Wave59 Technologies

@Earik - Yes, the paragraph in your MTS book where you describe your experience with Murphy's Law always makes me feel better about these situations


@pleiterr - Great, thank you I've added it to my to do list.

Thanks orionsbelt. Appreciate any feedback or ideas :) Unfortunately, it looks like Murphy's Law has struck again. These were the trades it took the first three days I took the system live. buttonwood_1-11-17_through_1-13-17_trade_results.PNG Hopefully we don't see as many zig zag days next week as ...

Hi orionsbelt, Thats great, thanks for sharing. I haven't used bollinger bands like that before and can think of a lot of applications outside of just this system :D I'm adding this to my to do list and will see what I can come up with. It might be a little while depending on how busy my day job is ...

Hi rlygangesh, You can use the momentum detection part on smaller time frames but I have not had much success turning it into a profitable automated trading system. This is mostly due to not having a sufficient exit strategy. On the my implementation of the Buttonwood system I just shared on the But...

Alright, here are a couple more charts. First, just for kicks, here is the backtesting summary with dynamic position sizing and a contract cap of 100. This is on the same chart as the previous screenshots from 10/1/12 to 1/10/17. Starting account size is $25k and it trades one contract per $10k of a...

Hi all, I've been working on a modified version of the Buttonwood system for a couple months now and finally have something I am happy with. You can find the backtesting code for my version here: http://www.wave59.com/library/scriptdetail.asp?id=181 You will see I did a little refactoring on some of...

Ok, I'll keep playing with it. Not a big deal if I have to just pass the result to a function if there is a bug. I have to say, I was really impressed when I discovered qscript had regular expressions so its too bad they are not more widely used :/ For anyone else reading this, regex is incredibly p...

Got it, thanks Earik. My issue was trying to use clear() in the function after I had passed. I'll just avoid passing arrays and will instantiate where I need them.

Thanks!

Hi all, I wanted to share one last thing today in case someone is able to use this as a basis for building a better system. In my post regarding the MVS with Adaptive Batch Exit and Adaptive CTS (http://groups.wave59.com/viewtopic.php?f=9&t=149), I shared the final version of my ES Daily system. In ...

Hi all, This is another trading system I built that uses my custom implementation of momentum divergence detection. I'm not using this to trade live but instead am using this as a sub-system in the Livermore MVS I shared earlier. I'm sharing it in this format so you can see the benefit of including ...