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Search: Posts Made By: pepelucho
Forum: Commodities June 22nd, 2014, 08:54 PM
Replies: 28
Views: 6,983
Posted By pepelucho
Unfortunately this paper pretty much concludes...

Unfortunately this paper pretty much concludes there's no way to come up with a programmatic trading system, at least not using any historical data. And using future data is impossible. So lets all...
Forum: Commodities June 21st, 2014, 02:47 PM
Replies: 28
Views: 6,983
Posted By pepelucho
I've also posted all the statistics generated by...

I've also posted all the statistics generated by the Tradestation report. There's a lot of information there. What other information do you feel is necessary for intelligent comment ?
Forum: Commodities June 21st, 2014, 01:18 PM
Replies: 28
Views: 6,983
Posted By pepelucho
I don't want to share too much about the system...

I don't want to share too much about the system since it has taken me a long time to get to where it is. This is what I can reveal :

It's 100% automated without any subjective input in my part. ...
Forum: Commodities June 13th, 2014, 09:34 PM
Replies: 28
Views: 6,983
Posted By pepelucho
Actually I've been trading CL in a funded account...

Actually I've been trading CL in a funded account for years now, and I have this strategy automated on ninjatrader which is way easier than manually trading it. Not sure what a TST combine is, maybe...
Forum: Commodities June 13th, 2014, 09:28 PM
Replies: 28
Views: 6,983
Posted By pepelucho
I had gotten so sucked into CL that I had...

I had gotten so sucked into CL that I had forgotten to test out all the other energy futures !
Thanks for the reminder, mike !

I have a lot of work ahead of me ...


Here is NG, again, with...
Forum: Commodities June 13th, 2014, 09:18 PM
Replies: 28
Views: 6,983
Posted By pepelucho
yea, I've fiddled with the time frame to no end. ...

yea, I've fiddled with the time frame to no end. It works across all time frames that I've thrown at it, the one I use is just the one that ends up working best. Usually changing the time frame...
Forum: Commodities June 13th, 2014, 09:10 PM
Replies: 28
Views: 6,983
Posted By pepelucho
QM again

Here is QM again, with profit and stop targets cut in half and no other changes :

https://nexusfi.com/attachment.php?attachmentid=149043
Forum: Commodities June 13th, 2014, 09:01 PM
Replies: 28
Views: 6,983
Posted By pepelucho
Oil patterns

I'm aware of the rationale that a good trading system should work across a variety of symbols. I actually started off my system trading ER / TF. Thing is, the system has evolved to take advantage...
Forum: Commodities June 13th, 2014, 08:38 PM
Replies: 28
Views: 6,983
Posted By pepelucho
I don't think that at all

haha, I don't think I didn't curve fit, as a matter of fact I'm pretty sure that it's a curve fit.

This is like the 10th iteration of this system, so far all previous tries ended up too curved...
Forum: Commodities June 13th, 2014, 06:54 PM
Replies: 28
Views: 6,983
Posted By pepelucho
good point

Good point, here are more details :

it's an intraday strategy and the strategy report info bellow is for trading 1 contract continuously, not ramping up contracts.
This is 60 months of data :
...
Forum: Commodities June 13th, 2014, 06:13 PM
Replies: 28
Views: 6,983
Posted By pepelucho
tried that

right, like I've said, I've been working on this strategy for the last 4 years, and before that I was day trading since 1998. I have tried walk forward optimization testing and it didn't help. I do...
Forum: Commodities June 12th, 2014, 11:56 PM
Replies: 28
Views: 6,983
Posted By pepelucho
please comment on my trading system

I've been working on a CL day trading system for the last 4 years. Basically so far it's been a system that is over optimized and breaks down eventually and needs re optimization. However I think...
Showing results 1 to 12 of 12

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