Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

swansjr

Universal on ES 5-Minute Chart

Recommended Posts

I would like the test a 5-minute setup on the ES market. The settings are listed below. If I remember correctly these chart settings were optimized by Clayburg last fall (fall 2008) and have not been modified since. The first test was started on May 11, 2008. The test simply consists of create a chart with the proper settings (see below) and allowing it to "trade" on live market data. I hope to track the performance over a series of weeks and/or months.

 

Start Time 845

End Time 1500

Close Time 1505

Cntracts 2

Target 1 9

Target 1 Cntracts 1

Target 2 0

Target 2 Cntracts 0

Target 3 0

Target 3 Cntracts 0

Pos Trail Toggle 0

Pos Trail 0

Target 1 Stop Toggle 0

Target 1 Stop 0

Initial Stop Loss 150

B1 20

S1 11

B2 7

S2 13

Toggle Equity Out 0

Equity Floor 0

Equity Trail 0

Max Trades 1000

Day Loss 600

Share this post


Link to post
Share on other sites

Week #1 Summary

 

The first week proved to be positive as it captured a decent chuck of the major trend. The best day was Tuesday, pictured below. One week down. Many more to test.

 

DATE TRADES GROSS P&L

5/11/2009 2 -$600

5/12/2009 4 $1,588

5/13/2009 2 $50

5/14/2009 2 $650

5/15/2009 2 $25

 

 

P&L: $1,713

 

attachment.php?attachmentid=10793&stc=1&d=1242672214

LiveTest_Week_01.jpg.752431392a9a7290e1b4877cd4999bd4.jpg

Share this post


Link to post
Share on other sites

Not too hot this week as the system was whipped around on the non trending days like Friday. Seems typical. The Universal needs trending markets.

 

SYMBOL DATE TRADES NET PROFIT

@ES 5/11/09 2 -$600

@ES 5/12/09 4 $1,588

@ES 5/13/09 2 $50

@ES 5/14/09 2 $650

@ES 5/15/09 2 $25

@ES 5/18/09 2 1187.5

@ES 5/19/09 2 -600

@ES 5/20/09 2 -600

@ES 5/21/09 4 50

@ES 5/22/09 2 -600

SUM 24 $1,150

 

attachment.php?attachmentid=10890&stc=1&d=1243041242

ES_20090522.jpg.dbd629de84b6a43e3d9d3dcea24b2e1d.jpg

Share this post


Link to post
Share on other sites

I am testing the universel clone on the ym. I use range bars only

ym is 25 range bar. ES is 3.3 range bar. ym seems to be doing

good 20 day backtest and running in sim. for 4 days has a

profit factor long trade 6.29 4 wins 1 loss. Short side profit factor

3.66 9 wins 2 loss'es. ES not so good.

Share this post


Link to post
Share on other sites
Thx for tracking this. So far, not good enough, I'd say. But close enough to keep watching for a few months.

 

I agree. I stopped updating every week because it was too time consuming. I want to do it once a month or at most, twice a month. I'm also working on some spreadsheets to help quantify the results.

Share this post


Link to post
Share on other sites

Here is an update through July 2, 2009. Please note, around June 2nd I changed the maximum day loss from $600 to $500.

 

Summary

 

attachment.php?attachmentid=11878&stc=1&d=1246580321

 

These attachments contain more detail.

 

ES_June_Update_1.png.9644c2799de1f6cc2a810cf6e5c7653c.png

 

ES_June_Update_2.thumb.png.87bac6dc04ce1b52a68662b152f33bd3.png

ES_June_Summary.png.03344accadbb34ed0bf7f74c62e3003c.png

Share this post


Link to post
Share on other sites
The big problem with this Universal system is slippage is not factored in.

 

That's true. A lot of systems don't include slippage or commissions. The above stats do have commissions, but not slippage. More than half the transactions in my tests are limit orders and the rest are market orders.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • ...hallucinates.... Student: “What if we gave the monkey LSD?” Guru: “The monkey already did LSD”
    • Question: To those that had/have cancer, what were the signs that made you think “something is not right here” to make you go see a doctor? Answer: So, 5/25/2018, I woke up, got ready for work, and as I walked to my car, I started gagging. Like something was stuck in my throat and I needed to clear it. And then it went away.   But 10 minutes after that, I was T-boned at 40mph on the driver side door. But what made me see a doctor was while my muscles felt better and bruises were going away, the gagging still continued, I started having fevers, my neck felt swollen, I was having such a hard time breathing, and I'd have random sharp pains in my chest, but not from where the seat belt saved me.   2 weeks after the accident, I finally see an urgent care doctor, who looks me over, tells me I'm fine, but luckily requests a neck X-ray. And I ask for a chest X-ray, which he rolls his eyes but let me have (most of my pain was in the neck, so I understand).   The very next day, he calls and says “So, that chest X-ray shows there's a 4 inch mass on your heart and lungs, and your lungs have been filling up with fluid, as well as in your pericardial (heart) wall. We need you to come in tomorrow.”   Turns out the big mass, due to the accident, caused my heart and lungs to tear and fill with fluid, the swollen neck and gagging was caused by 2 metastasized tumors, and the fevers and weight loss were symptoms. Stage 4b Hodgkin's Lymphoma.   But thankfully, we went very aggressive with chemo (and had a lot of bad side effects that don't normally happen to patients), and now I'm about 16 months cancer-free. Yay lucky X-rays! Rachel Jurina, Quora Source: https://www.quora.com/To-those-that-had-have-cancer-what-were-the-signs-that-made-you-think-something-is-not-right-here-to-make-you-go-see-a-doctor   Profits from free accurate cryptos signals: https://www.predictmag.com/  
    • As a man, the reality of life is the harshest part. I don’t mind looking older or becoming weaker over time; it’s nature.   Have you ever heard that the only people who will be loved unconditionally are women and children? Men will only be loved as long as they can provide until they are no longer needed. It doesn’t matter if you already did your best to get your kids to the best school or get the best things for them, if you stop before they’re done with it, there will be no thank you. The only thing they will remember is that they have to quit school at 15, ignoring all the previous 15 years of life you provided for them. The only people who will accept you, no matter what, are your parents. But in this situation, you might be that ungrateful child.   EDIT: Wow, I didn’t think this would get so much attention.   For those who disagree, I can only say that everyone has their problem. If you don’t get the chance to face such a thing, be grateful. Remember, sometimes what you throw in the garbage is something that someone wishes ever to have.” – ElZee, Quora   Profits from free accurate cryptos signals: https://www.predictmag.com/    
    • The good thing i had noticed so far is that the traderpot value is also on the rise..
    • yup its a gradual rollout the right way in my opinion, its really good and its exciting for the sto in 2027
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.