Does anyone have the max intraday drawdown (unrealized) for the
system. I think I remember a post where it was 13%. If so, do you
have the date as well? I am curious to see how that correlates to
SSO and the futures.
thanks,
DT
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Hey Matt, How much capital is
Trade statistics to some of the mean reversion systems
Posted by dtheo on 23rd of Apr 2024 at 11:54 pm
Hey Matt,
How much capital is used for these tests?
And does it use the multiple scale ins like shown on the tables on the systems page?
Thanks
Confused- Rsi exiting on spy
mean reversion systems
Posted by dtheo on 6th of Oct 2023 at 03:12 pm
Confused- Rsi exiting on spy and es then holding on spy???
Are these stops for daily
New stops on SPY and ES breakout
Posted by dtheo on 19th of Apr 2023 at 11:36 am
Are these stops for daily close or intraday?
why do you have 2
Systems updated trades lists and other things
Posted by dtheo on 26th of Feb 2023 at 12:55 pm
why do you have 2 contracts for the first entry on ES Bear Long? Is it an error or do some systems use different sizing?
How are we supposed to
ES and SPY systems update.
Posted by dtheo on 25th of Feb 2023 at 07:38 am
How are we supposed to enter after 5 on Friday??
It's this for Sunday night open or Monday open?
Just trade the damn signals!!!!
Systems and flight
Posted by dtheo on 21st of Feb 2023 at 01:46 pm
Just trade the damn signals!!!!
Results
GDX Renko
Posted by dtheo on 25th of Oct 2011 at 11:13 am
This system looks to have made maybe 2 points over the past year and a half by my eyeballs.
Maybe I am wrong due to the way it prints bars and signals but it looks like it is pretty much worthless.
Agree or is there something i am missing?
GDX System Status
Posted by dtheo on 20th of Oct 2011 at 03:48 pm
Please update - it hit the intraday stop but is now up. will the signal go on a sell at EOD?
thanks
shorting
what a sucker rally...
Posted by dtheo on 6th of Oct 2011 at 05:22 pm
trying to short marketguy's dog but he's listed as hard-to-borrow
if this trade wasn't on, when would the next signal be?
Historical Draw Downs to the system
Posted by dtheo on 9th of Aug 2011 at 12:19 am
Matt,
If this trade wasn't taken, would the system go long into this crash? at what price level(s)?
thanks,
DT
Drawdown Stats
Current SPY Position
Posted by dtheo on 9th of Jun 2011 at 07:02 pm
Does anyone have the max intraday drawdown (unrealized) for the system. I think I remember a post where it was 13%. If so, do you have the date as well? I am curious to see how that correlates to SSO and the futures.
thanks,
DT