I do have a swing mechanical SRS system that I have not released
yet because I wanted to do some more work on it. It will hold
overnight and sometimes for 3 - 4 days. This month it is up about
30% so far. For example in the short term, it went Short SRS
on 7/10 and is still short today!
Since Jan 2008 the SRS swing system is up about 150% more than
the normal 15 min SRS EOD system. However some months the
normal SRS 15 min EOD system does better, for example this May the
swing system made 26% whereas the EOD system made 55% and so the
EOD system did twice as good. But overall the last 1.5 year
the swing system made more money, for example the swing system made
84% and 91% in April and March, vs 55% and 64% for the EOD
system. Anyway I would like to improve it more before I
launch it, but here's a chart. Again I'm not showing the MA's
right now,
Matt, Your never ending work is appreciated, and I'm sure
that I speak for everyone! This is wonderful news regarding the SRS
Swing system you are working on. I can't wait to get the details.
The stats look fantastic!
Posted by jlevinthal on 15th of Jul 2009 at 06:49 pm
Matt, Its good that you are developing Swing systems. Please
keep in mind that systems like TradeStation make it difficult to
use two different strategies on the same stock. So if we were doing
end of day strategies on SRS, SKF, FAZ and SSO, it would be nice to
use some different stocks for the Swing systems, Have you looked at
QLD for example. Thanks for all the good work, ... Joel
you can open two accounts at TS or open an account at IB and
send the TS signsals there. Its worth having two accounts
anyway because you can have one with per share commissions and one
with per-trade, which makes low priced stocks much less expensive
to trade. And also lets you easily trade one symbol with two
systems in different time frames, whether one is a swing system or
not. As Robin says, you need 25k per account to do it.
Posted by rgoodwin on 15th of Jul 2009 at 08:40 pm
jlevinthal - just want to point out that one way around the
rules at TS is to have 2 accounts. Of course they must both be
funded with the minimum 25K so this may not be a solution for
everyone, but don't lose sight of the option if you have the
resources.
mechancal SRS swing system
Posted by matt on 15th of Jul 2009 at 02:32 pm
I do have a swing mechanical SRS system that I have not released yet because I wanted to do some more work on it. It will hold overnight and sometimes for 3 - 4 days. This month it is up about 30% so far. For example in the short term, it went Short SRS on 7/10 and is still short today!
Since Jan 2008 the SRS swing system is up about 150% more than the normal 15 min SRS EOD system. However some months the normal SRS 15 min EOD system does better, for example this May the swing system made 26% whereas the EOD system made 55% and so the EOD system did twice as good. But overall the last 1.5 year the swing system made more money, for example the swing system made 84% and 91% in April and March, vs 55% and 64% for the EOD system. Anyway I would like to improve it more before I launch it, but here's a chart. Again I'm not showing the MA's right now,
SRS Swing System
Posted by druzin on 15th of Jul 2009 at 03:26 pm
Matt, Your never ending work is appreciated, and I'm sure that I speak for everyone! This is wonderful news regarding the SRS Swing system you are working on. I can't wait to get the details. The stats look fantastic!
here's the monthly percentage gains SRS
Posted by matt on 15th of Jul 2009 at 02:41 pm
here's the monthly percentage gains
SRS Swing System
Posted by jlevinthal on 15th of Jul 2009 at 06:49 pm
Matt, Its good that you are developing Swing systems. Please keep in mind that systems like TradeStation make it difficult to use two different strategies on the same stock. So if we were doing end of day strategies on SRS, SKF, FAZ and SSO, it would be nice to use some different stocks for the Swing systems, Have you looked at QLD for example. Thanks for all the good work, ... Joel
you can open two accounts
Posted by Michael on 15th of Jul 2009 at 10:06 pm
you can open two accounts at TS or open an account at IB and send the TS signsals there. Its worth having two accounts anyway because you can have one with per share commissions and one with per-trade, which makes low priced stocks much less expensive to trade. And also lets you easily trade one symbol with two systems in different time frames, whether one is a swing system or not. As Robin says, you need 25k per account to do it.
Swing Systems
Posted by rgoodwin on 15th of Jul 2009 at 08:40 pm
jlevinthal - just want to point out that one way around the rules at TS is to have 2 accounts. Of course they must both be funded with the minimum 25K so this may not be a solution for everyone, but don't lose sight of the option if you have the resources.
Matt not a bad month
Posted by billrosen on 15th of Jul 2009 at 03:07 pm
Matt not a bad month in October up 156%