Trading the SPI

[Ageo]

Stopped out for a 20 point loss.

Hopefully it comes back down before it moves higher.

 

[Realist]

Geez if it goes up your a magician lol

Abracadabra.....

 

[Bearman52]

For your viewing pleasure, my new EOD trading system
Still working on the exits but the entries are looking very sharp.!

FREDDO
THERE IS A PRETTY REASONABLE ARGUMENT FOR BEING IN CONSTANTLY IN THE MARKET WHY NOT JUST REVERSE YOUR POSITIONS "X" MARKS THE SPOT LOOKS VERY PROFITABLE TO ME
BM

 

[swingstar]

For your viewing pleasure, my new EOD trading system
Still working on the exits but the entries are looking very sharp.!

Those entries look very similar to my swing trading system (I only enter at close).

I think you mentioned before that you use maths - have you done so with that system?

 

[Ageo]

Short 20 contracts on the A200 @ 4999.

Stop is 10 points away.

EMA crossover was the trigger

 

[Freddo]

FREDDO
THERE IS A PRETTY REASONABLE ARGUMENT FOR BEING IN CONSTANTLY IN THE MARKET WHY NOT JUST REVERSE YOUR POSITIONS "X" MARKS THE SPOT LOOKS VERY PROFITABLE TO ME
BM

BM,

..... sometimes you just can't see the things right in front of
your face.

I take a look at longer time frame and see what it looks like.

Thanks for your feedback

Regards

Freddo

 

[Ageo]

hehe got eaten up today.

Another 10 point loss.

Not to worry

 

[Realist]

hehe got eaten up today.

Another 10 point loss.

Not to worry

why are you shorting?

Yesterday was a bloody bad day for the ASX, I got thumped, despite BHP announcing simply fantastic earnings, the DOw and Nasdaq were up a tiny bit last night, surely today would be a day to go long, and the ASX will recover about half of yesterday's losses.

 

[Freddo]

Those entries look very similar to my swing trading system (I only enter at close).

I think you mentioned before that you use maths - have you done so with that system?

Hi Swingstar,

Thanks for checking my Chart out.

You are correct... I use it in combination with patterns though.
Let me give a quick example of my patterns searching which was
the hardest bit.

Lets just use the Open and Close and we'll only use 2 days
Todays Open TO
Todays Close TC
Yesterdays Open YO
Yesterdays Close YC
I wanted to test if I could determine is there a repeating cycle
The permutations are HUGE

IF TO > YO and TC > YC and TO > YC and TO > YO
IF TO < YO and TC < YC and TO < YC and TO < YO
IF TO > YO and TC < YC and YO > YC and TO > YO
IF TO > YO and TC < YC and YO > YC and TO < YO
IF TO < YO and .....

My last pattern detection test I used 3 PCs and it took
4 days to complete

Generating all the was very difficult especially
when you use the high and low values and you go beyond
2 days !!

It nearly drove me insane..

I stumbled across a freeware utility written in Perl (programming language)
called PowerSet.
I used it to generate the permutations then I created 8 database tables
in ACCESS and loaded the permutations in to various tables and I did
an ACCESS query to join the tables which created a massive number
of ACCESS queries which I then ran against the SPI daily history.

I ended up with hundreds of profitable systems and I have narrowed it
down to the top ten and currently concentrating on the top 2.
The top performing pattern i used to enhance my existing EOD system.

Regards

Freddo

 

[Bearman52]

VERY SCARY FREDDO
BM

 

[Freddo]

VERY SCARY FREDDO
BM

NEVER again BM !
My wife will most upset and will do unspeakable things to me

Whilst that was running I was back testing a further 153 systems
which I ran over and over again.

One of the 153 systems returned $87,500 per contract per year over the last 6 years . I nearly wet myself, then I realised I had 2 minus signs for the parameters.
It wasn't looking back it was actually looking forward
Rotten ZigZag function caught me out in a similar fashion.

Freddo

 

[Poor_Grenville]

Hi Swingstar,

Thanks for checking my Chart out.

You are correct... I use it in combination with patterns though.
Let me give a quick example of my patterns searching which was
the hardest bit.

Lets just use the Open and Close and we'll only use 2 days
Todays Open TO
Todays Close TC
Yesterdays Open YO
Yesterdays Close YC
I wanted to test if I could determine is there a repeating cycle
The permutations are HUGE

IF TO > YO and TC > YC and TO > YC and TO > YO
IF TO < YO and TC < YC and TO < YC and TO < YO
IF TO > YO and TC < YC and YO > YC and TO > YO
IF TO > YO and TC < YC and YO > YC and TO < YO
IF TO < YO and .....

