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Target objective is to achieve 5000 points+ from 5 yrs data without more than 300 points draw down

(HS DATA FT-SE100 futures) Tested in TICKS (SCORE calculated by dividing profit by draw down)

 

(SCORE calculated by dividing profit by draw down)

 

1st place

 

  07_Divergence_07ATR_exit (uses the 06 divergence entry of system33 and 2 exit stops tested) Tested 6th Sept 2007

A beautiful system for the FT-SE 100 Futures which came to be so good by allowing trades to exit before entering the next trade, and using the new basic 07ATR exit stop, which eliminated all the bugs in the system.

Improvements are easy to find with exit stops and SPOOSTOPs style set up, constructing a better filter more sensitive than system33 will probably increase performance even more.

This is ready to use as it is, and will be a solid pension investment.

 

WARNING:

 

The tradevolume index used in these tests and the tick volume data needs to fully evaluated before use, and there are 2 trade volume index functions and 2 types of volume data to contend with!

A nightmare to sort out, because so many of my systems use this function.

 

Note: The PJSTOPS  made more money with the same entry signals! They were set to 4.5 ATRS the bug in it is removed by marketposition=0 before trading. Does this prove that accelerating stops are better? PJSTOP contained no maxloss variable and is decided purely on the ATR function to determine it.

 

Signals used in 1st test 07Divergence33variab, 07ATR-shortexit, 07ATR_Long-exit

Score Ticks Trades Profit Win% R-R MaxDD Ave win Ave loss Best win Worst loss Equity curve
NEG 600 341 86     -1266         DD FAIL
NEG 800 259 812     -1263         DD FAIL
5.33 1000 200 2453 39.5 2.21 -460 101 -45 572 -120  Flat-up
7.42 1250 153 3804 41 2.79 -512 123 -44 559 -114  Flat-up
4.31 1400 125 2118 40.8 2.31 -490 112 -48 499 -122  Flat-up
3.79 1600 116 2689 42.2 2.42 -708 126 -52 521 -102  Flat-up
1.18 1800 110 919 41.8 1.74 -776 99 -57 384 -127  Ok > 2004 DD Fail
2.16 2000 109 1053 44.0 1.66 -486 94 -57 370 -114 Flat < 2004 then ok
1.5 2300 98 645 43.8 1.53 -427 90 -59 352 -89 Flat-dn<04 then  ok
2.54 2500 95 1347 47.3 1.61 -529 96 -60 465 -99 Flat <04 then ok
4.42 2800 78 2055 48.72 1.98 -464 115 -58 476 -95 Flat-up
3.92 3000 74 1550 48.65 1.79 -395 105 -58 316 -93 Flat<04 then ok
2.07 3500 63 921 44.44 1.77 -444 111 -63 398 -118 Jagged -up
                       
 Signals used in 2nd test 07Divergence33variab, PJlongstop PJshortstop
                       
3.26 1000 164 2139 43.29 1.83 -655 105 -57 581 -151  Flat 03 and 05-06
7.66 1250 129 4478 50.39 2.2 -584 124 -56 560 -153  Bingo Bango Bongo
2.61 1400 106 1399 48.11 1.48 -535 101 -68 481 -144  Flat up choppy
NEG 1600 98 827                DD FAIL
                       
3.87 2800 60 2033 50.00 1.98 -524 137 -69 607 -182  Flat dn 02-03 ok rest
3.75 3000 57 1707 50.88 1.82 -455 125 -68 306 -166  Flat till 04 then ok
                       

 

Settings for test 1(same for all test 1)  
System33 buy trigger 2
System33 sell trigger 4
System33 divergence trigger 1
07ATR Long exit ATR Length 15
07ATR Long exit ATRs 4.5
07ATR Short exit ATR Length 15
07ATR Short exit ATRs 4.5
07ATR Long exit ATR Length 15
Max-loser 80
Commissions 3
   
Settings for test 2(same for all test 2)  
   
