developing a automated trading system

[sams]

Hello,

are some people interested to develop a trading system for automated trading?
I would like to take two existing efs-scripts and join them. The first script is the "AutoTrade_MA.efs". This script can buy and sell automatically. The second efs-script is the superindicator, "super2.efs". This script gives the signals. A lot of people like this script. So I think we will take it. The superindicator shows only short or long entrys, but the exit is not defined. So the first step is to define the exit. Any ideas?

Alexis,
Is the super2.efs optimized for the russell 2000 mini, or should parameters changed in this script?

more Info:
- tradingobject: E-mini future: russell 2000 (Symbol: ab #f), 1 minute chart
- check the efs with the Tick Replay Tool each friday evening (weekly), after that we decide how to optimize the efs
- parameter for Tick Downloader: Symbol: ab #f; # of days: 5; File Name: week_x; Start time: 9:20; End Time: 16:05; Save Trades only is not checked


If the tick replay tool shows a few weeks profit, then we will go over to real trading. If not I hope we learned a lot about trading.

regards
sams

[ACM]

sams
As far as I can remember the efs was not optimized for any security and the studies used are simply set at their defaults
Alex

[Doji3333]

You might try...

Using Dynaorder (www.dynaorder.com) and their PaperTrader module. Esignal also has a papertrader broker function that you can use. This will allow you to build your system and test it for a few weeks...

As far as building the automated system - of course it can be done. I've done alot of them for clients. It just takes time to get it all working properly.

B

[sams]

Hello,

here is version 1 of the automated trading system. I checked it with the Tick Replay Tool in week 19 and it makes a loss of -3600$ (1054 executions) with one russel 2000 E-mini future. So I/we have to do a lot of work to optimize it.
If someone has any ideas, please that me know.

At line 646 in the efs you can find the buy signal:
if (bSuper == "buying" && vEMA1 > vEMA2 && bVolume > 150) {

At line 669 you can find the exit signal:
if (vPosition == "long" && (bSuper == "selling" || vEMA1 < vEMA2 || vC <= vStop)) {
The short is vise versa.

regards
Sams

[sams]

Tick Replay Tool result of week 19:

[mahler007]

working on a efs

SAMS, I would like to work on a system together. I have experience writing scripts in wealthlab, but I am learning esignal. I also have 2 years experience trading the Russell 2000. Contact me if you want to work together.

[sams]

mahler007,

great.
We will try to develop a trading system that makes no loss.
Please check your private message.
------------------------------------------------------------------------------

To all,

I am wondering why only one person is interested to develop a profitable trading system. Maybe all the other trader has one. Maybe from the board or efs-library and I haven´t seen it.
Please that me know if some exists?


regards
sams

[tomfquinn]

I am also interested but cannot contribute much beyond lots of business and excel experience. I am a novice trader with about 6 mos. of experience with the E-Mini

[FibbGann]

Looking at the new EFS for the futures. It actually works just as well on stocks too. It is nearing completion, but we have been running it in real time to watch it in all scenarios.

[its1111]

Hi Fibb Gann

Looks like your new system is coming along good. Are you going to be selling the system and will it be available soon, or are you gong to be doing something with it in your other room.
Mark

[FibbGann]

Originally posted by its1111
Hi Fibb Gann

Looks like your new system is coming along good. Are you going to be selling the system and will it be available soon, or are you gong to be doing something with it in your other room.
Mark

It should be ready to go by the latest a month from now. (maybe sooner) As far as selling it I have not come to a decision about that. Will keep you posted as we mover closer to completion.

[FibbGann]

Here is a YM chart 3 minute interval

[FibbGann]

NQ's

[FibbGann]

AB's

[FibbGann]

Here is the eye opening part, even works just as good on stocks.
We were just shooting for the futures and received a added bonus.