----- Original Message -----
Sent: Thursday, June 25, 2009 1:09
PM
Subject: [system-traders] GT -
implementing a working system
Hi
Perltrader,
Saw your post on
the DEVEL list - just
subscribed myself. I don't know what trading system you use and in what
markets. I have a couple that work for me consistently- although I do
have a gut feel for when the setup is right - so trying to explain it
mathematically is a bit tricky... but I'm trying! I'm trying to produce a
model that will work on FOREX or some international stocks too - I currently
trade the FTSE 250 with it. One of my indicators that I use as part of my gut
feel - is to see how well the stock matches (correlation indicator) the
FTSE100 index. I like a low correlation - I am manually backchecking all my
winning trades to see if I can give a definitive mathematical model of
this.
I'm more of a
trader than a perl programmer - but I got it running on my linux box this
afternoon and on my laptop on MS this evening... I assume from the header of
your post that you are on linux! Where the heck is the options file on MS? I
made the .gt directory and put one in, but it seems
ignored.
I have a couple of
systems that I trade, the simplest of which I can't get anywhere near to
understanding how to get into the system. Explaining it to someone on a graph
is quite easy... but in print!?!...
Would you have any
idea how I would set up a filter to match
stoch.
oscillator %K (3 periods - 2 slowing periods)(ignoring %D) - to test if it is
above 80 AND the close price was above a SMA (50)
OR
stoch. oscillator %K (3 periods - 2 slowing
periods)(ignoring %D) - is BELOW 20 AND the close price was below SMA
(50)
Look ahead 4 days
from that point and see if the price achieved a HIGHER high or lower low (not
counting inside days). If the price achieves the higher high or lower low then
it's a buy (or sell) signal. my stop loss is set at a tiny bit over (or under
for short) the last significant days open or close price.
Closing is even
more complex - so I'll leave that off for now... (and this is my simple
system!!!)
Basically, if you
(or any other of the cleverer programmers) out there can help me out, I'm
quite happy to spend some time documenting the system I use for them. I'd
rather not post the entire thing in public (there are a LOT of hours work in
it) but my system works and constantly achieves good returns - but I'm in a
narrow market and would love to backtest and tweak to work in larger
international markets - possibly commodities too. If I can find someone to do
the technical stuff, I can provide the trading system.
All the best to
you all out there!
Emily
Harris.