[jurotraderslab]

I have always been interested in seeing what other people can come up with when it comes to fully automated trading strategies. By that I do not mean them actually revealing their strategy logic (why would they?) but rather providing a glimpse of what risk/return/drawdown etc. their strategy can achieve.

So here is what I would like to see ideally in this thread. Whoever has a strategy that is fully automated (purely mechanical), please share some of your backtested (or better yet traded) results. The only requirement I pose here: only include OUT OF SAMPLE tests of your systems.

By the same token, here is what I wouldn't like to see: a bunch of people saying it's impossible to come up with a purely mechanical trading strategy.

To be fair I am attaching a snapshot of one of my strategies, I hope to see many others.

[Tams]

this is not my system, but a test I did for a friend



you can see more screen shots here:
http://www.traderslaboratory.com/for...tml#post109510

[jurotraderslab]

Thanks Tams. Could you also include an equity curve for that system?

[Tams]

Originally Posted by jurotraderslab »

Thanks Tams. Could you also include an equity curve for that system?

sorry, I don't have that anymore.

[crossbones]

Hello jurotraderslab. I have included one of my own strategies for the Mini Russell 2000 futures contract. This is a 12 month back test with a 4.5 point ($450) stop loss.

Best of luck,
crossbones

[crossbones]

Second try on upload.

Hello jurotraderslab. I have included one of my own strategies for the Mini Russell 2000 futures contract. This is a 12 month back test with a 4.5 point ($450) stop loss.

Best of luck,
crossbones

[j-ventura]

Tams, I would be curious to know exactly what you prefer to look at in evaluating a viable system?

Thanks,
James

[alfa2430]

hi croosbones,no file or attachment is here.u need to try an other time plz.AND
450$$$ stop loss is not too big?what is your profit target?And by the way,which platform u r using for this strategy,,,ninja or trade station or some thing else?