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iSystems Journal

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  #111 (permalink)
lancaster
 
 
Posts: 3 since Jan 2019
Thanks: 6 given, 1 received

I've spent a great amount of time exploring Isystems, and have only found 2 systems that i think are worth investing capital into. These systems are below. Thoughts?

Gribor 6 _ E-mini Nasdaq NQ

GriBor Intra-LowCadence _ S&P MidCap DM

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  #112 (permalink)
McKinney, TX
 
Experience: Intermediate
Platform: Think or Swim, NinjaTrade
Trading: The indexes, ES, YM, NQ & RTY
 
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Novadolla View Post
I've spent a great amount of time exploring Isystems, and have only found 2 systems that i think are worth investing capital into. These systems are below. Thoughts?

Gribor 6 _ E-mini Nasdaq NQ

GriBor Intra-LowCadence _ S&P MidCap DM

I wouldn't consider them so far, they haven't been tracked long enough with non-back tested data. If after 6-12 month of being tracked and they appear to have kept making money like they did during the the back testing, then I would consider one or the other. Personally I would only pick one of the two at that time since they are from the same developer. They could have the same concepts used in their trading algorithm and would not give you any diversity.

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  #113 (permalink)
Charlotte NC/USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Emini ES, Forex
 
Posts: 2 since Sep 2016
Thanks: 0 given, 2 received



Novadolla View Post
I've spent a great amount of time exploring Isystems, and have only found 2 systems that i think are worth investing capital into. These systems are below. Thoughts?

Gribor 6 _ E-mini Nasdaq NQ

GriBor Intra-LowCadence _ S&P MidCap DM

Gribor 6 _ E-mini Nasdaq NQ:
Suggested capital = $20K because of $4.8K worst DD.
ROI is good, but not so consistent year to year.

GriBor Intra-LowCadence _ S&P MidCap DM
Suggested capital = $10K because of $2.7K worst DD.
ROI Looks great, but also not so consistent year to year.

Both of your choices only just began real money tracking.
I would feel better after waiting to see a longer real money tracked performance.

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  #114 (permalink)
Legendary Market Wizard
Houston, TX
 
Experience: Advanced
Platform: XTrader and Cloud TT
Broker: Advantage Futures
Trading: Energy
 
Posts: 3,495 since Dec 2013
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Novadolla View Post
I've spent a great amount of time exploring Isystems, and have only found 2 systems that i think are worth investing capital into. These systems are below. Thoughts?

Gribor 6 _ E-mini Nasdaq NQ

GriBor Intra-LowCadence _ S&P MidCap DM

I would agree with both @dynoweb and @ericthewellread that you need to see a longer real money tracked performance. I would also add that there backtests are very short.
As @kevinkdog advises. Watch/Incubate it for 6 months, and after that see how it has looked compared to its backtest.

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  #115 (permalink)
Market Wizard
Boca Raton
 
Experience: Advanced
Platform: Optimus Flow
Broker: We are a Broker.Optimus Futures, LLC
Trading: Futures
 
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Posts: 2,471 since Sep 2010
Thanks: 2,399 given, 3,677 received


SMCJB View Post
I would agree with both @dynoweb and @ericthewellread that you need to see a longer real money tracked performance. I would also add that there backtests are very short.
As @kevinkdog advises. Watch/Incubate it for 6 months, and after that see how it has looked compared to its backtest.

Just to add to your thoughts:
just to add to your thoughts:
-You will find that under real trades the drawdowns and biggest losing trades may be more significant than the hypothetical despite the success of the system. This is just the nature of real versus hypotheticals.
-In systems that trade frequently, you will find (again generalizing) that the differences between hypothetical and real are significant. Again, the system could still be good and winning, but expectations should be in place when going live.
-If you face with only hypothetical and not much live data, consider looking at the vendor's other systems. It could give you an idea of whether the vendor is just "pumping" systems or has the ability to create good models.
-You will find at times gap between "Tracked" and "Live" and this should give you an idea where people went out of the system. This at times shows human nature to withstand drawdowns, and should also signal to you whether you can withstand such drawdowns. Also, it indicates that people start and stop after large gains thinking they can "think" together with the system.
-The drawdown plus the minimum account size required gives you an idea (in my opinion) of the minimum you need in the account.

If anyone needs help with the selection of a system(S), I would be more than happy to guide you.

Thanks,
Matt Z
Optimus Futures

THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email support@OptimusFutures.com
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  #116 (permalink)
Legendary Market Wizard
Houston, TX
 
Experience: Advanced
Platform: XTrader and Cloud TT
Broker: Advantage Futures
Trading: Energy
 
Posts: 3,495 since Dec 2013
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mattz View Post
-You will find at times gap between "Tracked" and "Live" and this should give you an idea where people went out of the system. This at times shows human nature to withstand drawdowns, and should also signal to you whether you can withstand such drawdowns. Also, it indicates that people start and stop after large gains thinking they can "think" together with the system.

That's a really interesting point Matt. Not something I'm going to do but there's potentially a psychology white paper hidden in these numbers. Would be interesting to see when people quit. I also think there's a lot of 'hot money' in there that probably moves around quickly. Obvious problem is that the data is a binary traded/not traded. So a system could lose 99% of its customers but as long as one remains it will still show as traded even though in reality the chickens have already fled the coop!

