QUOTE]

But drawdown number looks good.

Did your friend at Rockwell have done any backtesting of this system and what were the results ?
Thanks

 

[FetteredChinos]

perhaps you could reduce the timeframe to increase the number of trades?

 

[apples10]

Hi, cant see why you are posting all the time - we can all see ourselves where the Boll bands are, why not just post when you trade? which looks a few days away at the moment!

 

[SystemTrader]

Answers

Hi everybody,

here are some answers :

ottos:
I programmed the strategy in Genesis Financial Trade Navigator.
Attched are the screenshots of the equity curve and the performance report for the e-mini S&P for the testing period from Jan 2002 to date.

FetteredChinos:
I tested the strategy on smaller timeframes, but it doesn't look to promising: The profit factor decreases dramatically, and the drawdown increases. Any ideas for improvements are welcome

apples10:
I don't mind posting the orders every day. They are generated by my software, and therefore it's not a big deal.

Question for the Moderator:
Is there a way to conduct a quick poll whether I should continue posting the orders or not?
Some people might find it helpful, but I agree with apples: It's becoming a little bit boring when there are no trades .

 

[SystemTrader]

No orders for Monday, Feb 21.

There are no orders for Monday, February 21.

ALL U.S. MARKETS WILL BE CLOSED. (Presidents Day)

Reminder:
GLOBEX will close Friday afternoon at 3:15pm. It will open as usual on Sunday evening for the trade date of February 22 and trade through Tuesday’s close. On Monday, Equity products will be suspended between 10:30am and 5:00pm, and interest rate and financial products will be suspended between 12:00noon and 5:00pm. THIS IS NOT A CLOSE. Orders entered on GLOBEX any time after Sunday’s opening will work through Tuesday’s GLOBEX close.

eCBOT Financials and Metals will close Friday at 12:30 pm while other products will close at their regular times. All markets will be closed on Sunday and re-open Monday evening at 7:00pm.

Access will be closed on Sunday and re-open Monday evening at 6:00pm.

 

[rossored]

Probably best just to do as apples' suggestion I'd say, and make the posts when a trade is executed - that way we can all see how it works out, and everyone will know that any post that's added by you means a trade was probably run.

 

[apples10]

blimey! my first post, and people already listening - wish that happened at work, 20-years working in the City, but still poor !!!!