I added a new mechanical system to the premium content section,
this one is slightly different than the others in that it uses 2
sets of MA's instead of one. here's some of the stats, it's
been pretty god
regarding the new FAS system, I also have a system that uses two
moving average sets for FAZ. I may post this one over the
weekend or I might replace one of the current FAZ swings with it,
as you know we currently have two FAZ swing systems, so I might
just replace one of them with this one, here's the monthly
stats
Thanks Matt. I personally like to optimize all of the
systems myself. How do you optimize 2 sets of MAs? One
thenthe
other........or
both at the same
time?
Yes, optimize one MA set, and then optimize the other set.
There are of course tricks to optimizing that I hope you
employ. Don't take only the first result, you have to look at
the optimization report and click through and look at the profit
curves, look at the draw downs, look at the monthly profits, pick
ones that have no or very few losing months instead of ones that
have higher PF's or total winning amounts etc
Thanks Matt. I personally like to optimize all of the
systems myself. How do you optimize 2 sets of MAs? One
thenthe
other........or
both at the same
time?
That is not correct, the parameters to those systems are NOT for
tradestation, they can be used in any platform. Yes the MHTML
file is from TS.
It uses MA's crossovers for the signals, if you have MA
crossover code for Ninja Trader, then just use that, the important
parameters are: the time frame, the MA's and types, profit target
percentages. If you already have MA crossover code for Ninja
Trader than you should be able to just change a few
numbers.
I don't use Ninja Trader, I used to, but found it too buggy.
Also, I personally trade these systems in
Multichartswhich
sends the trade signals to my Interactive Brokers account. I
don't use Tradestation at all for trading. I only use it to
post the stats because it's convenient to use their MHTML
file, but otherwise I use Multicharts personally.
Matt, I am seeing few differences with multicharts than
with your trade station results. For example on 5/24/10.
Do you see any differences at all in multicharts?
Thanks Matt. I personally like to optimize all of the
systems myself. How do you optimize 2 sets of MAs? One
thenthe
other........or
both at the same
time?
I'm not sure what you mean, all the settings are on the page.
it's just like the other 7 min FAZ systems, it's a swing
system, uses a 7 min chart, the MA's are listed, as well as the
profit targets, there are no pivots, again all the parameters are
listed in the table. Plus you can pull up the MHTML file and
look at all the parameters, everything is there that you need
when you have a sec you may want to clarify how exactly this
strategy works with the 4 sets of MA's. Some of us have to
code this up and we want to make sure that the strategy is running
exactly how its supposed to.
This is a little hard to explain, but this is what i am
personally confused about:
Does one wait for all the moving averages to cross one another,
or does each set of MA's work independently of one another. So when
the 1st set has to cross and then the 2nd set has crossed, one
would take the trade? Is that correct?
Rank - just put the two set of MA's on the chart, and the
computer will take care of it, it's that simple. This is NOT
a strategy that you can manually watch because you would get
confused trying to watch two sets of MA's crossing.
Just place the two sets of MA's on the chart and Tradestation or
Multicharts will do the trades automatically
Posted by imdarkman on 26th of May 2010 at 11:15 pm
I was wondering how to take the trade with two sets of moving
averages. Do you take the first MA crossover to trigger then
reverse on the first MA to cross again?
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New FAS mechanical system
Posted by matt on 26th of May 2010 at 10:46 pm
I added a new mechanical system to the premium content section, this one is slightly different than the others in that it uses 2 sets of MA's instead of one. here's some of the stats, it's been pretty god
regarding the new FAS system,
Posted by matt on 27th of May 2010 at 11:46 am
regarding the new FAS system, I also have a system that uses two moving average sets for FAZ. I may post this one over the weekend or I might replace one of the current FAZ swings with it, as you know we currently have two FAZ swing systems, so I might just replace one of them with this one, here's the monthly stats
Thanks Matt. I personally like
Posted by deberah on 27th of May 2010 at 11:49 am
Thanks Matt. I personally like to optimize all of the systems myself. How do you optimize 2 sets of MAs? One thenthe other........or both at the same time?
