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Trading journal ES system trading.


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Trading journal ES system trading.

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  #11 (permalink)
Golden Bay, New Zealand
 
Experience: Beginner
Platform: Sierra Chart
Trading: ES, NQ
 
Posts: 186 since May 2012
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kanepa View Post
Hi sistyseven. Not sure if I understood your question completely, but 12 yrs result was from running strategy from ninja trader and picture I have posted were from real time trading.

Thanks.

The safest way to develop a system is to use two seperate data sets. Say 2005 to 2012 would be your in sample. You would create all your filters, entries, exits from this. You would then compare the metrics from this data against the out of sample data from 2013 to 2017 (without adjusting any of the entry, exit parameters). If the out of sample produces good results then you have much more confidence that your backtest hasn't been data mined or curve fitted.

If you have bad (losing) years in your backtest (or the majority is from 2008 / 2009) it doesn't sound like a system you would want to trade in all market conditions. And in reality it would be incredibly hard to faithfully stick to for such a long period of drawdown

Seek out @kevinkdog and his thread. It has excellent info on how to conduct good testing

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  #12 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
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Hi, Sistyseven. Thank you for your suggestion and tips.

Like you said, I have tried two back test using 2006-2012 and 2013 to 2017 and happy to report the result looks identical to a full 2006 to 2017. It did great on 2008 and 2009 as well.

Wish I was be able to come up with a strategy to be profitable every single year, but I could not. Boy I have tried for years but perhaps I am not that good or smart enough to make such a trading strategy. I have seen some great system results from this forum and my system is no where near such trading strategy but it is simply the best I can come up with.

I will search @kevinkdog's posting later today.

Thank you for your time and suggestion!
Kanepa.

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  #13 (permalink)
florida
 
Experience: Beginner
Platform: TOS
Broker: TOS
Trading: ES, cl, options, gold, grains,nq,
 
Posts: 297 since Jul 2016
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kanepa View Post
Hi, Sistyseven. Thank you for your suggestion and tips.

Like you said, I have tried two back test using 2006-2012 and 2013 to 2017 and happy to report the result looks identical to a full 2006 to 2017. It did great on 2008 and 2009 as well.

Wish I was be able to come up with a strategy to be profitable every single year, but I could not. Boy I have tried for years but perhaps I am not that good or smart enough to make such a trading strategy. I have seen some great system results from this forum and my system is no where near such trading strategy but it is simply the best I can come up with.

I will search @kevinkdog's posting later today.

Thank you for your time and suggestion!
Kanepa.

Hi Kenepa what is your system? I would like to understand impressive results.

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  #14 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 138 since Jul 2017
Thanks: 298 given, 280 received


pramadas View Post
Hi Kenepa what is your system? I would like to understand impressive results.

Good morning, Pramadas.

Simply put, trading pull backs when a few conditions are met. (Volatility, trend, etc) It only trades just a little over 100 times a year.

My current result performed much better than back tested result. I believe it will bring itself to normal ratio in future which is winning 54% of the time.

Thank you,
Kanepa.

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  #15 (permalink)
florida
 
Experience: Beginner
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Trading: ES, cl, options, gold, grains,nq,
 
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kanepa View Post
Good morning, Pramadas.

Simply put, trading pull backs when a few conditions are met. (Volatility, trend, etc) It only trades just a little over 100 times a year.

My current result performed much better than back tested result. I believe it will bring itself to normal ratio in future which is winning 54% of the time.

Thank you,
Kanepa.

So you have an algorithm that traders your system or you take the trade manually? thanks for taking the time and responding.

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  #16 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
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pramadas View Post
So you have an algorithm that traders your system or you take the trade manually? thanks for taking the time and responding.

You're welcome.

Yes. I run ninjatrader strategies to enter and exit trades. I do not manually manage trades.

Kanepa.

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  #17 (permalink)
florida
 
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kanepa View Post
You're welcome.

Yes. I run ninjatrader strategies to enter and exit trades. I do not manually manage trades.

Kanepa.

Hi Kanepa,
I would like to know exactly what ninja strategies you use? and also you don't enter or exit the trade manually? I really would like to understand how the strategies work.
Thanks for your response

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  #18 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 138 since Jul 2017
Thanks: 298 given, 280 received


pramadas View Post
Hi Kanepa,
I would like to know exactly what ninja strategies you use? and also you don't enter or exit the trade manually? I really would like to understand how the strategies work.
Thanks for your response

Hi, Pramadas.

You can check it our here: https://ninjatrader.com/

You can build a trading system so it can enter and exit on its own. I do not put on trades. The system does.

If you are asking details about my methodology, I can only share what I have said earlier. It is not provided by ninjatrader or anyone else. I have built it using the ninja trader strategy tools. You can definitely try your own method using ninjatrader. They have a great support if you have any questions.

Please note that I am not affiliated with Ninjatrader or any other brokers. I did use Ensign awhile ago. But when I test drove Ninja trader, I really liked it compare to other charting software.


Best,
Kanepa.

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  #19 (permalink)
Point Roberts, WA, USA
 
Experience: Advanced
Platform: IB and free NT
Broker: IB
Trading: ES
 
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kanepa View Post
... on 10/12 I funded trading account to 24,684.06 to begin the journey. I went with 6 cars to trade(yes. It was risky) but luckily, I met the first goal of 30K on 11/8 and continuing to trade to next goal which is at 36000. At 36k, account will be able to handle 50% draw down.(Doubling historic draw down) Some might say it is risky to trade this way and I do accept the risk.

I have chosen to trade ES only because it's liquidity and lack of slippage compare to other thin market. I will continue to add contracts as account grows.

---10/12 Starting capital 24,684.06
---11/18/2017 First goal achieved. bring account to 30k. Next goal is at 36K.

wow! great.

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  #20 (permalink)
florida
 
Experience: Beginner
Platform: TOS
Broker: TOS
Trading: ES, cl, options, gold, grains,nq,
 
Posts: 297 since Jul 2016
Thanks: 46 given, 176 received



kanepa View Post
Hi, Pramadas.

You can check it our here: https://ninjatrader.com/

You can build a trading system so it can enter and exit on its own. I do not put on trades. The system does.

If you are asking details about my methodology, I can only share what I have said earlier. It is not provided by ninjatrader or anyone else. I have built it using the ninja trader strategy tools. You can definitely try your own method using ninjatrader. They have a great support if you have any questions.

Please note that I am not affiliated with Ninjatrader or any other brokers. I did use Ensign awhile ago. But when I test drove Ninja trader, I really liked it compare to other charting software.


Best,
Kanepa.

Thanks Kanepa, Thanks a lot for your response.

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