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I am working a EOD bond trading system, that although it somewhat simple
seems to be quite profitable at this point, My problem is with the MRO
function and its use in a Begin statement. I will be glad to send the
system to anyone that would like to work with me to debug it. I have been
trying for about two weeks to get it right and obviously and I am missing
some EL understanding / programming experience that would solve the problem.
Problem 1
Basically, I have redefined a reversal bar and I am using MRO to count the
number of bars since last occurrence. Sometimes the system enters when
there is no set up with the reversal bar. (oops).
Problem 2
Protective stop logic could be probably be improved to keep the winning
trades in the market longer --
Ideas on moving stops would be great.
I have out sample tested the system on two 5 years periods and the average
trade is between 700 to 800
draw down is modest. Percent profitable ranges from 59% to 60%. I stumbled
on the set up by accident when looking for something else.
I think Removal of bad entries and improvement of stops would greatly
increase the profitability of the system.
Interested parties can email me privately
Good Trading
Glenn
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