Yes, optimize one MA set,
Posted by matt on 28th of May 2010 at 11:02 am
Yes, optimize one MA set, and then optimize the other set. There are of course tricks to optimizing that I hope you employ. Don't take only the first result, you have to look at the optimization report and click through and look at the profit curves, look at the draw downs, look at the monthly profits, pick ones that have no or very few losing months instead of ones that have higher PF's or total winning amounts etc
Thanks!
Posted by deberah on 28th of May 2010 at 11:09 am
Thanks!
Shorting with T.S.
Posted by seadelight on 27th of May 2010 at 11:34 am
if the FAS shares are any easier to short than the FAZ shares. I haven't been able to short FAZ at TS since around the 12th of this month.
Thanks Matt. I personally like
Posted by deberah on 27th of May 2010 at 08:20 am
Thanks Matt. I personally like to optimize all of the systems myself. How do you optimize 2 sets of MAs? One thenthe other........or both at the same time?
Mech Systems
Posted by fareed_hilde on 26th of May 2010 at 11:33 pm
Matt
All the parameters are in the premium content section for trade station. Cld we have the same thing for ninja trader as well?
That is not correct, the
Posted by matt on 26th of May 2010 at 11:49 pm
That is not correct, the parameters to those systems are NOT for tradestation, they can be used in any platform. Yes the MHTML file is from TS.
It uses MA's crossovers for the signals, if you have MA crossover code for Ninja Trader, then just use that, the important parameters are: the time frame, the MA's and types, profit target percentages. If you already have MA crossover code for Ninja Trader than you should be able to just change a few numbers.
I don't use Ninja Trader, I used to, but found it too buggy.
Also, I personally trade these systems in Multichartswhich sends the trade signals to my Interactive Brokers account. I don't use Tradestation at all for trading. I only use it to post the stats because it's convenient to use their MHTML file, but otherwise I use Multicharts personally.
Matt, I am seeing few differences
Posted by vsunil on 27th of May 2010 at 12:25 am
Matt, I am seeing few differences with multicharts than with your trade station results. For example on 5/24/10. Do you see any differences at all in multicharts?
Thanks Matt. I personally like
Posted by deberah on 26th of May 2010 at 11:18 pm
Thanks Matt. I personally like to optimize all of the systems myself. How do you optimize 2 sets of MAs? One thenthe other........or both at the same time?
I see both sets of
Posted by imdarkman on 26th of May 2010 at 11:00 pm
I see both sets of moving averages. But, what are the parameters to use it?
Thanks,
I'm not sure what you
Posted by matt on 26th of May 2010 at 11:09 pm
I'm not sure what you mean, all the settings are on the page. it's just like the other 7 min FAZ systems, it's a swing system, uses a 7 min chart, the MA's are listed, as well as the profit targets, there are no pivots, again all the parameters are listed in the table. Plus you can pull up the MHTML file and look at all the parameters, everything is there that you need
when you have a sec
Posted by rank10 on 27th of May 2010 at 09:05 am
when you have a sec you may want to clarify how exactly this strategy works with the 4 sets of MA's. Some of us have to code this up and we want to make sure that the strategy is running exactly how its supposed to.
This is a little hard to explain, but this is what i am personally confused about:
Does one wait for all the moving averages to cross one another, or does each set of MA's work independently of one another. So when the 1st set has to cross and then the 2nd set has crossed, one would take the trade? Is that correct?
thanks
Rank - just put the
Posted by matt on 27th of May 2010 at 09:28 am
Rank - just put the two set of MA's on the chart, and the computer will take care of it, it's that simple. This is NOT a strategy that you can manually watch because you would get confused trying to watch two sets of MA's crossing.
Just place the two sets of MA's on the chart and Tradestation or Multicharts will do the trades automatically
That was my question too..
Posted by chlo888 on 27th of May 2010 at 09:19 am
That was my question too..
I was wondering how to
Posted by imdarkman on 26th of May 2010 at 11:15 pm
I was wondering how to take the trade with two sets of moving averages. Do you take the first MA crossover to trigger then reverse on the first MA to cross again?