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Yes, *Trendy is very good on direction but it seems to exit to quickly which
hurts the average trade. That is why I lease it. Would you lease this system
called zone 2&5? I won't there is no way this is ever getting off of my
computer! How do you like an average trade of 1,333.00. With much less
trades. Basically I use one rule to filter out all of the trades with less
than a 70% chance of success. So someone who used trendy might be able to
figure it out.
Both of the charts you've sent for your system look great! But I have systems
that look just as good but when it comes time to run the test they stink.
What are the system results?
Hey, what is NDX. I see your using the hourly data on NDX. I'm not familiar
with that signal.
**Zone 2 and 5 DSP8M-15 min 04/20/98 - 05/29/98
Performance Summary: All Trades
Total net profit $ 21925.00 Open position P/L $ 0.00
Gross profit $ 28012.50 Gross loss $ -6087.50
Total # of trades 28 Percent profitable 75%
Number winning trades 21 Number losing trades 7
Largest winning trade $ 9437.50 Largest losing trade $ -1637.50
Average winning trade $ 1333.93 Average losing trade $ -869.64
Ratio avg win/avg loss 1.53 Avg trade(win & loss) $ 783.04
Max consec. winners 6 Max consec. losers 2
Avg # bars in winners 16 Avg # bars in losers 8
Max intraday drawdown $ -2425.00
Profit factor 4.60 Max # contracts held 2
Account size required $ 2425.00 Return on account 904%
Performance Summary: Long Trades
Total net profit $ 7175.00 Open position P/L $ 0.00
Gross profit $ 8900.00 Gross loss $ -1725.00
Total # of trades 13 Percent profitable 85%
Number winning trades 11 Number losing trades 2
Largest winning trade $ 5650.00 Largest losing trade $ -1087.50
Average winning trade $ 809.09 Average losing trade $ -862.50
Ratio avg win/avg loss 0.94 Avg trade(win & loss) $ 551.92
Max consec. winners 8 Max consec. losers 1
Avg # bars in winners 9 Avg # bars in losers 2
Max intraday drawdown $ -1600.00
Profit factor 5.16 Max # contracts held 2
Account size required $ 1600.00 Return on account 448%
Performance Summary: Short Trades
Total net profit $ 14750.00 Open position P/L $ 0.00
Gross profit $ 19112.50 Gross loss $ -4362.50
Total # of trades 15 Percent profitable 67%
Number winning trades 10 Number losing trades 5
Largest winning trade $ 9437.50 Largest losing trade $ -1637.50
Average winning trade $ 1911.25 Average losing trade $ -872.50
Ratio avg win/avg loss 2.19 Avg trade(win & loss) $ 983.33
Max consec. winners 3 Max consec. losers 2
Avg # bars in winners 23 Avg # bars in losers 10
Max intraday drawdown $ -3012.50
Profit factor 4.38 Max # contracts held 2
Account size required $ 3012.50 Return on account 490%
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