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Old 06-24-2010, 12:07 AM   #1

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Russell EMini Results

Little by little I want to populate this forum with real useful trade data. Results, in other words. I have been developing a new trade system now and have since been trading the Russell emini for about 12 weeks with it, although I backtested several months leading up to the end of 2009. I'm happy to say that it has been going extremely well. I have spent many hours diligently updating my UTA log with these trades and it has helped me fine tune it. I'm about to go back over the same trades and try a different targeting and stop calculation to see if it would have made a difference.

I'm not a computer programmer, but I am a trader. For me, I want to click through the charts bar by bar and really get a feel for what my trade method experiences. And what a difference that has made for me. I'm happy to say that I have had a positive result 10 out of the last 11 weeks so far (week 12 is still in progress and I'm a few points down). Here's the equity curve. I'll post up some more graphics and performance details as soon as I get some time. As you can see, the method really struggled the first few weeks. But then it exploded to the upside. Currently, like the BP and EC, we're sitting right at the all time equity highs. Check it out.
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Old 06-24-2010, 04:35 PM   #2

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Re: Russell EMini Results

I also trade the TF and have been examining and back testing several different strategies. I'm not sure what your system is, but it would be interesting to see how it performed in February and March of this year. Many of the strategies I've been looking at fell way short during those months due to the many tight range bound days.
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Old 06-24-2010, 06:40 PM   #3

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Re: Russell EMini Results

Great results. The TF was hard for a few months but now I think it's great. I'll be following this thread to see how it develops. I'm looking forward to hearing more about your trade system too.

Last edited by Tiobingo; 06-24-2010 at 06:53 PM.
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Old 06-24-2010, 07:00 PM   #4

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Re: Russell EMini Results

Mark, I completely agree with you. The Russell was lousy for a while. The vix was a tip off I think though. We had a lot of very low range sessions. I began developing my system around the end of 2009. I backtested about 4 & 1/2 months leading up to the middle of January. The results were excellent so at that point, I decided to begin testing on other markets; Crude, GBPUSD, and a bit of some other random charts just to see if my system was hitting the mark which it was, thankfully. Unfortunately, there are not enough hours in the day and I do this type of thing meticulously by hand, click by click because I believe it is the only way to really get the feel I need.

As a result, sadly, I do not have Feb and March. You can see from the equity curve that April was pretty tough too, although it did manage to end on a positive not, up 27 or so points I think. Then it really took off. I'm happy to say that the type of results I am getting is right in line with what I saw with my late 2009 backtest results. Rather than look back and worry too much about Feb and March, I decided to just keep moving forward AND, to keep my eye on volatility and range. If the vix drops way down and range starts to shrink, I'll remain vigilant and watch for dramatic changes in my results. Otherwise, I'll just keep it going the way it is.
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Old 10-13-2010, 09:59 PM   #5

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Re: Russell EMini Results

I use the TF 377 tick plan and also a 144tick next to it. I am trying to find a link to which tick chart based on the Average True Range {ATR] of the Day Chart. I have been trying to trade since 2005 and one thing is for sure. As soon as a plan is working, watch for something to change. If can learn more about tradestation, I believe that an automate management function can be set up like in Ninja. But just starting. Good Luck.
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Old 10-14-2010, 10:57 PM   #6

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Re: Russell EMini Results

I have called live in my live trade room, the Russell emini for 2 1/2 years now. I'm happy to say I have a long term winning track record with a variety of different strategies. But one thing I have never done was to jump around from time frame to time frame. For nearly 2 years I called and traded the 233 tick chart. 2009 using a very simple money management plan yielded a 400% net return over 10 months. Now, with SST, I've been calling the same tradeplan since April 5th and after 720 trades, I have a solid 67% winning percentage with the 377 tick chart and the results are even better. Yesterday, we broke out to all new equity highs as we do on a regular basis; +330 points since April 5th using the 2 position SST approach.

I don't say all this to boast or brag. I just wanted to point out two things. 1) I am not trying to guess what particular chart will be better from day to day. We're all geniuses with hindsight. The 377 tick has worked and continues to work, despite a tough session from time to time. I stick with it and it makes my daily decisions very easy. 2) The UTA gives me the confidence I need by really showing me what's inside my trade data. I can quickly see a 75% session winning percentage and an 85% weekly win rate. Stuff like that makes a huge difference. Confidence to show up and make the next trade accoring to a proven plan is trader nirvana, in my opinion. Check out the equity curve as of 10/12. Do you think I'll have any problem showing up to work tomorrow and making smart trade decisions at the right edge of the chart? Win or lose tomorrow, we'll be breaking out to new equity highs again before too long. That's the bottom line. That's where I want to live as a trader. SST combined with UTA is a winning combo that will put you right there and empower you to stay right there, session to session.
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Old 10-15-2010, 12:00 AM   #7

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Re: Russell EMini Results

What brokers do you guys use to trade the Russell and the emini's? I trade forex and have most of my account with fxdd but would like to have the ability to trade the Russell and emini's.

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Old 10-15-2010, 08:28 AM   #8

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Re: Russell EMini Results

I use Mirus Futures, for futures [ TF ES CL and the rest] and forex. I still trade with fxdd since 2005 excellent service folks
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