Recently I make it my task to replicate successful strategies. Everything you find on the net for information on a system can be used here. Interestingly, the whole thing if the yield curve and the profit similar to those having the present system can.
Since normally the source code for a system is not publicly available, a program can never be 100 % ig be copied. By evidence, such as trades and their comments, it is however, possible to take the idea of the underlying system basically.
This happened with a system which I found by chance on the net:
It This is a breakout system shortly after market opening in the CL. 2010 this system was very successful, however, had in November last year, a drawdown phase. As a consequence in an alternative way of trading, in addition to the breakout from the range, also created a Bungee possibility.
systems of this type have always fascinated me. Besides the simplicity of the rules here but usually the correct timing in the right market, at the selected time period and the size of the range of their importance. It follows that intensive testing is indispensable and of failing to follow quickly from profit to loss systems again. early 2010 I had already programmed a range breakout system, but it could not use effective. Using the information of the price range traders, I was now possible, however, at least in the CL to provide a functioning system currently on the legs.
The individual trades of the original system can be found on the associated Facebook page (link to the URL above) look. With this information I was able to recreate the system is about.
The yield curve is somewhat different, the parameters are somewhat different or complementary, but fundamentally, the trade to 80% - running 90% as it also in the more than 70 example trades of the case is. I am very curious how they work, the use of the system on the demo account and trade in live is and when the productive phase in the CL, which we currently have no doubt, will be over.
Moreover, I was writing with NinjaTrader 7 to be this kind of system, as there is the possibility of an 'unmanaged' - order approach to work. Only this, I can trade breakouts effectively and bring BuyStop and sell stop orders at the same time in the market. However, the order will be handling this case entirely taken over manually, which leads to an increased effort during the programming and testing.
Best regards
darth trader
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addendum to the first live trade today on 7/1/2011 ... Strategy seems to work together :-)
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addendum to the first live trade today on 7/1/2011 ... Strategy seems to work together :-)
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