A great summary on the profits, but my question is whether
this is your true trading log, or just a back tested results? If it
is a trading back test reports, could someone who follow the system
and make similar profit shield some light on how well it
worked?
I would imgine this type of system work in a volite market,
but still I like to hear some real world example before trying
it.
Posted by bosscanuck on 11th of Apr 2009 at 08:56 pm
Try this, Make a
few 10 day charts of the system since March 10th. Then mark on the
signal days, the price level which you believe would have been an
objective entry price. Finish each trade at the EOD, say 3:45pm. Do
this for all the trades since Mar 10th. Start with a hypothetical
amount say... 10% of your trading account. Use 50% margin and
compound including your profits on each new trade. Do all the paper
trades including Friday's beauty 19% short. Calculate all the
dollars earned and the percentages. I guarantee the result will
help you with your decision.
My opinion on the results and how to know if they are
accurate...MHO ONLY!
I've done quite a bit of work in the strategy arena and have
often questioned how you can know if backtested results are any
indication of forward results. Well, IMO, seeing that Matt first
posted this system I believe in October or November of last year -
at the very least - you can absolutely rely on the results from the
point he first posted until today. This system has not changed
since that time and thus the results would be what has happened.
The only reason your results would differ is if you are getting
poor fills and have a large amount of slippage between reported
entries and exits and those that happened in real life. I am not
personally trading this system enough to comment on the specifics
but if you believe in the rationale above, then you would accept
the results, as I said, at least from the point initially posted to
today. Slippage is not a huge problem on most strategy systems if
you fully automate your trades - if your long
entry gets filled at a higher price then at some
point there will likely be an exit entry that gets
filled and a higher price and the result is essentially a wash -
Over Time. You need to consider slippage but it's likely not
going to chew away 400% profits.
sammy: The fastest moving line, the one that does the crossing
is always the EMA containing the least number of days. In this case
it is the blue line 9EMA.
about the SRS 9/39 trading system
Posted by hzhang on 8th of Apr 2009 at 02:22 am
Matt,
A great summary on the profits, but my question is whether this is your true trading log, or just a back tested results? If it is a trading back test reports, could someone who follow the system and make similar profit shield some light on how well it worked?
I would imgine this type of system work in a volite market, but still I like to hear some real world example before trying it.
-x
SRS Backtesting
Posted by bosscanuck on 11th of Apr 2009 at 08:56 pm
Try this, Make a few 10 day charts of the system since March 10th. Then mark on the signal days, the price level which you believe would have been an objective entry price. Finish each trade at the EOD, say 3:45pm. Do this for all the trades since Mar 10th. Start with a hypothetical amount say... 10% of your trading account. Use 50% margin and compound including your profits on each new trade. Do all the paper trades including Friday's beauty 19% short. Calculate all the dollars earned and the percentages. I guarantee the result will help you with your decision.
SRS 9/39
Posted by rgoodwin on 8th of Apr 2009 at 11:26 am
My opinion on the results and how to know if they are accurate...MHO ONLY!
I've done quite a bit of work in the strategy arena and have often questioned how you can know if backtested results are any indication of forward results. Well, IMO, seeing that Matt first posted this system I believe in October or November of last year - at the very least - you can absolutely rely on the results from the point he first posted until today. This system has not changed since that time and thus the results would be what has happened. The only reason your results would differ is if you are getting poor fills and have a large amount of slippage between reported entries and exits and those that happened in real life. I am not personally trading this system enough to comment on the specifics but if you believe in the rationale above, then you would accept the results, as I said, at least from the point initially posted to today. Slippage is not a huge problem on most strategy systems if you fully automate your trades - if your long entry gets filled at a higher price then at some point there will likely be an exit entry that gets filled and a higher price and the result is essentially a wash - Over Time. You need to consider slippage but it's likely not going to chew away 400% profits.
MECHANICAL SYSTEM
Posted by sammy1 on 8th of Apr 2009 at 07:22 am
Good Morning:
Can anyone please tell me which EMA is the red one and which ema is the blue one?
Thank you
Blue is 9, Red is
Posted by padraigm on 8th of Apr 2009 at 08:19 am
Blue is 9, Red is 39
sammy: The fastest moving line,
Posted by vmath on 8th of Apr 2009 at 07:54 am
sammy: The fastest moving line, the one that does the crossing is always the EMA containing the least number of days. In this case it is the blue line 9EMA.
SRS
Posted by pjsmitnl on 8th of Apr 2009 at 05:34 am
how many shares have been traded to get these figures, that,s what I could
not find in overview , do you trade 100 0r 1000 per signal
and is it as easy to get long and short SRS ??????