Replies to post #25782 on ETF SWING & DAY TRADING

[stock-trace]

nice.
what does a stop level of 2-40% mean?

thx

[positiontrader]

112.5% average annual returns.Is that the best you can do? Just kidding Jared

Seriously that is quite amazing.

When you run it next day open it should exceed 115%
What I like about your testing is that people can modify it to their needs.If they focus on total returns they can use the first method.If minimizing downdraws are more important to them they can use the second method.


Can you show the 2x returns listed yearly along with the 2x ndx returns to compare?
One last thing would be to run a 2x test but add the short the - di at 10 in a bull mode using the following rules.

http://www.investorshub.com/boards/read_msg.asp?message_id=10118765

Regards

Marc

[kenwong]

MetalFillBoy, Positiontrader: CSGCOS 1-day Signals

Can someone from your group email me the CSGCOS's 1-day QQQQ signal on a daily basis after the market closes?

I think you're using Excel to generate these backtests ... so producing a 1-day signal is probably part of the output, yes?

I'm Excel-illiterate ... so if you can email me the signal ([e-mail]), I'll keep post the signals on a daily basis in the "Top Gun" 1-day List so we can see how it performs "live".

[stock-trace]

thaanks for the exp.

the 4%/3% stops-

just wondering how a max trade dd of 7% could happen if the stop is 4%. - is that high to low, isassume. also, the max system drawdown of over 25%- how is that possible; what happened there?

couold we look at the revised trade history.

one other thing-

is there a way to check this protocol modification:

-bull signal short above 75 (not 70) if nasi > 0.

-bear signal rsi(5) long at 28 if nasi rising or nasi >0. otherwise long with rsi going< 28 followed by +closing day or rsicross over 30.

the theory being to get long under better circumstances, or getting the heck out of the way under difficult circumstances.

-with a 3/4% stops

thx for improvingmy understanding =of these markets!

[tclark1]

I am coming up with similar results from my spreadsheet. I have found an 8% stop on a long position and a 30% profit level to produce these results: 1X - 48% from 1986 to 1995 and 52% from 1996 to 2005 with max draw down/loss of 13%

I have also found similar results with a HARD stop of 4% on long positions and a profit level of 30%. 1X - 50% from 1986 to 1995 and 56% from 1996 to 2005 with an obvious max draw down/loss of 4%.

By hard stop, I mean that if the stop is triggered EOD, make the program assume you sold at a hard/preset stop of 4% during the day.

I believe a hard stop set on the short side of 1.5-2% will increase results further, but I haven't finalized the programming on it yet.

Please email me a copy of the CSV file you mentioned if you have time. [e-mail]

[KovuLK]

MetalFillBoy re: CSGCOS, EOD and next day open


I suppose the idea is that are signal is based upon the NDX/NASI but buying Q's either at end of day or opening day, with leverage and without leverage. Is this right??

Considering funds, the EOD works well because thats what you get is the EOD price, whereas with Q's we all could get a different price selling at EOD. Now for funds the next day would not be the open but again the EOD. I suppose with funds you just take the EOD method as best you can determine at 3:50ish??

Thanks
kovu