I will post trading signals from my system as they happen. Last year
the system generated 5157 points profit. On the short side, profit was 1943
points, two losses that exceeded 100 points (-173 and -107). On the long side, profit was 3223, only one loss exceeded 100 point (-102).
The system gave 45 signals in total, that was 5.77 trading days per signal, with average profit of 114.8 points per trade. Signals are generated near the end of a trading day, so I place MOC to go long or short, but I will post signals after stock markets close.
In practice, I lock profit when it exceeds 2.7% on the long side, and 2.9% on the short side. But the system takes profits at 2.7% and 2.9%, respectively.
The system is based on a/d and price. I will not have time to discuss the details of my system.
On DJ futures, 1 point per contract is $10, initial margin is $6000, so, initial capital should be at least $8000. |