My last pattern detection test I used 3 PCs and it took
4 days to complete

Generating all the was very difficult especially
when you use the high and low values and you go beyond
2 days !!

It nearly drove me insane..

I stumbled across a freeware utility written in Perl (programming language)
called PowerSet.
I used it to generate the permutations then I created 8 database tables
in ACCESS and loaded the permutations in to various tables and I did
an ACCESS query to join the tables which created a massive number
of ACCESS queries which I then ran against the SPI daily history.

I ended up with hundreds of profitable systems and I have narrowed it
down to the top ten and currently concentrating on the top 2.
The top performing pattern i used to enhance my existing EOD system.

Regards

Freddo

Freddo my friend... that is pure hardcoresness (is that even a word? ) dping all those computation... my hat goes off to you

 

[Ageo]

why are you shorting?

Yesterday was a bloody bad day for the ASX, I got thumped, despite BHP announcing simply fantastic earnings, the DOw and Nasdaq were up a tiny bit last night, surely today would be a day to go long, and the ASX will recover about half of yesterday's losses.

Because in my views were that it should hit around 5025 or so before it raced back up.

Don't worry Realist, im just giving back some money i took from them before

 

[Realist]

Because in my views were that it should hit around 5025 or so before it raced back up.

Don't worry Realist, im just giving back some money i took from them before

How did you work that out though?

Try trading paper money for a week without charting, and try and asses if the SPI is gonna head up or down and till what time roughly (not what price excactly) - see how you do.

It may be a good learning experience.



I'm happy to take any spare money off you if you are giving it away?

 

[Ageo]

How did you work that out though?

Try trading paper money for a week without charting, and try and asses if the SPI is gonna head up or down and till what time roughly (not what price excactly) - see how you do.

It may be a good learning experience.



I'm happy to take any spare money off you if you are giving it away?

Realist, im up 40 points so far for the month just on the A200 (including todays loss). I can't see how changing my system will be beneficial?

 

[Realist]

Fair enough.

What is your system in a sentence or two?

 

[Ageo]

Fair enough.

What is your system in a sentence or two?

Trading off support/resistance levels

and EMA crossovers.

I never risk more than 1% of my capital per trade (atm its actually 0.25%)

Thats my A200 trading, then i trade based on ASR's trades which is over $1200 for the month so far.

But thats with smaller contracts.

 

[swingstar]

Hi Swingstar,

Thanks for checking my Chart out.

You are correct... I use it in combination with patterns though.
Let me give a quick example of my patterns searching which was
the hardest bit.

Lets just use the Open and Close and we'll only use 2 days
Todays Open TO
Todays Close TC
Yesterdays Open YO
Yesterdays Close YC
I wanted to test if I could determine is there a repeating cycle
The permutations are HUGE

IF TO > YO and TC > YC and TO > YC and TO > YO
IF TO < YO and TC < YC and TO < YC and TO < YO
IF TO > YO and TC < YC and YO > YC and TO > YO
IF TO > YO and TC < YC and YO > YC and TO < YO
IF TO < YO and .....

My last pattern detection test I used 3 PCs and it took
4 days to complete

Generating all the was very difficult especially
when you use the high and low values and you go beyond
2 days !!

It nearly drove me insane..

I stumbled across a freeware utility written in Perl (programming language)
called PowerSet.
I used it to generate the permutations then I created 8 database tables
in ACCESS and loaded the permutations in to various tables and I did
an ACCESS query to join the tables which created a massive number
of ACCESS queries which I then ran against the SPI daily history.

I ended up with hundreds of profitable systems and I have narrowed it
down to the top ten and currently concentrating on the top 2.
The top performing pattern i used to enhance my existing EOD system.

Regards

Freddo

Thanks Freddo. Interesting to see how others test methods. My system isn't nearly as complex, although I do have specific rules that happened to jump out at me when looking at your chart. Maybe when I have more samples I'll be able to really nut out some constant patterns that produce the big wins (and size positions accordingly).

 

[Freddo]

Thanks Freddo. Interesting to see how others test methods. My system isn't nearly as complex, although I do have specific rules that happened to jump out at me when looking at your chart. Maybe when I have more samples I'll be able to really nut out some constant patterns that produce the big wins (and size positions accordingly).

My trading systems themselves are very simple, but building the pattern detector was tricky.

I'm currently short 1 contract using System 2.

 

[Bobby]

Anyone trade the SPIDO ( Spi200 intra-day options ) ?

Just like to know if I'm missing any risk factors.

Bob.