VXX mechanical system

    Posted by rank10 on 8th of Jan 2010 at 07:19 pm

    this system doesn't produce the greatest returns but 124% in less than a year is still respectable.

    i would appreciate any help in trying to inprove upon the system

    here are the input values

    15 minute chart, MA_1=28, MA_2=51, both MA's are simple, Breakeven=4.9%, Profit Target=6.2%, TrailingStop=6.2%

    have a great weekend

     

     

    Thank you for sharing Rank. 

    Posted by sporopat on 10th of Jan 2010 at 08:53 pm

    Thank you for sharing Rank.  It looks pretty interesting!  I spent yesterday trying to figure out how to code the breakeven parameter in Ninja using the Ninjatrader help blog and I think I figured it out (I'm not too good with creating strategies outside of the wizard).  If anything, that will be a good bit of code to apply to strategies in the future.  Thanks again!

    speaking of systems, we also

    Posted by matt on 10th of Jan 2010 at 08:57 pm

    speaking of systems, we also plan to have some Ninja Code in the BPT store as well.

    Oh Matt that is awesome!!!!! 

    Posted by sporopat on 10th of Jan 2010 at 09:08 pm

    Oh Matt that is awesome!!!!!  That's perfect for us Canadians that are very limited in what/who we can use!!!  Whenever you have made mentions about the store you will be setting up, it bummed me out a bit because I felt like I would be missing out....but this is awesome news!!!!  I am really looking forward to it!!

    Rank- thanks for posting the VXX

    Posted by matt on 10th of Jan 2010 at 03:06 pm

    Rank- thanks for posting the VXX mechanical system, it's members like you and others who share ideas that really make this a great trading community!  I'm only one person and I can only do so much, therefore you guys really help Laughing

    And By the way guys, this week we will be releasing some new mechanical systems, as well as making some teaks/improvements to the old systems.  Also we plan to take a away a few of the ones that are under-performing or just going sideways.   We also plan to launch a BPT store soon that contains many custom BPT indicators that you can't find anywhere else, I will follow up on that in the near future.

    I hope everyone had a great weekend.  I'm working on the Newsletter, and back end system stuff.  Sunday is always super busy for me, therefore I will unavailable to answer questions until late evening.  Therefore go back to enjoying your Sunday, watch some football, play in the snow, whatever it is you do to enjoy  your Sunday.

    Matt

    Very nice!

    Posted by shamutooth on 9th of Jan 2010 at 11:37 am

    Very nice!

    what does a 5 year

    Posted by vnathwani on 9th of Jan 2010 at 12:01 pm

    what does a 5 year equity curve look like?

    the stock has only been

    Posted by rank10 on 9th of Jan 2010 at 12:49 pm

    the stock has only been around since jan 30th of 2009

    so its not possible to go back that far

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