GB Zone

[gnawbone]

Todays chart 061306

[gnawbone]

MDA...notice how the IT MI was showing a potential bottoming process! IT and NZT are both EOD MI. NZT fast and IT slow.

Also note how ineffective macd and stoch were in this situation. They are set very fast for my intraday stuff and could be better fit.

[gnawbone]

051806 60 min chart
The 60 min chart had 2 round trips and grossed 11.75pts

This betters the 5 and 15 min charts.

I have seen this before. The natural tendency when getting chopped in one time frame is to go to a shorter one. But I have often seen a longer one is the answer.

[gnawbone]

051806 eod QQQQ analysis

[gnawbone]

Running tally
(pre) ........5min NQ.....15m NQ(pts)..5 min ER2(pts)
05/16/06.......na.............28.5...............2.2
05/17/06.......na.............12.75..............6.4
05/18/06.......9.0............(6.25).............na

Total..........9.0.............35.0.................8.6
Comments: intrabar mgmt might have helped today...will see

[gnawbone]

System trades 051806

15 min NQ
9 tr.... (6.5) pts
er2... na

5 min NQ
22 tr....9.0 pts

Note the 5 min made profit while the 15 min lost for the day.

As I watch this develop during the day, I noticed during the early day chop, if I used some intra-bar trade management I probably could have bettered both sets of numbers. But since this is an eobar system, it would have substantially skewed results from the chart capture. Will have to develop a intra-bar mgmt system.

5min chart here

[gnawbone]

Running tally
(pre) ... NQ(pts)..ER2(pts)
05/16/06.....28.5.....2.2
05/17/06.....12.75....6.4


Total........41.25....8.6
Off to a good start, but lots of volatility to take advantage of.

[gnawbone]

After recovering from technologyitis,(timing problems between my system and data server clock), the modified trading system seems to be ok.

05/17/06.... should have grossed (fulls points not ticks)
nq.... 12.75 pts
er2... 6.4 pts

Attached are the charts and trade signals

[gnawbone]

Simple EOD Mcsumm and Ema crossing system for QQQQ

This is a 3D analysis of the above system. This system yielded approx 16% in the 1st half of 2005.

I find the nuances of 3d structure quite interesting.

[gnawbone]

Hi Karl, thanks for the feed back on Tradestation.

I will have to get a better data vendor or consider seriously the Tradestation and their brokerage platform.

If you look again at the 2nd chart you will notice that there is an equity curve in red at the bottom. This curve represents approximately 2 months of trade data and captured approx 423 NQ points, trading 1 contact per signal.

This represents about 470% gain, not including taxes or commissions.

As I mentioned earlier this is still under development and my historical data is a huge problem. The above results were based on early contract data that had very little OI support, but it was all I had at the time of my testing.

Good luck to you and thanks for your feedback,

Gtty,
gb

[Karl50]

Hi. Nice charting but you have to get the result numbers. The thing I like about tradestation is you can back-test strategies and it will give you very detailed reports. Returns, trade dates, %of returns, equity graph, etc... (endless) I really love that feature.

The system also lets you optimize settings to improve returns. The computer will automatically optimize whatever you want it to. Great feature also but beware not to curve fit formula's.

1)Ease of programming.... Not easy enough for me because I don't have time to learn. But because tradestation is so widely used they have specialists that are independent programmers that will program any strategy you can put down on paper for an hourly fee. I found a local guy who charges me $50.00/hr. I had the RSI5 strategy totally programmed for $100.00. We'll worth the price for no headaches if you don't want to learn. I just have no time running my own business.

2)Data quality: Perfect Data with no problems. Live feed and "HUGE" back data up to 15 or 20 years. I don't remember exactly. The tick data they have even as far back as 10 years I think.

3)Is there a way to automatically optimize a trading systems back tested performance?: Again Yes they do have that optimization feature which is a killer application. Love that to play with parameters of what if's.

4)Customer support quality? Perfect. I can place trades over the phone and get software support over the phone 24 hours a day since they are a futures broker and need people on stall 24 hours a day during the normal trading week.

I used to trade with Ameritrade and TradeKing but when I signed up with them I closed all my other accounts. Their executions are super fast and great fills because of the speed. I think you get the idea.

Good luck.
Karl

[gnawbone]

Data errors from backfill.


Chart before backfill


Chart after Backfill

[gnawbone]

Welcome to all who enter and GTTY.

GB