System33 buy trigger 2
System33 sell trigger 4
System33 divergence trigger 1
pjlongstopATR Length 15
pjlongstopATRs 4.4
pjshortstopATR Length 15
pjshortstopATRs 4.5
acc(both) .05
ra(both) (same as atr length) 4.5
Commissions 3
   
   
   
   

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1st place

 

  07_Divergence_07ATR_exit (uses the 06 divergence entry signal of system33 and atr exit stop) Tested 6th Sept 2007

A beautiful system for the FT-SE 100 Futures which came to be so good by allowing trades to exit before entering the next trade, and using the new basic 07ATR exit stop, which eliminated all the bugs in the system.

Improvements are easy to find with exit stops and SPOOSTOPs style set up, constructing a better filter more sensitive than system33 will probably increase performance even more.

This is ready to use as it is, and will be a solid pension investment.

Note the pjstops in this system made more money! set them to 4.5 atrs the buy in it is removed by marketposition=0 before trading.

 

Score Ticks Trades Profit Win% R-R MaxDD Ave win Ave loss Best win Worst loss Equity curve
NEG 600 341 86     -1266         DD FAIL
NEG 800 259 812     -1263         DD FAIL
5.33 1000 200 2453 39.5 2.21 -460 101 -45 572 -120  Flat-up
7.42 1250 153 3804 41 2.79 -512 123 -44 559 -114  Flat-up
4.31 1400 125 2118 40.8 2.31 -490 112 -48 499 -122  Flat-up
3.79 1600 116 2689 42.2 2.42 -708 126 -52 521 -102  Flat-up
1.18 1800 110 919 41.8 1.74 -776 99 -57 384 -127  Ok > 2004 DD Fail
2.16 2000 109 1053 44.0 1.66 -486 94 -57 370 -114 Flat < 2004 then ok
1.5 2300 98 645 43.8 1.53 -427 90 -59 352 -89 Flat-dn<04 then  ok
2.54 2500 95 1347 47.3 1.61 -529 96 -60 465 -99 Flat <04 then ok
4.42 2800 78 2055 48.72 1.98 -464 115 -58 476 -95 Flat-up
3.92 3000 74 1550 48.65 1.79 -395 105 -58 316 -93 Flat<04 then ok
2.07 3500 63 921 44.44 1.77 -444 111 -63 398 -118 Jagged -up
                       
Best time frame retested using the PJ LONG STOP and PJ SHORT STOP
                       
                       
                       
                       
                       
                       
                       
                       
                       

  Settings (same for all above tests)

System33 buy trigger 2
System33 sell trigger 4
System33 divergence trigger 1
07ATR Long exit ATR Length 15
07ATR Long exit ATRs 4
07ATR Short exit ATR Length 15
07ATR Short exit ATRs 4
07ATR Long exit ATR Length 15
Max-loser 80
   
   

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1st place

 

  07_Divergence_07ATR_exit (uses the 06 divergence entry signal of system33 and atr exit stop) Tested 6th Sept 2007

A beautiful system for the FT-SE 100 Futures which came to be so good by allowing trades to exit before entering the next trade, and using the new basic 07ATR exit stop, which eliminated all the bugs in the system.

Improvements are easy to find with exit stops and SPOOSTOPs style set up, constructing a better filter more sensitive than system33 will probably increase performance even more.

This is ready to use as it is, and will be a solid pension investment.

Note the pjstops in this system made more money! set them to 4.5 atrs the buy in it is removed by marketposition=0 before trading.

