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Would like to get a poll of sorts ... for expected
swing trading performance. Maybe there is some information that can help
everyone regardless of specific system used.
Primarily interested in the potential of a system,
any pitfalls / difficulties in implementing it after simulation studies were
completed...
What would make good statistical info:
1. Backtest performance
2. Real performance / Any special considerations in
implementing
3. Money management - scaling in/out, stops, risk
level...
4. Any issues and concerns
My intent / desire is NOT to delve into
anyone's specific system as such, so if you feel it is appropriate to
describe your system, please keep it at a high level.
I have toyed with several systems, including
Relative strength, combination of standard indicators (MACD, Stochastics and
CCI) with preliinary backtest results of 20% per year, +/- a little, but
have not really traded based on any system as such, certainly not with any
consistancy.... so no track record.
I have not succesfully integrated market
environment in backtests yet. My next step.
My hope is that I can make about 5% to 10% per
month using trades of 3 days to 2 weeks. I have been known to be too optimistic
... at times ...
Appreciate any feedback
Ara
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