Posted by retirefire on 17th of Nov 2022 at 10:41 am
So if I'm reading the stats correctly, it had draw down on all
but one trade, although insignificant in the grand scheme as
it profited in 92pct of trades. So it may be early.
2.9K on ES for a max draw down historically is very low. on MES
that would be 290, and yes was one day.
I have an idea - as far as stats and trade examples, this would
take some work over a week, but what might make sense in the
meantime instead of adding these to the website, would be that I
could create 22 tabs for each of the SPY and ES systems, have a
brief description in each time, along with stats, and also images
of past trade examples. again not a quick thing to do but maybe a
good repository for them.
SPY and ES systems early notifcation
Posted by matt on 17th of Nov 2022 at 08:56 am
FYI the DVDS system is currently meeting conditions for a 1st entry short - it's the one on the upper right
here's the stats on this
Posted by matt on 17th of Nov 2022 at 10:31 am
here's the stats on this DVDS short on ES
nothing new to report on
Posted by matt on 17th of Nov 2022 at 03:33 pm
nothing new to report on the systems. the DVDS is still expected to enter a short at the close of ES daily bar. no signals on SPY etc
that DVDS short on ES
Posted by matt on 17th of Nov 2022 at 03:56 pm
that DVDS short on ES is now not showing. Again the 5 pm close is what matters
Was this triggered?
Posted by laouuu on 17th of Nov 2022 at 05:02 pm
Was this triggered?
nope
Posted by matt on 17th of Nov 2022 at 05:28 pm
nope
that DVDS short setup is
Posted by matt on 18th of Nov 2022 at 09:29 am
that DVDS short setup is showing up again on ES, again what matters is later in the day
yesterday would have been a 'ghost' setup, where it shows up early on then goes away.
sold out of shorts prematurely
Posted by erikwil on 17th of Nov 2022 at 11:56 am
sold out of shorts prematurely
it's one of the longer
Posted by matt on 17th of Nov 2022 at 10:32 am
it's one of the longer held short trades, average hold time if you average all the trade history is 17 days
So if I'm reading the
Posted by retirefire on 17th of Nov 2022 at 10:41 am
So if I'm reading the stats correctly, it had draw down on all but one trade, although insignificant in the grand scheme as it profited in 92pct of trades. So it may be early.
2.9K on ES for a
Posted by matt on 17th of Nov 2022 at 11:08 am
2.9K on ES for a max draw down historically is very low. on MES that would be 290, and yes was one day.
I have an idea - as far as stats and trade examples, this would take some work over a week, but what might make sense in the meantime instead of adding these to the website, would be that I could create 22 tabs for each of the SPY and ES systems, have a brief description in each time, along with stats, and also images of past trade examples. again not a quick thing to do but maybe a good repository for them.
Do you think this ES
Posted by dakotadj on 17th of Nov 2022 at 12:18 pm
Do you think this ES will still show a short if mkt keeps rallying?
Thanks for the TL:DR version,
Posted by mastermind on 17th of Nov 2022 at 10:43 am
Thanks for the TL:DR version, retirefire.