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Re: [RT] Roger Felton's systems



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Mark,
 
I went thru NQ, EC, ZG (ES never work well) and, gradually, as the markets were changing the character,
I was switching, changing the parameters and adjusting the system and, in 12/'06, switched to ER2. It's
worked best of all ever since.
 
Jan Philipp.
 
 
----- Original Message -----
From: Mark Simms
Sent: Tuesday, April 15, 2008 6:18 PM
Subject: RE: [RT] Roger Felton's systems

Jan - my experience would indicate you have quite a system at $800/day average...PER CONTRACT.
Have you tested it on ES, YM, or the ever-so-difficult NQ ?
 


From: realtraders@yahoogroups.com [mailto:realtraders@yahoogroups.com] On Behalf Of JHP
Sent: Tuesday, April 15, 2008 8:20 PM
To: realtraders@yahoogroups.com
Subject: Re: [RT] Roger Felton's systems

Bob,
 
What is the average profit/day and trades/day for his system based on your backtesting,
in other words, with no discretion? Or, with some minimum amount of (good) judgment?
 
I'm asking because my system is sort of a scalping system, ~85% mechanical, averaging
~$800/day trading 1 lot of ER2 (mostly), ~10 trades/day, when traded full time, except 11 - 13 CT,
and I always wonder what can some other good daytrading systems do, but it's difficult to get honest
answers.
 
Best regards,
Jan Philipp
 
 
 
----- Original Message ----- a
From: Bob Fulks
Sent: Tuesday, April 15, 2008 4:26 PM
Subject: Re: [RT] Roger Felton's systems

I have back-tested taking all signals and there are parameter settings that give a decent looking equity curve. But Roger does not recommend doing that.

We continue to work on it to filter out the poorer signals and I am sure it will get smarter over time.

But it's real value now is finding the signal, which is a lot of work if you do it manually all day long.

Bob Fulks

At 05:39 PM 4/15/2008, you wrote:

Thanks, Bob.  That was pretty much my take on things after my "week in his trading room" trial.  It seemed that it wasn't the best week for finding trades (as is usually the case when I test something!) and it seemed that there was a large discretionary component to which trades to take and which to leave.  I'm just curious if anyone on realtraders has actually just let the program take the trades and has made money.  I'm a natural (or maybe a learned) skeptic, yet still hopeful.  And of course I know that you have an advantage if you can do this full time, as Ben says.  I can't right now, so I'm still trying to find something which works part time.  I've had some success with several approaches, yet there are drawbacks to all of them and I'm always looking to improve. 
 


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