john.maddog.doe Posted September 10, 2012 Report Share Posted September 10, 2012 ES&NQ patched versions: http://[email protected]/filegroup/8Ovj9LmSyfwvQFIFpT6z4g cornelis, reflam, ⭐ osijek1289 and 6 others 9 Quote Link to comment Share on other sites More sharing options...
moncar Posted September 10, 2012 Report Share Posted September 10, 2012 What time frame this strategy suppose to work?. I tried 5 and 3 min and still no entries. Quote Link to comment Share on other sites More sharing options...
john.maddog.doe Posted September 10, 2012 Author Report Share Posted September 10, 2012 Strategy works in realtime only (or on replay data). On videos author uses 3 and 30 minute charts. newbie0101, reflam and moncar 3 Quote Link to comment Share on other sites More sharing options...
reflam Posted September 10, 2012 Report Share Posted September 10, 2012 Hi, Same here...trying with 3, 5 and 15 min. charts in real and in replay data and still no entries... Can you upload the author´s videos or the settings?...Are the default settings the correct ones?... Thanks in advance John!!! Quote Link to comment Share on other sites More sharing options...
moncar Posted September 10, 2012 Report Share Posted September 10, 2012 I use real time always but not entries Quote Link to comment Share on other sites More sharing options...
john.maddog.doe Posted September 10, 2012 Author Report Share Posted September 10, 2012 Videos were in the original archive: http://indo-investasi.com/showthread.php/19222-REQ-john-maddog-doe-Pls-edu-this-auto-system?p=240878&viewfull=1#post240878 moncar and reflam 2 Quote Link to comment Share on other sites More sharing options...
john.maddog.doe Posted September 10, 2012 Author Report Share Posted September 10, 2012 ES version works on ES only, NQ version - only on NQ. Monday and tuesday are no-trade days. Quote Link to comment Share on other sites More sharing options...
tradermic Posted September 10, 2012 Report Share Posted September 10, 2012 Backtest for ES + NQ, no TRADES! Quote Link to comment Share on other sites More sharing options...
newbie0101 Posted September 10, 2012 Report Share Posted September 10, 2012 Hi tradermic if you are trying to use strategy backtest? post#3 posted by john.maddog.doe "Strategy works in realtime only (or on replay data). On videos author uses 3 and 30 minute charts". Quote Link to comment Share on other sites More sharing options...
tradermic Posted September 10, 2012 Report Share Posted September 10, 2012 (edited) zenfirefeed realtime!! ninja xxx.10 multibroker/crack Edited September 10, 2012 by tradermic Quote Link to comment Share on other sites More sharing options...
moncar Posted September 10, 2012 Report Share Posted September 10, 2012 Thank you John. I will wait till Wednesday to try the strategy. Yes, I used the ES strategy for ES only. I'll try the 3 min on ES and will report any progress about entries. Quote Link to comment Share on other sites More sharing options...
⭐ ibandrew88 Posted September 10, 2012 Report Share Posted September 10, 2012 we will wait for ur comments my friend moncar have a nice day Quote Link to comment Share on other sites More sharing options...
⭐ osijek1289 Posted September 10, 2012 Report Share Posted September 10, 2012 (edited) QuantArbES trades. Odd though it doesn't Monday & Tuesday. Assuming you know how to set up and run a strategy in NT, do note there is an 'Enable Trading' true/false setting within the strategy settings that needs to be changed from the default of False. If you're not familiar with NT strategies, note you cannot have the Chart Trader active on the same chart that you are running the strategy on. You can though open another chart for ES, and have the Chart trader trader turned on there, which will allow you to see the pre-placed exits and entries that the strategy is planning, as price moves towards them Also, it is intended to trade ES at London start through to NY close. The default trade times within the strategy are for GMT. NT of course displays chart time in your local time zone. Thus, if you are NY/EST time, set the trading start to be 3am (30000) and the close for 4pm (160000) with the flatten 10 min after that. It is to be placed on a 5M chart; the author recommends 3M, which can impact position exit, as that occurs on a bar close. It does not necessarily need a ATM strategy, but if you set one up, it should override what is in the strategy itself. Note the default stop size is 48 ticks, which is $600 - the author has determined this is supposed to be optimum in ES over the years (presumably), but note that it is not uncommon for ES to range 6 points or 24 ticks in one NY session, so a $600 loss if you get caught upside down can hurt. I ran it against the week of August 19, through to the Friday close. For that specific week it did not come out overall profitable for it's 3 trading days. It lost $575 - you can see the daily loss in the Net column, with other trade stats below. I ran it on a 5M and 3M chart, and the exits seemed the same, or at least the PnL was. Here is a chart for that week showing snippets from the NT performance tab(s) which I have inserted in the ES chart of that week, showing all take trades. I will run it against August and see what comes out, and post that later, perhaps along with some different exit or stop-loss parameters. (This is a 2 screen wide chart ... if you use Chrome, right click to 'open image in new tab' and you can see the price action chart as well.) P.S.- This is run under 64-bit NT, thus it is using the 64-bit educated DLL. :) http://img138.imageshack.us/img138/9435/m5qaaug1924.gif Edited September 10, 2012 by osijek1289 fixed graph, added P.S. re 64-bit reflam, ⭐ flipper26, tradermic and 1 other 4 Quote Link to comment Share on other sites More sharing options...
reflam Posted September 10, 2012 Report Share Posted September 10, 2012 Thanks for the explanations osijek!! Quote Link to comment Share on other sites More sharing options...
thaomoua Posted September 10, 2012 Report Share Posted September 10, 2012 I knew about the enable/disable(by default) setting. But I didn't know you needed a second chart to see the entry/exit points. Thanks a bunch for explaining the strategy. Quote Link to comment Share on other sites More sharing options...
