Search found 10 matches

by eminime
Thu Nov 18, 2004 5:24 pm
Forum: Testing and Simulation
Topic: Contract Specifications
Replies: 7
Views: 5131

Roscoe. This is my first use of ANY system testing platform. I have no idea what my next plans are with regard to testing :idea: . All I know is I bought a bunch of data and I've been testing single markets with simple breakout systems and I'm really enjoying it. So, any combination of systems and m...
by eminime
Wed Nov 17, 2004 11:27 pm
Forum: Testing and Simulation
Topic: Contract Specifications
Replies: 7
Views: 5131

thanks! :P
by eminime
Mon Dec 15, 2003 9:48 am
Forum: Testing and Simulation
Topic: S&P 500
Replies: 14
Views: 9262

Forum Mgmnt, I would love to use a stop based on ATR for my countertrend system however I have not "played" with it enough to even know where to begin. I've tried getting some ideas from Van Tharp's book but the stops then appear to be way too wide. I suppose the best thing is for me to just test wi...
by eminime
Mon Dec 15, 2003 7:45 am
Forum: Testing and Simulation
Topic: S&P 500
Replies: 14
Views: 9262

Great; thanks John. I will also test the Russell 2K futures. My very preliminary tests would totally concur with your comments on the volatilty and stops. I look forward to the test results and again, thanks.

Dave
by eminime
Sun Dec 14, 2003 10:19 pm
Forum: Testing and Simulation
Topic: S&P 500
Replies: 14
Views: 9262

SP Countertrend system test

Blueberrycake & Kiwi, Thanks for the responses. I'm in the process of testing the NQ now. Before I had written my original post I had cursorily tested the NQ and it did not look promising. As I have gone back and begun my re-testing, I can see where my system DOES work but was surprised at how much ...
by eminime
Sat Dec 13, 2003 2:48 pm
Forum: Testing and Simulation
Topic: S&P 500
Replies: 14
Views: 9262

Countertrend System on the e-mini S&P

Friends, Recently, I believe I've 'stumbled' into a decent methodology to trade the e-mini S&P on a countertrend basis. Basically I look for exhaustion of a short-term (1-2 day) trend. My method may then provide a signal to take a trade in the opposite direction. It's surprisingly simple to trade bu...
by eminime
Fri Dec 05, 2003 12:18 pm
Forum: Testing and Simulation
Topic: Improve Risk:Reward by using different time frames?
Replies: 20
Views: 24570

Understood c.f.. Thanks for the clarification.
by eminime
Fri Dec 05, 2003 12:09 pm
Forum: Testing and Simulation
Topic: Improve Risk:Reward by using different time frames?
Replies: 20
Views: 24570

Re: Improve Risk:Reward by using different time frames?

Whatever timeframe you are basing your system on, if you look at things from the perspective of Reward:Risk it just might make sense to try to decrease risk while increasing the opportunity.Sir G Sir, isn't this exactly the intended result of trying use MAE and MFE studies on one's trading? This to...
by eminime
Fri Dec 05, 2003 11:22 am
Forum: Testing and Simulation
Topic: Improve Risk:Reward by using different time frames?
Replies: 20
Views: 24570

Forum Mgmnt wrote:...We have various shorter term systems that sometimes generate trades that turn into longer-term system entries.
Forum Mgmnt, do you sell any of these short term systems?
by eminime
Tue Dec 02, 2003 3:57 pm
Forum: Trend Indicators and Signals
Topic: EXIT signals ...
Replies: 29
Views: 32690

So, if I understand what you are saying Kiwi; you may end up having more losing trades (protecting equity) but they could be smaller which overall will help your system performance? Robert, Have you read Stridsman's book. One of the points he makes is that with some types of entry you find it diffic...