Good Morning Vesslin. I'm currently up to version 21F, having encountered and corrected many mistakes. Most of them came in realtime experience. The program took a strong leap forward when I built in logic to allow it to change its mind if it bought too soon or sold too early.
Just looking around here for other system ideas. I think I've taken mine as far as I can, code-wise. Details below
Current system status is in cash, from latest sell, which was 11/19/04
Bearing in mind only 2004 is real time, real money, over all system results thru start of bactest to today is
36.1% annualized over the 8.6 year time period.
10k to 140K in 8.6. years (doens't include taxes or commission)
61 trades , 18 of which were losers
Current version is 21F.
Results as stated are from using mdy, profunds enhanced funds would be much more.
8.6 year backtest is done with the exact same code and triggers, no changes anywhere thruout the entire time frame.
System makes trades that last from weeks to months, mainly and they are based on interrelated extremes in vix, put call, mclellan ratios etc. 2 observations I'd like to stress:
1. I know most folks here are shooting for much more return than 36% annual but I was just looking to substantially outgun a real good mutual fund.
2. This system would bore a real trader to tears or worse, its like watching paint dry.
my site can be googled as mvp signal system
Regards, Steve
You CAN time the market!
But only after you trash the big 3 myths.
Myth 1 - its possible to get every point of every move
...Myth 2 - you'll never have a drawdown
......Myth 3 - you'll never have a loss