 

Score Ticks Trades Profit Win% R-R MaxDD Ave win Ave loss Best win Worst loss Equity curve
NEG 600 341 86     -1266         DD FAIL
NEG 800 259 812     -1263         DD FAIL
5.33 1000 200 2453 39.5 2.21 -460 101 -45 572 -120  Flat-up
7.42 1250 153 3804 41 2.79 -512 123 -44 559 -114  Flat-up
4.31 1400 125 2118 40.8 2.31 -490 112 -48 499 -122  Flat-up
3.79 1600 116 2689 42.2 2.42 -708 126 -52 521 -102  Flat-up
1.18 1800 110 919 41.8 1.74 -776 99 -57 384 -127  Ok > 2004 DD Fail
2.16 2000 109 1053 44.0 1.66 -486 94 -57 370 -114 Flat < 2004 then ok
1.5 2300 98 645 43.8 1.53 -427 90 -59 352 -89 Flat-dn<04 then  ok
2.54 2500 95 1347 47.3 1.61 -529 96 -60 465 -99 Flat <04 then ok
4.42 2800 78 2055 48.72 1.98 -464 115 -58 476 -95 Flat-up
3.92 3000 74 1550 48.65 1.79 -395 105 -58 316 -93 Flat<04 then ok
2.07 3500 63 921 44.44 1.77 -444 111 -63 398 -118 Jagged -up
                       
Best time frame retested using the PJ LONG STOP and PJ SHORT STOP
                       
                       
                       
                       
                       
                       
                       
                       
                       

  Settings (same for all above tests)

System33 buy trigger 2
System33 sell trigger 4
System33 divergence trigger 1
07ATR Long exit ATR Length 15
07ATR Long exit ATRs 4
07ATR Short exit ATR Length 15
07ATR Short exit ATRs 4
07ATR Long exit ATR Length 15
Max-loser 80
   
   

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1st place

 

  07_Divergence_07ATR_exit (uses the 06 divergence entry signal of system33 and atr exit stop) Tested 6th Sept 2007

A beautiful system for the FT-SE 100 Futures which came to be so good by allowing trades to exit before entering the next trade, and using the new basic 07ATR exit stop, which eliminated all the bugs in the system.

Improvements are easy to find with exit stops and SPOOSTOPs style set up, constructing a better filter more sensitive than system33 will probably increase performance even more.

This is ready to use as it is, and will be a solid pension investment.

Note the pjstops in this system made more money! set them to 4.5 atrs the buy in it is removed by marketposition=0 before trading.

 

Score Ticks Trades Profit Win% R-R MaxDD Ave win Ave loss Best win Worst loss Equity curve
NEG 600 341 86     -1266         DD FAIL
NEG 800 259 812     -1263         DD FAIL
5.33 1000 200 2453 39.5 2.21 -460 101 -45 572 -120  Flat-up
7.42 1250 153 3804 41 2.79 -512 123 -44 559 -114  Flat-up
4.31 1400 125 2118 40.8 2.31 -490 112 -48 499 -122  Flat-up
3.79 1600 116 2689 42.2 2.42 -708 126 -52 521 -102  Flat-up
1.18 1800 110 919 41.8 1.74 -776 99 -57 384 -127  Ok > 2004 DD Fail
2.16 2000 109 1053 44.0 1.66 -486 94 -57 370 -114 Flat < 2004 then ok
1.5 2300 98 645 43.8 1.53 -427 90 -59 352 -89 Flat-dn<04 then  ok
2.54 2500 95 1347 47.3 1.61 -529 96 -60 465 -99 Flat <04 then ok
4.42 2800 78 2055 48.72 1.98 -464 115 -58 476 -95 Flat-up
3.92 3000 74 1550 48.65 1.79 -395 105 -58 316 -93 Flat<04 then ok
2.07 3500 63 921 44.44 1.77 -444 111 -63 398 -118 Jagged -up
                       
Best time frame retested using the PJ LONG STOP and PJ SHORT STOP
                       
                       
                       
                       
                       
                       
                       
                       
                       

  Settings (same for all above tests)

System33 buy trigger 2
System33 sell trigger 4
System33 divergence trigger 1
07ATR Long exit ATR Length 15
07ATR Long exit ATRs 4
07ATR Short exit ATR Length 15
07ATR Short exit ATRs 4
07ATR Long exit ATR Length 15
Max-loser 80