day trade system, 93.5% profitable, does 1 - 2 trades per say.
Still working on it because I'm not happy with only 93%
winning trades
I've have commissions and slippage accounted for, I've been running
it for a week and matching the reports almost exactly.
One thought on the professional end would be for me to run the SPY
system and then run the ES day trade system as a hedge i.e. when
the SPY system is long, have the day trade ES system only take
shorts and vice versa.
Also I've done a lot of work turning the SPY system into a
professional system for a hedge fund that trades ES instead of SPY
because that way it is automated. I have a
sophisticated algorithm to be able to buy large orders of
ES of 500 - 1000 contracts NOT at market order, but spreads them
out and can get positive slippage
Matt ---looking forward to the ES system! BTW that equity curve
for the scale out system is SICK dude! I'm sending you a 45 degree
architects drafting triangle to save time in the future!
ES day trade system
Posted by matt on 29th of Jun 2011 at 04:29 pm
day trade system, 93.5% profitable, does 1 - 2 trades per say. Still working on it because I'm not happy with only 93% winning trades
I've have commissions and slippage accounted for, I've been running it for a week and matching the reports almost exactly.
One thought on the professional end would be for me to run the SPY system and then run the ES day trade system as a hedge i.e. when the SPY system is long, have the day trade ES system only take shorts and vice versa.
Also I've done a lot of work turning the SPY system into a professional system for a hedge fund that trades ES instead of SPY because that way it is automated. I have a sophisticated algorithm to be able to buy large orders of ES of 500 - 1000 contracts NOT at market order, but spreads them out and can get positive slippage
A dream come true.....if you
Posted by oreo on 30th of Jun 2011 at 04:25 pm
A dream come true.....if you ever decide to offer it to members...I may quit my job :)
Great!
Posted by turps on 30th of Jun 2011 at 11:06 am
Count me in whenever it goes live!
Matt ---looking forward to the
Posted by bkout3 on 29th of Jun 2011 at 06:30 pm
Matt ---looking forward to the ES system! BTW that equity curve for the scale out system is SICK dude! I'm sending you a 45 degree architects drafting triangle to save time in the future!
yeah that profit curve is
Posted by matt on 30th of Jun 2011 at 01:23 am
yeah that profit curve is pretty sick isn't it :)
ES day trade system - holy cow
Posted by tumbler on 29th of Jun 2011 at 05:19 pm
Matt - what are your plans for this?
Matt mentioned that he has
Posted by cw12 on 29th of Jun 2011 at 09:54 pm
Matt mentioned that he has a lot more plans for BPT in the future. May this be one of them? Exciting stuff either way Matt, and it looks great.