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Too many systems are too optimized for one market. For those systems it
is important to see the track record. Personally I would love to see
their performance on other (related) markets. Here are screenshots of
confusing results from one system. Would you trade it?
http://www.wealth-lab.de/cgi-bin/WealthLab.DLL/getpage?page=system-1.htm
In general speaking there is much more then just having a good system,
you also need to get it traded like find the right broker, the right
data, have enough money and get have the tools that support your
style....
vk
||-----Ursprüngliche Nachricht-----
||Von: Ron Hudson [mailto:ron@xxxxxxxxxxxxx]
||Gesendet: Tuesday, February 03, 2004 4:41 AM
||An: omega-list@xxxxxxxxxx
||Betreff: FW: e-mini day trading systems
||
||
||> well, currently the so called best SP ES trading system is
||Helix, from
||> Founder trading, rated # 1 by futures truth, backtested on about 5
||> years of data, bluh, bluh...
||> equity curve looks super smooth but .... there are some holes in it.
||
||Helix looks very good indeed
||(http://www.foundertrading.com/Helix.html). I ||would be
||curious as to how long it has been traded in real-time, and
||how often it has been re-optimized or re-written.
||Unfortunately, it doesn't appear to be available. Again, no
||way to prove whether or not it will work going forward.
||However, I would assume that Futures Truth tracked it in
||real-time for at least 3 months.
||
||I've been focusing my radarscreen on the systems tracked by
||Attain (www.systemrank.com). I know the guys at Attain, and I
||believe they have a good handle on the systems that are
||available out there. I know that they and other brokers have
||traded R-Mesa in real-time for years. I subscribe to their
||newsletter, and the results they reported for last year
||clearly showed R-Mesa to be solid in real-time with 40%
||return. They also claim to have comprehensive reports going
||back to '85 for R-Mesa on the big S&P contract.
||
||> do we want to take this one apart on the list???
||
||Thank you for reminding me about Helix. It is a very
||interesting system, and I would be intereted in seeing if it
||can be "torn apart" by the experts here.
||
||I think the first questions have to be about how long it's
||been traded in real-time, and how often/how many times it's
||been re-written. For example, I heard that Tim Cho (TCI) is
||now selling a system that he re-writes often. I don't feel
||comfortable with an "evolving" system like this, unless it's
||being traded in real-time by a third-party that I trust. I
||have seen hundreds of "evolving" systems eventually blow-out,
||and I've never heard of one standing up to the test of time.
||This reminds me of another thread I'd like to start here
||about what I call the "evolving system theory."
||
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||> anybody that has / trades it e-mail me privately.
||> bilo.
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