@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.
Search found 34 matches
- Sun Jan 15, 2017 9:35 pm
- Forum: Mechanical Systems
- Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
- Replies: 116
- Views: 430094
- Sun Jan 15, 2017 9:53 am
- Forum: Mechanical Systems
- Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
- Replies: 116
- Views: 430094
Re: Systems Workshop: "Buttonwood" E-mini daytrading system
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 ...
- Sat Jan 14, 2017 11:53 pm
- Forum: Mechanical Systems
- Topic: Bollinger Bands Trading System
- Replies: 2
- Views: 17957
Re: Bollinger Bands Trading System
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 ...
- Wed Jan 11, 2017 9:30 am
- Forum: Mechanical Systems
- Topic: Momentum Divergence Trading System
- Replies: 3
- Views: 16456
Re: Momentum Divergence Trading System
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...
- Wed Jan 11, 2017 9:04 am
- Forum: Mechanical Systems
- Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
- Replies: 116
- Views: 430094
Re: Systems Workshop: "Buttonwood" E-mini daytrading system
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...
- Wed Jan 11, 2017 8:06 am
- Forum: Mechanical Systems
- Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
- Replies: 116
- Views: 430094
Re: Systems Workshop: "Buttonwood" E-mini daytrading system
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...
- Tue Dec 27, 2016 11:43 pm
- Forum: QScript
- Topic: Using regex in functions?
- Replies: 2
- Views: 4086
Re: Using regex in functions?
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...
- Tue Dec 27, 2016 11:35 pm
- Forum: QScript
- Topic: Passing arrays into functions?
- Replies: 2
- Views: 3860
Re: Passing arrays into functions?
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!
Thanks!
- Sun Dec 25, 2016 2:28 am
- Forum: Mechanical Systems
- Topic: Adaptive MVS
- Replies: 0
- Views: 14017
Adaptive MVS
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 ...
- Sun Dec 25, 2016 12:50 am
- Forum: Mechanical Systems
- Topic: Momentum Divergence Trading System
- Replies: 3
- Views: 16456
Momentum Divergence Trading System
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 ...