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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 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 |
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-1266 |
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DD FAIL |
| NEG |
800 |
259 |
812 |
|
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-1263 |
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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 |
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Signals
used in 2nd test 07Divergence33variab, PJlongstop PJshortstop |
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| 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 |
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1400 |
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1600 |
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Settings for test 1(same for all test 1) |
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System33 buy trigger |
2 |
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System33 sell trigger |
4 |
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System33 divergence
trigger |
1 |
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07ATR Long exit ATR
Length |
15 |
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07ATR Long exit ATRs
|
4.5 |
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07ATR Short exit ATR
Length |
15 |
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07ATR Short exit ATRs |
4.5 |
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07ATR Long exit ATR
Length |
15 |
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Max-loser |
80 |
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Settings for test 2(same for all test 2) |
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System33 buy trigger |
2 |
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System33 sell trigger |
4 |
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System33 divergence
trigger |
1 |
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pjlongstopATR Length |
15 |
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pjlongstopATRs |
4.4 |
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pjshortstopATR Length |
15 |
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pjshortstopATRs
|
4.5 |
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acc(both) |
.05 |
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ra(both) (same as atr
length) |
4.5 |
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