狗仔卡
发表于 2009-10-12 02:52 PM
As you've noticed, I'm gradually incorporating a few mechanical trading models as the supplement for my daily report. TREAT THEM AS A FUN STUFF, as they're by no means scientific models which are optimized over and over by elite groups, they are simply simulate what I may act on certain market conditions.
There're no perfect models, so my main idea is to have several models each giving signals on different timing on different method so in this way if one signal goes wrong then the others may well compensate the loss of the wrong one. The key is to allocate the fund properly. Simply following one or two models without a proper risk management will result in losing money no matter how accurate the model is. As you can see that the winning rate for the sample models listed below are barely above 50% – meaning for every two trades, there’ll be one losing trade. What really makes differences are gain/loss ratio which are all above 2, meaning you can afford to loss 2 trades for winning just 1 trade, as long as you EQUALLY put your fund in each trade.
Below are the 2 major models I’ll heavily refer to thereafter. (The performance may vary as I’ll be gradually adding fun stuffs to improve them.)
The visual back test of the Index ST Mode I and the back test summary.
The visual back test of the Reversal Bar trading setup and the back test summary.
Oh, one more thing: Models are designed for Index trading which applies to DIA/SPY/QQQQ/IWM and their leveraged fund such as DDM/SSO/QLD/UWM/BGU/TNA etc etc.
Good luck everyone and happy Thanksgiving, my deal Canadian fellows!
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2009-10-12 02:55 PM