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  #117 (permalink)
Market Wizard
Boca Raton
 
Experience: Advanced
Platform: Optimus Flow
Broker: We are a Broker.Optimus Futures, LLC
Trading: Futures
 
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Posts: 2,471 since Sep 2010
Thanks: 2,399 given, 3,677 received


SMCJB View Post
That's a really interesting point Matt. Not something I'm going to do but there's potentially a psychology white paper hidden in these numbers. Would be interesting to see when people quit. I also think there's a lot of 'hot money' in there that probably moves around quickly. Obvious problem is that the data is a binary traded/not traded. So a system could lose 99% of its customers but as long as one remains it will still show as traded even though in reality the chickens have already fled the coop!

There is something that I have learned from my Managed Futures experience and CTAs, and that is to ask "How did we get there"? This means you look at the bottom line ROI and then ask what path, strategy and risk it took to get there.
This type of approach is healthier in my opinion as opposed to just looking at the yearly ROI. Any investment that offers above-average returns should be reviewed with the variables that I mentioned above. I provide this guidance if an investor asks this before choosing a strategy.

iSystems, in my opinion, is pretty transparent if the data for the system is there.

Matt Z
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email support@OptimusFutures.com
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  #118 (permalink)
Sterling Heights + Michigan/USA
 
Experience: Advanced
Platform: TradeStation
Trading: EMD
 
Posts: 1 since Feb 2014
Thanks: 1 given, 1 received

I have decided to finally take the plunge and get going with a Optimus/iSystem Account/Setup. I will be transferring an idle IRA account from Fidelity over to Optimus. I'am in the process of finding conservative strategies to start using Optimus/iSystems. I just needed a list of strategies that use "Stop Loss Orders" ALWAYS. NO EXCEPTIONS. How to i find it here - " https://optimusfutures.isystems.com/" or elsewhere. Thanks.

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  #119 (permalink)
Market Wizard
Boca Raton
 
Experience: Advanced
Platform: Optimus Flow
Broker: We are a Broker.Optimus Futures, LLC
Trading: Futures
 
mattz's Avatar
 
Posts: 2,471 since Sep 2010
Thanks: 2,399 given, 3,677 received


autoscalper View Post
I have decided to finally take the plunge and get going with a Optimus/iSystem Account/Setup. I will be transferring an idle IRA account from Fidelity over to Optimus. I'am in the process of finding conservative strategies to start using Optimus/iSystems. I just needed a list of strategies that use "Stop Loss Orders" ALWAYS. NO EXCEPTIONS. How to i find it here - " https://optimusfutures.isystems.com/" or elsewhere. Thanks.

Thank you for giving us a chance to earn your business at Optimus Futures.com
As far as we know, all the systems use one form of risk management or another, but we would be happy to choose the methods together, particularly those that would fit your risk tolerance and style of trading. We can diversify between markets, methods and different algo vendors. You will find that our approach tends to focus more on those who have a real-time track record as opposed to only hypothetical only.
Again, we appreciate your business and trust.

Kind regards,
Matt Z
Optimus Futures
There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email support@OptimusFutures.com
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  #120 (permalink)
Legendary Market Wizard
Houston, TX
 
Experience: Advanced
Platform: XTrader and Cloud TT
Broker: Advantage Futures
Trading: Energy
 
Posts: 3,495 since Dec 2013
Thanks: 2,786 given, 6,576 received


After an almost 6 month sabbatical across year end, doing very little, I've been really busy the last 3-4 months. Got the bug again! Drink less, Sleep less, Program or at least Research more!

I've spent a lot of time working on all sorts of weird abstract stuff. KMeans Candlestick Classification (Some really really cool visualizations - but nothing predictive yet). A Candlestick Neural Network (related to the Kmeans project but very different - failed miserably until I expanded the scope... now I may have my first neural network inspired system!). Several discussions with @OldGerman that really opened my eyes to custom sessions. (my Apologies @OldGerman I owe you at least one but probably several emails). Data mining indicator patterns to find those that work.(Jury is out, seems to be working but only time or incubation will tell. I suspect they will fail but we will see). All are a lot more interesting than watching that latest TV show! Yeah I know, get a life!

So last week I finished my Strategy Factory Club Entry for @kevinkdog's club, and my mind said "so what do we go to next?" Initial reaction was to get back to the KMeans Candlestick Classification but for some reason iSystems bounced around my head! So I opened my last iSystems code I had. Checked all my custom functions and everything seems to be working as it used to. So these evening I created two data sets, the first 15 months with the intention of using 12 to predict 3 and the second 7 months with the intention of using 6 to predict 1. It took the code longer to run than I expected (20+ minutes for each - remember I am scraping their website literally tens of thousands times) but I have my data sets.

Anyway some amusing findings as I was checking my code against some specific systems. So the first is a system that currently is in the "Top 10 iSystems for the Last Year"



Pretty impressive huh. But make sure you look at that "Since Tracked Date" or more specifically "Tracked PnL since 05/22/19". This is a system that was submitted just 6 days ago, that is now listed in the top 10 for the last year. How is a 6 day old system in the last year top 10??? Backtest for the Win I suppose! Need to set my reminder to come and check it again in a years time and see what it looks like. That brings us to system number two...



This system made $150k in the first 2.5 years of the backtest, was flat for the next 9 months, but since the backtest has ended (that light yellow hue means its tracked not backtest) it has been on a direct path to zero! (Kinda link most of my systems!)

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January 22, 2020


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