Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : MP - Market Pulse -- Ignore unavailable to you. Want to Upgrade?

To: peter n matzke who wrote (737)	7/18/2001 1:09:52 PM
From: peter n matzke	Read Replies (2) \| Respond to of 1328

i also trade a mechanical system, using charts to filter trades with the trend, unfiltered the systems do ok, with a good eye on the trend they have the ability to do much better system 1 and 2 are the same, the only difference is the time that they reference Sys1 trade 1 contract NQ all items are listed are after commission and deduct 1/2 point slippage 7/18 $290 35 trades W% 42.86 7/17 <$38> 89 Trades W% 47.19 7/16 $3176 70Trades W% 65.71 7/15 $50 1 Trade W% 100 7/13 $1798 89 Trades W% 50.94 7/12 $386 65Trades W% 50.77 7/11 $4722 68 Trades W% 63.24 7/10 $766 30Trades W%63.33 Sys2 trade 1 contract NQ all items are listed are after commission and deduct 1/2 point slippage 7/18 $688 22 Trades W% 40.91 7/17 $448 38 Trades W% 50 7/16 $80 36 Trades W% 44.44 7/13 $1866 25 Trade W% 60 7/12 $508 28 Trades W% 53.57 7/11 $2714 42 Trade W% 61.9 7/10 $348 37 Trades W%43.24 7/9 <$338> 44Trades W% 50 7/8 <$276> 1 Trade W% 0 7/6 $1684 22 Trades W%72.73 7/5 $154 22 Trades W%31.82 7/3 $126 10 Trades W%60 If i could find a way to filter the trades even further, reducing the total number of trades per day and still maintain the profitability i would like to do that, but at this point in time i have not been able to find a mechanical filter that is able to keep the profit up with less trade activity. Any and all suggestions are gladly appreciated. Note just changing to a larger time frame significantly reduced the performance while reducing the number of trades