[TWI]

There seems to be not much in here on strategy specifics.
Here is es one.
If exchange time > 1500 and C < (H+L+C)/3 then buy C limit
Sell next day at 0830

Put some sort of stop and prof target in there and hey, you get decent equity curve. Any comments?

[zdo]

Have you been reading Larrry William's mail ??

[brownsfan019]

Originally Posted by TWI »

There seems to be not much in here on strategy specifics.
Here is es one.
If exchange time > 1500 and C < (H+L+C)/3 then buy C limit
Sell next day at 0830

Put some sort of stop and prof target in there and hey, you get decent equity curve. Any comments?

So it's an overnight hold strategy?

Post some screenshots as some of us are visual learners.

[TWI]

It worked less well in the current environment but equity curve used to be excellent.

[brownsfan019]

Not bad - so the question is - is this a momentary correction due to this volatility or the start of the end of the system?

Figure that out and you can become wealthy over time.

[TWI]

I think the system has a fair methodology considering that the market after a sell off tends to retrace some of the loss after the close. In the recent environment it has struggled as the volatility has increased yet the stops and profit targets I employed were not vol adjusted. I have not tested recently over a range of values as I do not run this live at the current time (have a vol filter and es vol is simply off the scale for me) but i will keep my eye on it and when things settle down I will switch it back on. I would not like to think this is the only system I had and I think that if you make your living trading as I do you need to employ a large number of methods in order to create a smoothed return over time.

[brownsfan019]

I agree, well said!