⭐ osijek1289 Posted September 11, 2012 Report Share Posted September 11, 2012 I ran August 1-31, with the default 48 tick or 12 point ES stop-loss, and it's not a winning month. Although there are 23 winning trades of 40, the wide stop-loss killed most of the profits. Interestingly, 3 of 5 weeks are profitable (I am saying 5 weeks since Aug 1 was a Wednesday and it only starts trading Wednesday). I'm pretty certain this can be made profitable for August, but that's only with the benefit of hindsight and curve-fitting, and that these days rarely lasts. August was a bit of an odd month (I trade ES regularly), and there is usually a big difference between summer trading and fall/spring. One guideline that can be used in ES trading is a 10 point handle rule (www.mrtopstep.com/trading-101/) - interestingly it is the numerous 12-handle stop-outs that cost a dear $600 during this trading month, using this QuantArb strategy. Knowing that August was an up month, and the fund buying that was being discussed, these 12-handle dips are essentially pros searching out weak longs; I suspect extending the stop-loss another few handles would have significantly changed the August results, but, the risk becomes bigger in a number of ways, with a potential $750 or $900 SL, and generally is not a wise way to trade (ie., being upside down for a turnaround that may or may not come.) Here are the Aug 1-31 results then. Overall, it's $-350 in the hole, which isn't too bad. Not sure if I will give it some more run throughs ... this can be made to work for August, but, usually, in doing so, one breaks other months, and, knowing June/July and prior was very different, I suspect there was profitability for those months, which would be impacted by tinkering with these values. http://img222.imageshack.us/img222/5024/aug131esquantarb.gif Quote Link to comment Share on other sites More sharing options...
Guest gavetso Posted January 13, 2013 Report Share Posted January 13, 2013 please REUP THAT FILES Quote Link to comment Share on other sites More sharing options...
energetic Posted January 13, 2013 Report Share Posted January 13, 2013 any more forward test of this strategy ? I ran August 1-31, with the default 48 tick or 12 point ES stop-loss, and it's not a winning month. Although there are 23 winning trades of 40, the wide stop-loss killed most of the profits. Interestingly, 3 of 5 weeks are profitable (I am saying 5 weeks since Aug 1 was a Wednesday and it only starts trading Wednesday). I'm pretty certain this can be made profitable for August, but that's only with the benefit of hindsight and curve-fitting, and that these days rarely lasts. August was a bit of an odd month (I trade ES regularly), and there is usually a big difference between summer trading and fall/spring. One guideline that can be used in ES trading is a 10 point handle rule (www.mrtopstep.com/trading-101/) - interestingly it is the numerous 12-handle stop-outs that cost a dear $600 during this trading month, using this QuantArb strategy. Knowing that August was an up month, and the fund buying that was being discussed, these 12-handle dips are essentially pros searching out weak longs; I suspect extending the stop-loss another few handles would have significantly changed the August results, but, the risk becomes bigger in a number of ways, with a potential $750 or $900 SL, and generally is not a wise way to trade (ie., being upside down for a turnaround that may or may not come.) Here are the Aug 1-31 results then. Overall, it's $-350 in the hole, which isn't too bad. Not sure if I will give it some more run throughs ... this can be made to work for August, but, usually, in doing so, one breaks other months, and, knowing June/July and prior was very different, I suspect there was profitability for those months, which would be impacted by tinkering with these values. http://img222.imageshack.us/img222/5024/aug131esquantarb.gif Quote Link to comment Share on other sites More sharing options...
⭐ osijek1289 Posted January 13, 2013 Report Share Posted January 13, 2013 any more forward test of this strategy ?No, I haven't pursued this any further; it wasn't impressive and I don't want it running as part of my regular NT install, while I day trade. And, the original author has stopped offering and pushing these, for a reason, one can presume. Quote Link to comment Share on other sites More sharing options...
Guest gavetso Posted January 13, 2013 Report Share Posted January 13, 2013 could you provide us the Patched files again the links are death some time a go regards Quote Link to comment Share on other sites More sharing options...
newbie0101 Posted January 13, 2013 Report Share Posted January 13, 2013 could you provide us the Patched files again the links are death some time a go regards Hi gavetso see if this is what you seek http://[email protected]/file/saxuap Quote Link to comment Share on other sites More sharing options...
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